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Direct MessagesDate/Time: Sat, 27 Apr 2024 16:49:52 +0000
[Locked] - Volume does not equal Bid Vol + Ask Vol
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| [2015-08-06 07:13:36] |
| wat - Posts: 67 |
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Hi, i exported data based on 5 min bars and quite often Ask+Bid Vol does not equal total volume for that specific 5min bar. How can that happen? I would like to understand that. (i was searching older posts on support board, but did not find anything) Thank you. |
| [2015-08-06 07:30:24] |
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What is the symbol? What Data or Trading service did the data come from? What is the Data and Time of the data? Provide a sample of the exported data. Otherwise, we do not know. Also, questions like these really are hard for us to answer because there is so much possibilities here that it takes a lot of effort for even us to begin to understand exactly the origin of the data. 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 |
| [2015-08-06 07:33:16] |
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Also we must not see the 5 minute data but we have to see the underlying data exported with Edit >>Export Intraday Data to Text File. We cannot attempt to answer the question by seeing the bar data. And we must see a small sample of it only. Not all of it. 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: 2015-08-06 07:33:36
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| [2015-08-06 09:35:02] |
| wat - Posts: 67 |
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Hi, Symbol is NQ, Data used are "Sierra Chart Real Time and Historical Forex and CFD Data Service", trading service Interactive Brokers. I am enclosing samples that I exported through Spreadsheat Study -> Excel. |
 NQ sample.txt - Attached On 2015-08-06 09:18:38 UTC - Size: 2.83 KB - 338 views Attachment Deleted. |
| [2015-08-06 10:00:07] |
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You must be referring to the Sierra Chart Real-time and Historical Exchange Data Feed. Re-download the data in the chart with Edit >> Delete All Data and Download. See if you get a match in that case. If not, there must be something more complex going on and we will need to see an image of the chart. Post it by following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image We now realize what the problem is: You are looking at data back in 2011. The algorithm used back then did not always assign volume to bid or ask volume if the trade was between the bid and the ask. For the record, there is only one person who could even answer a question like this. Which proves the great difficulty with even answering a support request like this. 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: 2015-08-06 10:12:51
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