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Date/Time: Thu, 03 Jul 2025 16:28:05 +0000



Post From: Questions Regarding Volume Profile (volume at price), Session Volume, and Footprint Charts

[2021-02-25 18:55:53]
John - SC Support - Posts: 40732
Volume by Price is not using the Market Depth data. It is using the actual trade information. For how we determine whether a trade is at the Bid or Ask, refer to the definitions here:
https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#BidTrade
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing