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Date/Time: Sat, 27 Apr 2024 09:21:37 +0000

Post From: Volume By Price values calculation

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John - SC Support - Posts: 31159
You are correct, the VbP works on the given trade data that is stored with the Intraday data (files that end in .scid). It sounds like you were looking at the Daily (.dly) files, which do only have Open/Close/High/Low/Volume in them. Which is why the VbP does not work properly on a daily and higher timeframe chart that uses the historical daily data. We're not sure exactly what you are looking for in terms of the data, but here is where you will find the format for the .scid files: Intraday Data File Format And if you want to get the data in a text format, then you can always export it. Refer to the information here: Exporting and Importing Intraday Data Files: Export and Edit For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing