Login Page - Create Account

Support Board


Date/Time: Thu, 02 May 2024 00:59:33 +0000



Volume on the price ladder

View Count: 1785

[2017-03-01 10:56:06]
User391949 - Posts: 14
Dear Sir/Madam,

The volume on my trade DOM is showing more lots being traded than every other person that I know and they all use the same data feed as me. Please could you let me know if there is any potential reason that this is the case so that I can fix it? Thank you!

Regards,

Guangyao
[2017-03-01 17:58:16]
Sierra Chart Engineering - Posts: 104368
Provide an image of the Trade DOM, by following these instructions:
https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image
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
[2017-03-17 10:42:05]
User391949 - Posts: 14
http://www.sierrachart.com/image.php?Image=1489747308540.png
[2017-03-17 10:51:55]
User391949 - Posts: 14
As per the above chart, my volume numbers are different from others that use sierra chart, and my VPOCs are sometimes different as well.
[2017-03-17 18:35:47]
Sierra Chart Engineering - Posts: 104368
This is what we see for 2017-03-17 for the June Bund and is definitely accurate:
http://www.sierrachart.com/image.php?Image=1489775720543.png

How does it compare to what you see for 2017-03-17.

Make sure this Input with the Volume by Price study is set to 1:
http://www.sierrachart.com/index.php?page=doc/VolumeByPrice.php#Input_TicksperVolumeBar (Ticks Per Volume Bar)
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: 2017-03-17 18:36:42
[2017-03-20 11:00:17]
User391949 - Posts: 14
http://www.sierrachart.com/image.php?Image=1490007482240.png

Please see the above screen print which shows my volumes traded at each price to be different from your correct ones. I have already the Volume by Price study set to 1.

Thanks.
[2017-03-20 17:22:11]
Sierra Chart Engineering - Posts: 104368
Previously you said this:
The volume on my trade DOM is showing more lots being traded than every other person that I know and they all use the same data feed as me.

What we see in the chart image you posted is that the volumes are lower than what we show although we are using a different data feed. So what you are seeing compared to others, is more accurate since you see more volume.

For the most accurate data feed use the Sierra Chart Exchange Data Feed:
http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

Also refer to:
http://www.sierrachart.com/index.php?page=doc/CQGTrading.php#SolvingMarketDataFeedProblems
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
[2017-03-20 20:44:31]
User391949 - Posts: 14
The comparison I made was with other people also using CQG data feed with Sierra Chart, and therefore it cannot be the case that my data was not accurate enough, as the same data feed should show the same data. I think that it may have something to do with my Sierra Chart settings. Please let me know what potential settings could have resulted in this.
[2017-03-20 22:43:22]
Sierra Chart Engineering - Posts: 104368
Make sure Sierra Chart is set for a tick by tick data configuration:
Tick by Tick Data Configuration

If you see more volume compared to others at a particular price level, then you have more complete volume data. This is what we are saying.
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
[2017-03-21 07:11:49]
User391949 - Posts: 14
But I was sent the correct data in a screen shot for the 27th of March by you and mine was different from that?
[2017-03-21 07:27:02]
User391949 - Posts: 14
Could it have something to do with the implied spread settings?
[2017-03-21 08:21:08]
Sierra Chart Engineering - Posts: 104368
But I was sent the correct data in a screen shot for the 27th of March by you and mine was different from that?


Our chart and your chart are using two different data feeds. The Sierra Chart Exchange Data Feed for ours and CQG for yours.

There are no implied spread settings within Sierra Chart.
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: 2017-03-21 17:21:38
[2017-03-21 09:27:04]
User391949 - Posts: 14
All fixed now. Thank you!

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account