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Date/Time: Sat, 21 Feb 2026 23:47:36 +0000



Post From: Volume Dots and Zooming compatibilites

[2026-02-19 06:59:40]
Sierra_Chart Engineering - Posts: 22937
Large Volume Trade Indicator does not use market by order (MBO) data at all. You are talking about something completely unrelated.

It is fully related to the study.

Large Volume Trade Indicator is based on actual traded volume. And there is no filtering. This is fact. There never has been any filtering. Although within the study, users can control the Minimum threshold level for trades to include.

Going back to the original post, what was/is being looked for is combining Volume at the price levels into a single price level when there is visual overlapping. This is currently supported by increasing the Tick Size of the chart. But it does not happen automatically. We will need to look into that.


You can not have a complete picture of any VOLUME based product you offer without ALL the orders.
You make you make reference to "Volume". Volume is specifically a term for traded volume. Unexecuted orders, have quantities. They are not part of volume. There is no volume filtering ever ever within Sierra Chart or any data feed provided by Sierra Chart. There has never been any volume filtering. Never.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2026-02-19 07:03:15