Support Board
Date/Time: Thu, 06 Aug 2026 11:47:05 +0000
Post From: Ask Bid Volume Difference Bars Indicator looks very off for large cap stocks
| [2026-06-23 16:25:54] |
| Sierra_Chart Engineering - Posts: 24409 |
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You cannot use that study on Historical Daily charts: For example, if you pull up a Daily chart of AAPL, TSLA, GOOGL, or NVDA
It only works with Intraday data. No, there is no such thing for the consolidated tape. does Sierra Chart receive a trade-direction indicator from the exchange/feed, This concept does not exist at all. Although it does exist for NASDAQ TotalView because it is an order by order data feed. So use NASDAQ TotalView for the highest accuracy for these studies. or is it using the heuristic fallback (tick rule + bid/ask proximity) to classify bid vs ask volume? Yes for the consolidated tape.2. How all of this is determined is explained in this section here: https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#BidTrade All trades are always compared against the NBBO at that moment in time. 3. Only if you want them to. This is controllable by you: 3. Are odd-lot trades (under 100 shares) included in the bid/ask volume calculations for equities? For stocks priced above $300, odd lots are a significant share of volume.
Refer to:Chart Settings: Include Odd Lot Equity Trades (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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: 2026-06-23 16:28:39
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