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Date/Time: Fri, 20 May 2022 17:18:45 +0000



bid volume vs.ask volume cluster on 1 min futures chart (ES) loo

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[2013-05-30 17:29:14]
User63475 - Posts: 7
RE: SC Service Package 5 Ver 976

-1 min chart OHLC
-Contract ES
-bid volume vs. ask volume study
-For ES; Buy and Sell volume to be accumulated over the 1 min
period and looked at as a 1 min. histogram bar
In relation to:
movement in cluster of 1 min. price bars
-SC Trade/Data Service: Trading Technologies (TT)
-Comparison platform chart data source with same type of study showing
differences to SC platform: Trading Technologies

Noted Problem of:
bid volume vs.ask volume study;
In that:
1. Sell side volume shows many contacts traded vs. Buy side,
yet price goes up as seen in relation to the open to close relationship
if one bar, or, new highs or lows if a group of bars looked at
as an example.
Sometimes I have noted the Volume study looks backwards or reversed
to what it should be.

2. a separate different trading platform and chart data feed
which I have watched for 4-5 years shows an accurate relationship
of the above and marks out the often differences seen with SC.
See reference in RE: above

SC settings
1. In Global settings>Data/Trade Service Settings : Intraday Data
storage Unit set at 1 Tick
2. computer clock set accurately
3. If in doubt of computer clock I will reload data on the chart from the
respective server ( either SC or the Other one ) to see what the
source has on record as accurate.
For SC use Chart>Reload/Recalculate.

I have screen shots (paint) to show differences if this will help.

How can I get this set up right in SC?

Thank you.


Date Time Of Last Edit: 2013-05-30 18:50:38
[2013-05-30 18:50:48]
Sierra Chart Engineering - Posts: 102801
You cannot use the Trading Technologies(TT) data feed for accurate Bid Volume and Ask Volume. This is a well-known limitation of the TT data feed. It is not going to be accurate for Bid Volume and Ask Volume.
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
Date Time Of Last Edit: 2013-05-30 18:51:06
[2013-05-30 18:57:29]
User63475 - Posts: 7
Thank you for a definitive answer

Anyone want too offer suggestions on a good futures data feed that will work
Many suggestions will be fine

I am new to SC with 1 day learning time, complex platform up and running and trading but there is alot to cover
[2013-05-30 19:11:24]
Sierra Chart Engineering - Posts: 102801
Have a look at:

CTS T4 (when downloading historical Tick data)
DTN IQ Feed (when downloading historical Tick data)
Rithmic when using Optimus Futures.

Information about these services can be found on this page:
https://www.sierrachart.com/index.php?l=doc/data.php

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
Date Time Of Last Edit: 2013-05-30 19:12:23
[2013-05-30 20:57:13]
User63475 - Posts: 7
To Highlight
This is a real time study rather than historical or into a brokers Server that then has a connection to the data and trade servers to limit latency.

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