Support Board
Date/Time: Mon, 12 Oct 2026 08:40:17 +0000
Post From: Possible live volume overcounting with
| [2026-10-12 06:16:05] |
| User207377 - Posts: 1 |
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Hello Sierra Chart Support, I am experiencing what appears to be a real-time volume calculation issue when using "Combine Trades with Same Price and Type (Bid/Ask)". On an ES Range Bar chart with Numbers Bars, I observed the following: - Before Reload and Recalculate: Volume 12,763 / Delta +233 - After Reload and Recalculate: Volume 1,854 / Delta +2 The previously completed bars appeared unchanged. I also experienced a similar issue with the Large Volume Trade Indicator, where markers disappear or their quantities change after reloading. **Additional observations:** - Intraday Data Storage Time Unit: 1 Tick - Split Data Records: Yes - During approximately 5–10 minutes of live observation, the discrepancy appeared to occur only with "Combine Trades with Same Price and Type". - "Combine Trades into Original Summary Trade" did not appear to have the same issue during this test. - In a previous investigation, the stored SCID data appeared correct, while the live chart calculations were inconsistent. I found a potentially related report: Reload and Recalculate make some Large Volume Trade markers dissapear I understand that this was previously tested using Replay, but I suspect the issue may be specific to live data processing and therefore might not reproduce during Replay. I have a 20-second screen recording clearly showing the Volume and Delta changing after Reload and Recalculate. I can provide it if requested. Could you investigate whether this combining method behaves differently during live updates compared to recalculation from stored data? Thank you. |
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