Support Board
Date/Time: Sat, 09 May 2026 18:00:44 +0000
Large Volume Trade Study Issue
View Count: 7945
| [2023-07-28 13:14:46] |
| User453788 - Posts: 2 |
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A major issue I have encountered in the large Volume trade study is, that compared to another plugin on another platform (which I use and it works perfectly), the Large Volume Trades in Sierra just seem to be incorrect, like completely wrong. No matter what settings I try, they never show me all the trades above the threshold, they show only a fraction of what is really going on. See image for direct comparison, left side ninja trader's plugin, right side sierra chart study. Am I missing something or is the study totally incorrect?
Date Time Of Last Edit: 2023-07-28 13:16:16
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 ntvssc.jpg / V - Attached On 2023-07-28 13:16:12 UTC - Size: 596.12 KB - 1652 views |
| [2023-07-28 14:16:37] |
| User431178 - Posts: 866 |
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You are assuming that the indicator in NT is correct and/or showing the same data - it is not. Sierra Chart indicator uses the exchange reported trades for large volume indicator. Large Volume Trade Indicator Your NT indicator is combining by time and type, similarly to how you can configure the time and sales window in Sierra Chart, in other words it is not showing the same thing at all. Date Time Of Last Edit: 2023-07-28 15:21:01
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| [2023-07-28 15:05:16] |
| John - SC Support - Posts: 46034 |
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What you see is absolutely correct based upon the configuration of the study and the data. Make sure you are aware of how this study functions in Sierra Chart. The information for how it works is all in the documentation for it at the link below. Make sure the study is configured as you require: Large Volume Trade Indicator Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration You may also want to enable this option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-06 15:04:47] |
| User153286 - Posts: 64 |
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I watch the DOM and have a chart with the large volume indicator. The DOM has the cumulative ask and cumulative bid columns displayed. I am trying to get the large volume study to put up a marker whenever the the cumulative ask or bid volume jumps/increases over a designated amount. I focus on the DOM watching the bid or ask cumulative values, looking at price levels where changes in these values exceed this designated amount. I have not found a way to correlate between the observed jumps in the cumulative bid or cumulative ask volume values in the DOM and the large volume trade study. I understand the cumulative values are a summation at price for the configured time duration. But, I have seen jumps in the cumulative bid or cumulative ask volume on the DOM that exceeds the threshold value set in the large volume study and the study does not place a marker. I have 1 tick data set. I do not have a multiplier (value is 0). I tried different draw modes in the large volume study, but I can not get the study it to draw a marker that corresponds to an equivalent traded bid or ask jump I observe in the DOM in the respective cumulative columns. Any suggestions?
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| [2023-09-06 16:17:30] |
| John - SC Support - Posts: 46034 |
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The thing to keep in mind is that the Large Volume Trade Indicator is only going to show the information for when a single trade is larger than the threshold. When the Current Traded column shows a jump in the value that is larger than the threshold, it could be due to multiple trades that make up that amount. Therefore, there would not be a correlation between these two.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-05-24 01:35:12] |
| kenjo - Posts: 10 |
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Could you guy's possibly make it a feature to be able to see multiple trades at a price level within the same candle that exceeds the threshold? I use T&S with same time and price combined record and would like the large volume indicator study to have a similar feature to be able to mark combined trades at a price that happen within the same candle or time
Date Time Of Last Edit: 2025-05-24 01:40:07
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| [2025-05-27 15:04:35] |
| John - SC Support - Posts: 46034 |
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We have set this as a Feature Request. We take all requests, but we can not say when we would get to any particular item. Also, we do want to point out that the Large Volume Trade Indicator is giving you the total quantity for all trades that were above the threshold. We assume that what you are looking for is breakdown of the individual values. For instance, if you have a threshold of 20, and there are trades of 25 and 22, you will see a marker showing a value of 47. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-01 00:00:54] |
| User814318 - Posts: 13 |
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I would like to see this functionality added as well, especially when the source code of the study is not available to the public.
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| [2025-11-10 21:44:04] |
| User260640 - Posts: 16 |
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If the Large Volume Trade Indicator Study had additional settings available as in the Time and Sales Window it would awesome. Combined volume records capability, some call it volume aggregation, at same price and type, etc. If the source code for Large Volume Trade Indicator was available I would add the functionality myself.
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| [2025-11-11 04:14:38] |
| Sierra_Chart Engineering - Posts: 23713 |
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Probably it is not too difficult for us to add, Same Price and Type functionality like in Time and Sales but this would be all. And there is of course the Combining into the Original Summary Trade that is currently available. There is no possibility of source code being available for this study because it is not a single isolated study function. The functionality spreads out in numerous areas, of the chart functionality. 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: 2025-11-11 04:15:34
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| [2025-11-11 14:47:22] |
| User260640 - Posts: 16 |
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I do have Combining into the Original Summary Trade turned on. It is great especially for the ES. For NQ Combined at same Price and type is more revealing. Please let us know if you add the combined capability to Large Volume Trade Indicator. Much appreciated.
