Support Board
Date/Time: Mon, 12 Oct 2026 22:03:16 +0000
Post From: Current Traded Bid/Ask Volume differs from Numbers Bars at newly traded price levels
| [2026-08-28 13:23:03] |
| John - SC Support - Posts: 48183 |
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We did the exact same test you describe for the ES and let the bar develop for 5 minutes. We get the exact same information in the Current Traded columns as we do in the Numbers Bars. Attached is an image of what we see. The columns in the DOM from left to right are the "Current Traded Bid Volume", "Current Traded Ask Volume", "Bid Size/Buy", "Price", "Ask Size/Sell". Just like you state, it is almost impossible to catch the reset of the Current Traded columns with the start of a bar. So you will see a discrepancy in the information at the price level of 7751.00 due to this. Also, in this case, we had the option for "Combine Trades Into Original Summary Trade" enabled. The point is that the Current Traded Bid/Ask uses the same data that the Numbers Bars are derived from. The combining makes no difference in this case. So we do not know why you would be seeing any difference in the information, you should not. -- When combining trades, a trade that was broken into several pieces due to how it filled, will be considered a single trade at a single price level. Therefore, the actual data at a price level can change. As we noted above, the Numbers Bars and Current Traded Bid/Ask will show the same information regardless of how the combining is done. You will have different values for each if you use different combining methods. Due to the fact that the volume at a price level can change, this would mean that the POC for a Volume by Price profile could change. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
 Screenshot 2026-08-21 102008.png / V - Attached On 2026-08-28 13:20:06 UTC - Size: 46.14 KB - 44 views |