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Total volume profile on TradeDom highly inaccurate

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[2014-11-03 14:07:39] #1 [Go To First Post]
EthanC - Posts: 44
Hi, I noticed that the cumulative volume profile on the TradeDom is way larger than the total volume traded on the quoteboard. I did several tests on the TradeDom by changing the timezone in "Chart Settings" on the DOM. I noticed that London and New York timezone shows the same amount of cumulative volume. This is the first time I am seeing such a huge difference and inaccuracy in the cumulative volume profile. I suspect it has something to do with Daylight Savings. Additional Information - My PC is on EST time (Daylight savings Enabled) - Chart settings on both my charts and TradeDOMs are on EST time. - Instruments (ZNZ4, ZBZ4, ZFZ4) - Session start-end (18:00:00 - 16:59:59) - Volume Graph Period Type is set to "From Session Start Time to End time". - File >> Data/Trade Service Settings (EST Time) - Chart is fine, no missing bars. The problem lies with the cumulative volume profile on the TradeDom. Date Time Of Last Edit: 2014-11-03 14:28:54

[2014-11-03 16:15:08] #2 [Go To First Post]
joshtrader - Posts: 439
Very often there will be discrepancies between what the daily volume is, and what you can quantify using traded volume on the chart, because of differences in what is reported. Also, be sure that in the tradedom main settings, the "volume at price multiplier" is set to 1. Perhaps there is an issue, but I'd also use the chart calculator tool on a regular bar chart to check that volume, and check the totals on the CME site to get a different picture and see if there are any issues there.

[2014-11-03 16:17:35] #3 [Go To First Post]
EthanC - Posts: 44
Hi Josh, Thanks for your reply. Yeah, I did what you mentioned before posting this issue. Anyway looks like SC just fixed it, everything is running well now. Date Time Of Last Edit: 2014-11-03 16:18:19

[2014-11-03 18:57:38] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have not fixed anything. It is also hard for us to understand this unless we can see an image of the Trade DOM and you point out a specific inaccuracy. We also see that you are using Rithmic and we do not provide that data feed. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-11-03 19:06:43] #5 [Go To First Post]
EthanC - Posts: 44
Initially when I "Delete and download data" the cumulative volume profile remains the same. The past hour or so, when I repeated the same step, the cumulative volume profile changed. Anyway this is weird because all along the cumulative volume profile on the TradeDom is fine, it only happens today. If it happens again tomorrow I will send you a screenshot. Date Time Of Last Edit: 2014-11-03 19:07:39

[2014-11-03 21:51:12] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK, we think we have an idea why this might have happened if the data was coming from the Sierra Chart Historical Data Service. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-11-04 05:58:58] #7 [Go To First Post]
EthanC - Posts: 44
I have attached a screenshot, kindly take a look. The right side is SC TradeDOM. The left side is another DOM. Both are running the same datafeed. Date Time Of Last Edit: 2014-11-04 06:06:09


Untitled.png / V - Attached On 2014-11-04 05:57:10 UTC - Size: 21.74 KB - 397 views Untitled2.png / V - Attached On 2014-11-04 06:06:02 UTC - Size: 873 B - 373 views Attachment Deleted.

[2014-11-04 12:49:23] #8 [Go To First Post]
joshtrader - Posts: 439
Well as you can see, the numbers on the right DOM are exactly double the numbers on the left DOM. Did you check the volume at price multiplier?

[2014-11-04 13:31:25] #9 [Go To First Post]
EthanC - Posts: 44
You mean Ticks per Volume bar? Yes all along it is set to 1, btw you can't change it to any other number on the TradeDOM.

[2014-11-04 18:56:04] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Are you running two copies of Sierra Chart and using the same Data Files Folder between the two of them? 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-11-04 19:01:38] #11 [Go To First Post]
EthanC - Posts: 44
No, I am only running one SC.

[2014-11-04 20:14:37] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This does not make sense then. Seems like a problem with the data feed. Open a chart for that symbol, and select Edit >> Delete All Data and Download. Does this correct the problem with the volume at price values? 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-11-05 03:06:22] #13 [Go To First Post]
joshtrader - Posts: 439
You mean Ticks per Volume bar? Yes all along it is set to 1, btw you can't change it to any other number on the TradeDOM. No, I mean the Volume At Price Multiplier found in the main panel of the chart settings.

[2014-11-05 03:52:56] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually Josh's comments have led us to the problem. We failed to see the obvious. The issue is the tick sizes are different between the two Trade DOMs. One moves in .25/32 and the other one in .5/32. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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