Support Board
Date/Time: Sat, 21 Feb 2026 23:55:51 +0000
Post From: Volume Dots and Zooming compatibilites
| [2026-02-19 18:58:47] |
| Sierra_Chart Engineering - Posts: 22938 |
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Regarding post #105, really this is going into a level of detail beyond how the market data feed from the CME works. Market by order (MBO) data is completely separate from the trade data provided from the CME. The two are completely separate categories of data. One has no dependency on the other. The CME simply provides what is called a summary trade when a trade occurs. There are not any order details about that trade other than whether the buyer or seller was the aggressor. Trailing that summary, is all the individual order quantities that are part of that trade. From the summary trade, Sierra Chart reports multiple trades, each one equaling the quantity of these individual orders. The Large Volume Trade Indicator study really is only going to be more effective, if this option is set to Yes: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) At this point the only thing that we see we need to add the Large Volume Trade Indicator study, after the most recent changes and additions, is automatic combining of the volume data at the price levels. So they do not overlap. We will see about that. 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 19:00:22
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