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Date/Time: Thu, 28 Mar 2024 23:00:28 +0000



Inconsistent volume study

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[2015-11-30 13:19:25]
User921987 - Posts: 230
What could be the reason for the inconsistent data in the situation where I attach Bid Volume, Ask Volume and Volume studies to my chart (pls see attached pic) ?

This is a tick chart where volume says 3 contracts traded but the sum of the bid and ask volume gives 4. Can I really trust the all bid/ask studies in the application if this is possible ?

SC is configured to run on Rithmic (AMP Futures).
Date Time Of Last Edit: 2015-11-30 13:21:49
imagevolprob.png / V - Attached On 2015-11-30 13:19:04 UTC - Size: 22.42 KB - 267 views
[2015-11-30 19:27:15]
Sierra Chart Engineering - Posts: 104368
We discovered the reason for this problem. It has to do with the time and Sales data that is inserted into the historical data file when transitioning from a historical data download completion to real-time data.

This affects a very very very tiny number of records. So you can trust the Bid and Ask Volume.

This has been solved in prerelease 1331. You can update with Help >> Download Prerelease.


You can also re-download the data in the chart by following these instructions to correct the data:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.1.2
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: 2015-11-30 19:27:51

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