Support Board

Date/Time: Mon, 29 Apr 2024 15:20:05 +0000

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

[2021-02-25 21:01:13] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31162
The Footprints use the same data as the Volume by Price (actual trades). And yes, the Numbers Bars (Footprints) require tick-by-tick (trade-by-trade) data. This is available through the Sierra Chart Data Feeds. When you refer to "Level 2", we are using the same definition that is used here: https://www.investopedia.com/terms/l/level2.asp For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-02-25 21:01:54