Support Board
Date/Time: Sat, 14 Mar 2026 18:15:53 +0000
Replay accuracy of of large volume trade indicator
View Count: 282
| [2026-01-27 13:30:24] |
| User689918 - Posts: 1 |
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Hi, I am trying to set up large order bubbles for NQ contracts highlighting buy or sell market orders by tick above 50 contracts. If I set the volume threshold to 50, I see only very few bubbles (which seems unrealistic to me + if I see a friends "deepcharts" chart, it shows significantly more bubbles) For context: I'm using Sierra Charts delayed data feed (Service Package 5) for back-testing. What are the relevant settings to get the correct large order bubbles to spot absorptions etc.? I have the feeling the indicator does not correctly use the replayed time-and-sales data? I have tried all available replay modes (e.g., calculate as real time, etc.) Thank you in advance for the support! |
| [2026-01-27 16:39:54] |
| John - SC Support - Posts: 45108 |
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There is nothing special you need to do to use the Large Volume Trade Indicator while running a replay. As to the number of bubbles that will show up, take a look at the Time and Sales window for that chart, and you will see very few trades done at quantities other than 1 or 2. So it sounds like what you are seeing is correct to us. We can not comment on what another system is doing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-18 15:12:52] |
| User260640 - Posts: 13 |
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The reason SC and "DeepCharts" large volume trade bubbles are different, I bet, is because DC is aggregating volume. Just my 2 cents.
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| [2026-03-03 05:44:35] |
| Sierra_Chart Engineering - Posts: 23212 |
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This is also supported in Sierra Chart: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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