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Direct MessagesDate/Time: Mon, 29 Apr 2024 09:49:31 +0000
Post From: Alarming volume discrepancy shown
| [2022-06-14 08:02:47] |
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There are two possibilities. And we cannot test any of this because it looks like you are using an exchange which we do not have access to. The images you are providing are hiding relevant information. Proper image specifications: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage One possibility is that the chart is using volume filtering: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) Another possibility is there is a rounding error, with the price values causing the volume to be allocated to the incorrect price. Being these prices are integers, there should be no rounding and no errors. You can see if there any rounding errors by using the Intraday editor: Intraday Data Editor First change the Price Display Format for the chart to .01: Chart Settings: Price Display Format (Chart >> Chart Settings >> Symbol >> Symbol Settings menu) What you would want to see is if the price values have any fractional value. They should not. The other possibility is data is not being stored tick by tick: Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration This would also cause volume data to be mapped to the wrong price level. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-07-10 11:42:45
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