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| [2026-02-04 14:56:36] |
| User181818 - Posts: 8 |
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hi, have you had chance to work on this feature?
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| [2026-02-20 22:40:44] |
| Sierra_Chart Engineering - Posts: 23713 |
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No not yet.
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 |
| [2026-03-27 02:45:13] |
| User417154 - Posts: 2 |
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Any updates? Wondering if I'm on the right page here. I'm just looking for a study that will show a marker on the chart when volume above a certain level hits the bid or the ask. Individual orders nothing "aggregated". |
| [2026-03-27 13:51:52] |
| John - SC Support - Posts: 46034 |
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User417154: This thread is about combining orders with the same Price and Type. Nothing has been done with regards to this. I'm just looking for a study that will show a marker on the chart when volume above a certain level hits the bid or the ask. Individual orders nothing "aggregated".
What exactly do you mean by "nothing "aggregated""? The Large Volume Trade Indicator can give you a marker at a price level where a trade occurred at a quantity greater than a set value. You can have the marker display for the larger of the Bid trades or Ask Trades that are greater than the set level. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-03-27 14:09:58] |
| User417154 - Posts: 2 |
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Thanks for the reply John. Yes I'm a little out of my wheel house with this. By aggregated I was just trying to avoid combined orders. It seems like I'm just not setting up large volume trade indicator. What I'm trying to do is just show markers for induvial orders that are greater than 30 on NQ. I was comparing against a fellow trader, I know his is set up correct 20 plus years of trading, when comparing I couldn't produce a similar marker. I'm just not sure how to set up the indicator. Any help would be great. Sorry for the lack of knowledge. Still new here Thanks |
| [2026-03-27 14:48:30] |
| John - SC Support - Posts: 46034 |
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If you want a marker at any price level at which there were any orders with quantities of 30 or more, then set the following in your "Large Volume Trade Indicator": - Volume Threshold: 30 - Draw Mode: Based on Total Volume Above Threshold Set the rest of the items as you want. Keep in mind that if you display the value in the marker, then with the above settings you will get the sum of all trades that were greater than 30. So if there were 2 trades at a price level that were greater than 30 (say 32 and 46), then you will see the sum of those in that marker (i.e. you will see 78). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-11 16:28:05] |
| User280108 - Posts: 2 |
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User453788 Did you esolve the issue? I experienced the same on another platform thats why i came here to look into sierra charts
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| [2026-04-12 00:19:52] |
| Sierra_Chart Engineering - Posts: 23713 |
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The Large Volume Trade Indicator study in Sierra Chart is 100% accurate. You need to make sure there is tick by tick data: Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration And here is the documentation for the study: Large Volume Trade Indicator Also refer to: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) And we are also working on adding this: Probably it is not too difficult for us to add, Same Price and Type functionality like in Time and Sales but this would be all.
This should be out this week.
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 |
| [2026-04-12 14:57:32] |
| User280108 - Posts: 2 |
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I downloaded sierra charts, and i tried to see historic data with it and the indicstor, i couldnt figure it out, i couldnt even figureout how to change bars to candles. while normally im quite handy.
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| [2026-04-13 14:49:11] |
| John - SC Support - Posts: 46034 |
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Please go through the items at the following link for getting started with Sierra Chart: Getting Started, Opening Charts and Basic Trading To change the bar style, select "Chart >> Graph Draw Types" and select the particular style you want. You can also change the draw style through the Chart Settings. Refer to the following: Chart Menu: Graph Draw Types (Chart menu) Chart Settings: Graph Draw Type (Chart >> Chart Settings >> Bar Period >> Graph Draw Type menu) For how to use a study - refer to the following: Chart Studies: Adding/Modifying Chart Studies And the information on the "Large Volume Trade Indicator" is here: Large Volume Trade Indicator For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-14 00:07:20] |
| Sierra_Chart Engineering - Posts: 23713 |
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As we worked through this, we determined that is not possible for us to do: Probably it is not too difficult for us to add, Same Price and Type functionality like in Time and Sales but this would be all.
It is impossibility to do this properly, when building chart bars. This is definitely not coming. And we are not going to be spending further time on this or commenting on it further. It is definitely not coming. 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 |
| [2026-04-14 13:30:00] |
| Schoelerman - Posts: 5 |
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Would this be possible I have a basic Time and Sales window. - Input filtering >= 10 - Combined Filtering >= 30 - Combine Records with Same Time and Type Would it be possible to have a visual, bubble, display that is similar to the large trade indicator. Date Time Of Last Edit: 2026-04-14 13:30:54
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| [2026-04-14 13:32:06] |
| User814318 - Posts: 13 |
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Pretty anticlimactic ending to a feature request that’s almost 3 years old.
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| [2026-04-14 13:51:55] |
| User181818 - Posts: 8 |
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I am attaching my implementation of the requested feature. It aggregates volume in the same way as Time&Sales by same Type, Price, and Time (down to the second). Compile in the standard way. Date Time Of Last Edit: 2026-04-14 13:55:10
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 BigTradesV5.cpp - Attached On 2026-04-14 13:48:47 UTC - Size: 35.1 KB - 220 views |
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