Support Board
Date/Time: Sun, 01 Nov 2026 13:00:16 +0000
Combine Trades with Same Price and Type (Bid/Ask)???
View Count: 354
| [2026-09-15 23:33:39] |
| User339024 - Posts: 18 |
|
Would anyone please make some sense out of it? 1. DOM=>Chart=>Chart Settings=>Chart Data=>Combine Trades with Same Price and Type (Bid/Ask) 2. DOM VBP=>Bids vs Asks 3. DOM Trade=>Customize Trade DOM Columns=>Current Traded Bid Volume (left) and Current Traded Ask Volume (right) The Volume on DOM VBP=>Bids vs Asks is totally in disarray with Current Traded Volume. Why? The Combine Volume must correspond in someway to the total volume, though in a different presentation, but still. If this is supposed to be a Reconstructed Tape, than trades must match somehow to the Total Trades, right? Or what? I even filtered “Combine Trades with Same Price and Type (Bid/Ask)” by Data Limiting with crazy#, like 499 or even 1500.... VBP=>Bids vs Asks keeps showing huge Volume on on both sides, when Trade=>Customize Trade DOM Columns=>Current Traded Total Volume shows relatively small numbers. This is really odd or I completely misreading it. Well, would appreciate any knowledgeable explanation, thx. Well, thank you in advance Date Time Of Last Edit: 2026-09-16 12:41:56
|
 SC_Combine.jpg / V - Attached On 2026-09-16 12:41:50 UTC - Size: 17.37 KB - 39 views |
| [2026-09-16 13:43:12] |
| John - SC Support - Posts: 48377 |
|
The thing you have to keep in mind is that the "Volume by Price" is going to show the values over the time frame that is set for that profile. Whereas, the Current Traded Bid/Ask columns are going to show the accumulated data only from the time that DOM was opened, or when those columns were reset, or when the system was connected to the data feed (such as when first starting the program).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-16 15:31:14] |
| John - SC Support - Posts: 48377 |
|
What do you mean you have "reset the VBP"? How have you reset it? Is there a way to use this Combine as kind of a Reconstructed Tape or so using the current time ONLY
We also do not understand what you are wanting to do with this. You can view the "Time and Sales" in their own window by selecting "File >> Time and Sales". There are options within that window to combine the trades as well. Refer to the following: Time and Sales Window For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-16 16:16:35] |
| User339024 - Posts: 18 |
|
I got your T&S alright with all of the options there, but I was trying to do something else. I used to trade on JigSaw. Their DOM has an ability to reconstruct Bids vs Ask to see imbalances clear & simple, and keep the noise out of it. So, I thought that VBP=>"Bids vs Ask" together with "Combine Trades with Same Price and Type (Bid/Ask)” option might do that trick. Well, looks like it is not. Thank you, Stella |
| [2026-09-16 18:37:38] |
| User339024 - Posts: 18 |
|
BTW, there is "VBP Reset Button" that i hooked with VBP=>"Bids vs Ask" linked to "Combine Trades with Same Price and Type (Bid/Ask)” option of Chart Data. Reset Button has cleared all of the Values quite well many times over. So, why it kept showing some crazy numbers??? Any ideas here? Hope, ur clearly see what I'm referring to now, right? Thank you |
| [2026-09-16 18:49:55] |
| John - SC Support - Posts: 48377 |
|
We can not say for certain, but in this case, you need to understand that the Volume by Price study is based on the bars for a chart. So when you use the "Reset Volume by Price" button, the profile is going to start building again, but it is doing so based on the most recent bar for that chart at that time. For example, if you have two charts, one with 1 minute bars and one with 5 minute bars and you were to reset both profiles at exactly 13:01:00 (right at the start of a new minute) then the profile on the 1 minute chart would be completely blank for an instant and then build up from that zero level. The profile on the 5 minute chart would start with data already present, as it is including data for the bar that started at 13:00:00. Even though a "Trading DOM" does not display bars, it still is a type of chart, and therefore has a concept of bars related to it. To minimize the effect you are seeing, you would need to set the bar period to something relatively short. To get an exact duplication, you would need to set the chart to 1 tick, although this will cause a fair amount of processing, so using something like 1 second would be better. You set this in the following for a chart - including the Trading DOM: Chart Settings: Bar Period Value (Chart >> Chart Settings >> Bar Period >> Intraday Chart Bar Period Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-16 19:04:53] |
| User339024 - Posts: 18 |
|
I get it now. Thank you very much for being patience with me and GREAT Help! Thank you, Stella P.S. Sorry, for being a bit annoying here. |
To post a message in this thread, you need to log in with your Sierra Chart account: