Support Board

Date/Time: Thu, 02 May 2024 11:13:58 +0000

Post From: large volume trade issue

[2020-08-11 21:46:41] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31293
Sorry it has taken us so long to get back to you on this. We thought there may be an issue, but it turns out that there is not. What you are seeing is correct. Since you are based on Total Volume with a threshold of 5, what you will get for the Large Volume Threshold Indicator is a summation of all the trades that had a volume greater than 5 at that price. In the example you gave in the first post, there were the following two trades that make up the value of 16 in the bar at 08:10:34: - Time:08:10:34.005 Price:10551.50 Volume:6 - Time 08:10:34.015 Price:10551.50 Volume: 10 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing