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How to Post a Message for Support

Volume(# of contracts) per each volume profile session and preferably for last few days

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[2018-02-06 21:36:25] #1 [Go To First Post]
User800328 - Posts: 50
Hi guys, I am attaching a pic. Please have a look. I need to have a similar kind of data where I could see Volume/# of contracts, in each session. In the pic, it shows today's (02/06/2018) data. Session #of Contracts (in 1000's) ----------------------------------------------- Overnight 1454 B 2053 C 2517 D 2850 ... I am ok if this data is in some form of Graph I can see how the Volume is pacing out today as compared to yesterday.


Screen Shot 2018-02-06 at 1.34.22 PM.png / V - Attached On 2018-02-06 21:35:26 UTC - Size: 87.46 KB - 315 views

[2018-02-07 02:38:05] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You will need to set the chart bars to 30 minutes per bar: Changing Chart Bars Period And use the Relative Volume study: Relative Volume And the Volume study: Volume 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: 2018-02-07 02:38:18

[2018-02-14 09:08:29] #3 [Go To First Post]
User800328 - Posts: 50
Hi, I plotted the Volume per your instructions but it appears that the Volume displayed is way OFF in numbers. For example, look at both the pics I am attaching. One is the Sierra one, plotted today (02/13/2018) and second one is the excel sheet maintained by our trading group. In the Sierra chart plotted, the max Volume reached in B period (9:30-10 AM) is 259K contracts. But in the second pic (Fluidity Excel file) the volume in B period (9:30-10 AM) is 477K. Can you please let me know why is there such a discrepancy ?


_Volume-02-13-2018.png / V - Attached On 2018-02-14 09:02:21 UTC - Size: 42.43 KB - 285 views Fluidity_Volume_Excel.png / V - Attached On 2018-02-14 09:05:13 UTC - Size: 399.32 KB - 379 views

[2018-02-14 20:49:35] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the Sierra chart plotted, the max Volume reached in B period (9:30-10 AM) is 259K contracts. For the 2018-02-13 9:30 AM US Eastern time 30 minute bar for the ESH18, the correct volume is 206363. This is definitively correct. Any other source will simply not be correct. So we have no other comment on 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: 2018-02-14 20:49:53

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