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Date/Time: Sat, 27 Apr 2024 03:01:50 +0000



Post From: Volume and cumulative volume delta data inconsistency with Denali Data Feed

[2022-05-17 23:00:38]
User791341 - Posts: 3
Chart >> Chart Settings >> Advanced Settings 3 >> Combine Trades Into Original Summary Trade was unchecked for both charts.

As for Trade and Current Quote Symbol, I actually tried to play with it before.

I erased Trade and Current Quote Symbol on both charts and unchecked Use as Trade Only Symbol. Then I got the same outcome as in the duplicated chart in my previous post
https://www.sierrachart.com/image.php?Image=1652822636175.png
Problem solved? Unfortunately not.

Worryingly, when I put back MES into Trade and Current Quote Symbol and left Use as Trade Only Symbol unchecked, I would expect this ES/MES chart to be showing MES data as per your post above and as per https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#TradeAndCurrentQuoteSymbol. However, my MES chart
https://www.sierrachart.com/image.php?Image=1652828006671.png
looks different than the ES/MES
https://www.sierrachart.com/image.php?Image=1652828572726.png


Even more worryingly, when I subsequently erased Trade and Current Quote Symbol, I would expect to get back either of the outcomes from my previous post
https://www.sierrachart.com/image.php?Image=1652822506550.png
https://www.sierrachart.com/image.php?Image=1652822636175.png

but instead I get
https://www.sierrachart.com/image.php?Image=1652828081642.png

Which means I effectively got 3/4 different and inconsistent outcomes... and the rabbit hole seems to go deeper.
Date Time Of Last Edit: 2022-05-17 23:03:05