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Direct MessagesDate/Time: Wed, 15 May 2024 22:07:14 +0000
pvol-nyse way off for Aug 16
View Count: 1219
| [2017-08-16 21:35:33] |
| User686802 - Posts: 69 |
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Hi, using volume study on daily PVOL-NYSE, yesterday Aug 15 total vol was 3319.10M and today Aug 16 shows just 943.34M, that's like one-third less. While at http://online.wsj.com/mdc/public/page/2_3021-tradingdiary2.html the NYSE total volume was higher today. I am talking relative vol from wsj.com and yours from yesterday and today, I know the raw number can differ but there is no way todays total PVOL-NYSE is one-third of yesterday like you are showing. Please give the explanation for this problem and how you will fix it. Thank you!
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| [2017-08-16 21:59:52] |
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You definitely cannot measure volume with that symbol in the way that you are describing by looking at a Daily chart and the current day. It will not give you a consistent accurate value. To determine the total volume in a day, the appropriate symbol to use is this one: http://www.sierrachart.com/image.php?Image=1502920355109.png 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: 2017-08-16 22:00:05
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| [2017-08-17 18:12:58] |
| User686802 - Posts: 69 |
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Your image is 10mins, for Aug 16 end of day is 5.2M yet when I do same symbol as Historical Chart, the end of day for Aug 16 is 4.9M, why is the 10mins Intraday so different from the Historical ?? My goal is a daily end of day NYSE vol for last 500 days, what is the best and accurate way?
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| [2017-08-17 20:21:08] |
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Refer to: Sierra Chart Market Statistics: Market Statistics Historical Daily Charts You need to make your own decision as to what is the best and accurate way. We cannot answer that for you. 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 |
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