Support Board
Date/Time: Fri, 14 Aug 2026 05:31:10 +0000
Exact Definition of a Price Change in Price Changes Per Bar
View Count: 161
| [2026-06-29 22:51:51] |
| User305536 - Posts: 65 |
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Hello Sierra Chart Engineering, I have a question regarding the internal definition of Price Changes Per Bar. When an Intraday chart is configured for Price Changes Per Bar and the Intraday Data Storage Time Unit is 1 Tick, what exactly is the quantity that Sierra Chart increments toward the configured Price Change count? Specifically: Is one "Price Change" counted for each incoming Intraday record where the Last Trade Price differs from the previous record? Or is the counter incremented by the magnitude of the price movement (for example, the number of ticks moved between consecutive prices)? Or is the counter derived from some other internal calculation? I am not asking how OHLC or Volume are calculated. I am only trying to understand the exact definition of what Sierra Chart considers to be one accumulated "Price Change." Thank you. |
| [2026-06-30 14:04:54] |
| John - SC Support - Posts: 47509 |
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You will have different results depending on whether the bar was built from the data on your drive, or if it is built while connected to the data feed. The bars that are built from existing data (which is stored at 1 minute increments) will have 1 price change per 1 minute, since that is all the system can see. But new bars that are built while connected to the data feed will be built from the 1 tick data that is seen while the data is coming in. This also means that if you were to recalculate the chart, the bars would change. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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