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Date/Time: Fri, 03 May 2024 11:41:33 +0000

Post From: Custom Calculated Symbol

[2021-02-11 11:52:03] Link To Thread - Link To Post [Go To First Post]
eaglefutures - Posts: 40
This is the combined chart CLJ21+CLK21 below, if you look at the bar highlighted with a yellow arrow. The total volume is 29 for the combined instruments. And notice everything is traded at the offer. The timestamp is 0338, on 30 Sec bars http://www.sierrachart.com/image.php?Image=16130394953.png This is the CLK21 image http://www.sierrachart.com/image.php?Image=1613039664425.png notice there are some bids and offer trades for the timestamp 0338. Total Volume her is 7 Total volume with 4 Bid and 3 Ask Then this is CLJ21 http://www.sierrachart.com/image.php?Image=1613044169956.png The same timestamp the total volume is 27 with 23 traded at the ask and 4 at bid So there is a discrepancy in the total volumes as well as the actual split between bids and offers on the combined instrument. Please let me know if there is something I need to do on my end. Thank you for your assistance. Best wishes