Support Board
Date/Time: Sun, 06 Sep 2026 14:46:55 +0000
Rvol and Combine Trades into Original Summary Trade
View Count: 253
| [2026-08-19 09:39:07] |
| User745789 - Posts: 394 |
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Using Denali. EUREX. Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) ->causes Relative Volume to change significantly. I do not expect that. A simple moving average of volume bars does not change with the Trade Combining Method. |
| [2026-08-19 13:51:26] |
| John - SC Support - Posts: 47793 |
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Please get us a chart that shows this issue by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-20 08:36:32] |
| User745789 - Posts: 394 |
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Attached. Duplicate charts. Left: no combined trades Right: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) |
 temp_SChelp.Cht - Attached On 2026-08-20 08:34:53 UTC - Size: 8.97 KB - 31 views |
| [2026-08-20 14:50:11] |
| John - SC Support - Posts: 47793 |
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We are not seeing any difference between these charts when we open the chartbook. Attached is an image of what we see. This makes sense to us for a time-based chart. We would expect to see differences in the bars and in the Relative Volume if the charts were not time-based (e.g. range bars). Please get us the equivalent image from your end so we can see what you are seeing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
 Sierra_Chart_MainWindow_2026-08-20 09_47_57.123.png / V - Attached On 2026-08-20 14:50:08 UTC - Size: 87.83 KB - 35 views |
| [2026-08-21 06:46:36] |
| User745789 - Posts: 394 |
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I can see two charts are identical. Mine are not and I cant work out why. I tried to match your chart position and I note that my bars in 20th of September session are also different to yours |
| Screenshot 2026-08-21 144133.png / V - Attached On 2026-08-21 06:43:36 UTC - Size: 110.38 KB - 41 views |
| [2026-08-21 15:12:32] |
| John - SC Support - Posts: 47793 |
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You can not just align the date and time. You need to adjust for the Time Zone. When we open your charts, we see that the chart time zone is set to use the "Global Time Zone". For the image we gave you, that time zone is is the Central US (Chicago). So depending on how you have your Global Time Zone set, you would need to adjust the times to match up the bars. We were able to align the bars ourselves and they do match up. Since these are time-based (5 minute) bars and you have the option for "New Bar At Session Start", you should see the same bars when you adjust for the time zone. What is your Global Time Zone set to? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-01 08:14:19] |
| User745789 - Posts: 394 |
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I am set to Brussels +1 CET
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| [2026-09-01 16:04:52] |
| John - SC Support - Posts: 47793 |
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We are still not able to see any difference on our end, so we do not know why you are seeing any differences on your end. The one item we see that could be an issue is that you are only loading 30 days of data, but you have the Relative Volume study set to calculate over 50 days. Be sure you have at least 50 days of data in your charts, or change the Relative Volume to be less than 30 days (and keep in mind the days to load includes weekends, so loading 30 days is going to have less than 30 days of actual data, so you need to take this into account). Let us know if you still have a problem after adjusting the number of days. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-02 06:30:56] |
| User745789 - Posts: 394 |
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change the Relative Volume to be less than 30 days
This helped a lot, thank you. There is a small difference in values, maybe explained by the below.See image Lastbar: the values almost match now. See image MissingBar: the 09:45am Relative Volume study bar is missing on every session. Only on the left hand chart, which is the one WITH Combine Trades into Original Summary Trade (Data Feed and Exchange Specific). The right hand chart has no combine trades. Date Time Of Last Edit: 2026-09-02 06:32:21
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| LastBar.png / V - Attached On 2026-09-02 06:30:31 UTC - Size: 119.55 KB - 8 views MissingBar.png / V - Attached On 2026-09-02 06:30:37 UTC - Size: 131.25 KB - 8 views |
| [2026-09-02 14:02:27] |
| John - SC Support - Posts: 47793 |
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The charts are not scrolled to the end. So that missing bar is only due to the scroll position that you have set for that chart. You need to scroll forward by one bar to view it.
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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