Support Board
Date/Time: Tue, 16 Sep 2025 04:04:09 +0000
DOM - Discrepancy between Recent Bid/Ask Volume and Current Traded Total Volume
View Count: 909
| [2021-11-15 11:02:36] |
| JDen - Posts: 10 |
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Hello, In the DOM, I would expect the Traded Total Volume column to be updated in accordance with the Recent Bid/Ask Volume columns. However, in the attached image you can see that the Recent Bid Volume column shows a volume of 3 hitting into the bid, while the Traded Total Volume column (on the right) increases from 448 to 452, i.e. by 4. I would expect the Traded Total Volume column to increase by the amounts displayed on the Recent Bid/Ask Volume columns, i.e. by 3. The attached image contains two immediate sequences of a recorded clip. Some additional information: - Global Settings >> Chart DOM Settings >> Recent Bid Ask Volume Timeout in Milliseconds is set to 0. - Global Settings >> Chart DOM Settings >> Reset Recent Bid/Ask Volume on Bid/Ask Change is set to Yes. - Chart Settings >> Advanced Settings >> Chart Update Interval in Milliseconds is set to 100 for the DOM. Am I misunderstanding something? Thanks, J. |
| Attachment Deleted. |
image.png| [2021-11-15 12:52:24] |
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You cannot analyze this the way that you are because you are not seeing all of the updates which are actually occurring in the background.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-15 13:04:25] |
| JDen - Posts: 10 |
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Thank you for your reply. But shouldn't each of the volume updates be reflected in such a way that the Traded Total Volume is composed of the addition of the updates to the Bid and Ask Volume columns? What I mean is that from what I understand either the Bid/Ask Volume column or the Traded Total Volume is not correctly showing the actual traded volume. In my image above, I infer from the Traded Total Volume that 4 contracts have been traded (at bid and/or offer), while I infer from the Bid Volume column that 3 contracts have been traded at the bid and 0 at the offer. Or am I missing something? |
| [2021-11-16 04:02:20] |
| Sierra_Chart Engineering - Posts: 20894 |
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You cannot visually observe the market activity occurring in the background. Bid/Ask Volume column or the Traded Total Volume is not correctly showing the actual traded volume. Total Trading Volume will show the total. Recent Bid/Ask Volume has conditions for resetting and it is impossible to consistently see all of the activity going on.
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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