Home >> Support Board

Support Board

Date/Time: Sun, 31 May 2026 00:58:12 +0000

How to Post a Message for Support

[Programming Help] - Large Volume Trade Study Issue

View Count: 9407

[2026-05-09 20:21:25] #50 [Go To First Post]
User963976 - Posts: 3
Then the individual trades that the Large Volume Trade Indicator is using, are combined trades based on the same Price and Type, if they are within a one second time span of each other. It would be better to have an option specifying the timeframe for aggregatet trades. One second is far too long. An option of 100-500ms would be more suitable.

[2026-05-10 01:57:21] #51 [Go To First Post]
cmet - Posts: 726
Here's a version based off of User385376's code above in post #42. Replaces the pure millisecond aggregation with TAS style combining (millisecond timestamps). Also fixed the volume text so it can be hidden with the rest of study. Includes: Same Price/Type Same Time/Price Same Time/Type Same Time/Type/Price Volume min/max filtering


AtlasLargeTradesTAS.cpp - Attached On 2026-05-10 01:56:02 UTC - Size: 20.11 KB - 52 views

[2026-05-11 00:52:32] #52 [Go To First Post]
User260640 - Posts: 21
User751630 - post 47: If the CPP file compiled the executable DLL should be found in the following directory -> C:\SierraChart\Data and should be named "LargeVolumeAggregateTrades_64.dll". In regards to post 50 and the aggregation period being too large at 1 second, my answer it all depends how combining was implemented. In "LargeVolumeAggregateTrades.cpp" a larger timeframe may catch more "large trades' while too small a time frame may miss some. In my implementation Volume aggregation stops the moment a trade type flips to the other side, not necessarily when the time frame threshold is reached. Actually I recommend using 800 ms or higher. Cheers

[2026-05-12 06:41:06] #53 [Go To First Post]
Sierra_Chart Engineering - Posts: 23893
Here is the documentation for the new combining method: Chart Settings: Trades Combining Method (Chart >> Chart Settings >> Chart Data >> Chart Data 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

[2026-05-12 13:11:13] #54 [Go To First Post]
User963976 - Posts: 3
I use the study form post number 42. this study is running on an NQ chart, but the trades are executed on MNQ. And unfortunately, this study is also using the data from MNQ. So, I'm seeing the large trades from MNQ displayed on the NQ chart. Do you guys know what the solution might be? Thanks

[2026-05-12 16:41:27] #55 [Go To First Post]
User751630 - Posts: 20
Yes me too ive got this problem(chart NQ and trading MNQ) Because with a footprint chart the big trades doesn’t correspond with the orders in the footprint.

[2026-05-12 17:11:40] #56 [Go To First Post]
User260640 - Posts: 21
I would double check this problem with T&S window (Menu: Chart>>Open Time and Sales Window) and change the settings by turning on combine records and setting the filter to be the same as the study you are using.

[2026-05-12 17:33:41] #57 [Go To First Post]
Sierra_Chart Engineering - Posts: 23893
Regarding post #54 and #55, the solution would be to set this to Yes: Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) But really we recommend updating to the latest prerelease and using this new setting: Chart Settings: Trades Combining Method (Chart >> Chart Settings >> Chart Data >> Chart Data menu) And the Large Volume Trade Indicator study: Large Volume Trade Indicator 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

[2026-05-12 17:38:58] #58 [Go To First Post]
User260640 - Posts: 21
Make sure the combination settings match your study. If the combine records settings is set to "Time & Type", as my study is now, the volume matches my study marker volume.

[2026-05-28 19:17:48] #59 [Go To First Post]
User260640 - Posts: 21
Was there any fundamental changes on sc.GetTimeAndSales(c_SCTimeAndSalesArray) functionality in the latest version 2913, maybe related to new T&S functionality added? For some unknown reason my T&S aggregation study no longer displays T&S bubbles when I updated to the latest version. T&S data is coming through the Time And Sales window. Did not change any of the code. I guess have to revert back to an earlier version and test it it out.

[2026-05-28 22:10:29] #60 [Go To First Post]
Sierra_Chart Engineering - Posts: 23893
Was there any fundamental changes on sc.GetTimeAndSales(c_SCTimeAndSalesArray) functionality in the latest version 2913, The only change is this: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2895 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

[2026-05-29 15:52:53] #61 [Go To First Post]
User260640 - Posts: 21
Thank you. I recompiled and for some reason the call sc.GetTimeAndSales(c_SCTimeAndSalesArray) still returns an empty T&S array, every time. Unless I am missing a setting that changed not sure where to look next. Cheers

To post a message in this thread, you need to log in with your Sierra Chart account: