Date/Time: Wed, 26 Jan 2022 05:03:37 +0000
Number Bars V2 Issue
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|comprador83 - Posts: 2|
I replied to another post in the forum, but didn't get an answer so I'm starting a new topic.
I've noticed a couple of issues with the study using it with Transact datafeed.
One of the issues is that it repeats the same amounts in different levels. This is shown in the first screenshot attached, it is a 10 tick range chart of the ES.
The second issue is that it doesn't highlight the price with the max total volume, but instead it highlights the price with the highest ask volume. This is shown in the second screenshot which is a 7 tick range chart of the YM.
A third issue is that the volume it records at each price is sometimes much lower than the volume shown in other platforms such as Ninja or Market Delta. I dont have a screenshot about that.
I am using the most recent version of Sierra Charts.
Sierra Chart Engineering - Posts: 100044
1. Please refer to this page for tick by tick data configuration:
The chart data file probably does not have tick by tick data.
2. From documentation:
In the case of the Bid Vol x Ask Vol Text type, the price level with the maximum AskVolume for the Numbers Bar column is considered the maximum value and will be highlighted.
What you could do is configure the Numbers Bars study to add an additional Numbers Bar column and set the Text Type to display Total Volume.
3. You need to use a supported data feed which consistently provides tick by tick data. The best ones we have seen are going to be IQ Feed, CTS T4 and Rithmic.
The reason for the delay with responding is that this request took more research time.
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:
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: 2013-06-06 00:11:20
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