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Post From: Sierra Chart shows a price range for trades where volume is 1

[2015-07-12 03:30:35] Link To Thread - Link To Post [Go To First Post]
User534053 - Posts: 25
Hi, I'm looking at the data for CLQ5-NYMEX (with auto rollover) and specifically at the data for 10:30 AM EST on June 10, 2015. This was a point in time where several hundred trades were executed in less than a second. I'm using the Number of Trades per Bar chart with trades set to 1, but the candlesticks are showing a price range 61.27 to 61.62 for the whole set of trades, even though each trade has a volume of just 1 or 2. It seems like a single trade of a single contract should be executed at a specific price. Do you know why the chart is showing a price range instead of a single price? Thanks, Markus