Support Board
Date/Time: Wed, 29 Apr 2026 06:24:51 +0000
constant, non existent volume data present
View Count: 215
| [2026-03-14 13:39:44] |
| User12089 - Posts: 386 |
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when using options data from interactive brokers (there is no such data from sc denali so using it from IB is a MUST) for e.g. spx options, sc is rendering volume bars with fixed/constant values (ref the screenshot) for price bars which do not have volume (as checked in the corresponding, identical chart in IB TWS) note - for pricebars which DO HAVE volume - the volume bars in sc DO show CORRECT values - it is just the "parasitic" fixed volume bars u see in the screenshot which are the issue and in IB TWS correspond to price bars with zero volume so it seems IB TWS is providing correct volume but something with its inter;retation in sc is not quite right fyi detailed inspection of the data in sc spreadsheet study revealed that the fixed volume bars on the screenshot correspond to volume of 30 for .... a number of exactly ZERO trades each time - wow same happens if u get e.g. future options on ES from ib tws in sc (i do know denali offers at least future options) why is that and is there any way to overcome it? Date Time Of Last Edit: 2026-03-14 16:23:03
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 Capture.PNG / V - Attached On 2026-03-14 13:35:41 UTC - Size: 40.28 KB - 27 views |
| [2026-03-15 04:45:03] |
| Sierra_Chart Engineering - Posts: 23641 |
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What is the timeframe of the chart bars? Anyway we see why this is the case because if there is a volume of zero for a historical data record from the TWS API, we assign it a volume of 1. We will remove that in the next release. 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 |
| [2026-03-15 21:15:47] |
| User12089 - Posts: 386 |
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the price bar period is 30 min when are u planing to release the next version and what would be the release number so i can keep an eye on that? Date Time Of Last Edit: 2026-03-15 21:17:32
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| [2026-03-15 21:18:33] |
| Sierra_Chart Engineering - Posts: 23641 |
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If the historical data from Interactive Brokers is in one minute units, and the timeframe of the bars is 30 minutes, then that is where the 30 comes from. This now makes sense. A solution will be in the next release but we are not sure what other problem this change will cause. There must have been some reason why we set the volume to a minimum of 1 per underlying record. A new release will be out, we expect towards the end of the week. It will be version 2891. 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 Date Time Of Last Edit: 2026-03-15 21:19:11
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| [2026-03-20 10:55:15] |
| User12089 - Posts: 386 |
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i can now see: Current Version: 2891 (March 17, 2026) PreRelease Version: 2891 (March 17, 2026) May i confirm that the above contains the fix discussed here? |
| [2026-03-20 12:07:53] |
| User12089 - Posts: 386 |
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in the meantime i tested with 2891 and can confirm the "parasitic/artificial" constant volume is gone keep it like that - i can see online that over the years there has been alot of bashign of IB market data (and guess deservedly so) - however i think at the moment it is ok (even if it is still aggregated above tick level- i have not checke dthat btw no do i care) IB (besides execution) offers market data for broad range of asset classes beyond futures and we do need support for that since Denali offers unbeatable market data but it doesnt cover all asset classes one observation - sc chart for the same instrument with market data from denali and 30 min bars skips 30 min time intervals when there is no data / trades e.g. from 10 am it can jump to 14:30 while sc chart with IB data draws flat price line and no skipped 30 min price bars (eachof which is flat ofcourse) for such period and of course now it also draws zero volume Date Time Of Last Edit: 2026-03-20 13:43:40
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| [2026-03-20 14:23:09] |
| Sierra_Chart Engineering - Posts: 23641 |
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sc chart for the same instrument with market data from denali and 30 min bars skips 30 min time intervals when there is no data / trades e.g. from 10 am it can jump to 14:30
To solve this, enable this option: Chart Settings: Include Columns With No Data (Chart >> Chart Settings >> Bar Period >> Chart Bar Settings 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 |
| [2026-03-20 14:43:23] |
| User12089 - Posts: 386 |
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thanks, will try that fyi it was not a problem for me since both the price and volume are now correct anyway - ie there is no pratcical difference between flat line and no line / bars for time periods when there are no trades i reported it more as an observation rather than issue |
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