Support Board
Date/Time: Sun, 01 Mar 2026 16:04:28 +0000
Post From: VbP Study
| [2026-01-07 16:10:17] |
| John - SC Support - Posts: 44849 |
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The "Average Trade Volume" is the total volume at each level divided by the total number of trades at each level. You can also call it the average traded quantity. We have updated the documentation for this here: Volume By Price Study: Volume Bar Calculation Method For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |