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Date/Time: Wed, 14 May 2025 01:39:56 +0000



Post From: Bid Vol x Ask Vol registered wrongly on Numbers Bars

[2017-06-02 18:06:58]
User648156 - Posts: 2
I have been trialing Sierra chart and Investor/RT for the past week. I have noticed an ongoing discrepancy between the Numbers Bars study in Sierra chart and the AMS Deltaprint in Investor/RT.

I have set the bars to display Bid Vol x Ask Vol for both, and the volume totals are the same. However, the breakdown of Bid Vol x Ask Vol is sometimes different. For example, on the Numbers bars I might see 430|691, while in the Deltaprint I see 316|805. On examining a filtered Numbers bars chart vs. a filtered Deltaprint, it appears that Sierra chart is sometimes registering bids as asks, and asks as bids.

I have attached a screenshot illustrating where the bars are the same, and where they are different.

I have the Intraday Data Storage Time Unit set to 1 Tick, and I have deleted and downloaded data multiple times. I have also enabled Support for Sierra Chart Data Feeds. I am using the same data feed and broker login details for both platforms.

I would like some clarity as to why the two platforms are reflecting different Bid Vol x Ask Vol, and as I'm fairly certain the Sierra chart study is the inaccurate one, how I can rectify it.

Thank you kindly,
Brian