Support Board
Date/Time: Wed, 07 May 2025 15:03:41 +0000
[User Discussion] - Spike on VbP
View Count: 254
| [2024-11-27 19:54:50] |
| Tony - Posts: 569 |
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Hi, I noticed today (2024-Nov-27), 14:50 Eastern, ES chart (Dec contract) There is a spike on VbP at level 6001.75, when I loaded a volume based chart, but that spike doesn't exist on a time based or range based charts. Wonder what might cause this? Thanks! |
| [2024-11-27 20:18:21] |
| cesium - Posts: 138 |
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On the Dec contract of ES, today at 14:50est, price was not located at 6001.75 Price was located near 6018 There is an increase in volume around 6018 area at this time |
| [2024-11-27 20:45:40] |
| Tony - Posts: 569 |
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I understand cesium, That spike didn't happen at 14:50 either, I was just trying to help the support team to load the charts that have same views as mine |
| [2024-11-27 20:53:55] |
| cesium - Posts: 138 |
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6001.75 area ignoring time yes there is increased volume there compared to surrounding area, what happened is someone large was active
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| [2024-11-27 21:18:11] |
| John - SC Support - Posts: 39675 |
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If you need any further help with this, we would need to see an image of your chart by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-29 04:11:57] |
| Tony - Posts: 569 |
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Thanks John, I have all the files ready, since it happened on 2024-Nov-27, the program is in replay mode. There are total 6 files, I will have to send them in separate posts since they reach the upload limit. My time zone is New York, and SessionTime.png shows the Session Time settings I have, it is related to the issue, when I use evening session, I didn't see the spike. Spike.mp4, where we can see the spike when it was happening. Date Time Of Last Edit: 2024-11-29 04:26:20
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Private File Private File |
| [2024-11-29 04:16:23] |
| Tony - Posts: 569 |
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Hi John, So the spike happened around 12:08:53 Eastern, I pause the reply at 12:09:15, and took 3 screen shots for the same moment: 10000V.png: 10000 volume chart, we can see the spike on VbP @ 6001.75. 15m.png: 15 minute chart, no spike 10t.png: 10 tick standard range chart, no spike. Date Time Of Last Edit: 2024-11-29 04:16:39
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Private File Private File Private File |
| [2024-11-29 04:21:00] |
| Tony - Posts: 569 |
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Final attachment, the VbP settings. Thanks John. P.S. I am using Teton, but I don't think it is the data issue, since other data feeds give the same result. Date Time Of Last Edit: 2024-11-29 04:25:15
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Private File |
| [2024-11-29 21:56:54] |
| Sierra_Chart Engineering - Posts: 19468 |
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We are definitively not spending any time at all on this. This is simply not within the scope of our support to be going through this kind of analysis for no purpose at all. The data is definitively correct. You may want to re-download the data to be sure you have complete and correct data: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Or: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download" from the main Sierra Chart menu. You just need to do this once per symbol and not for each chart. This command is on the main Sierra Chart menu at the top. Only use it from that location. 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 |
| [2024-11-29 21:56:55] |
| Sierra_Chart Engineering - Posts: 19468 |
|
We are definitively not spending any time at all on this. This is simply not within the scope of our support to be going through this kind of analysis for no purpose at all. The data is definitively correct. You may want to re-download the data to be sure you have complete and correct data: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Or: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download" from the main Sierra Chart menu. You just need to do this once per symbol and not for each chart. This command is on the main Sierra Chart menu at the top. Only use it from that location. 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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