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Date/Time: Tue, 18 Jun 2019 17:53:37 +0000



Numbers bar calc: Avg. Trade size and vol/sec specified for bid/ask

Support Request:
[2018-06-20 13:09:33]
User428363 - Posts: 13
Could you please enable difference for bid ask to give these SGs some more meaning?
[2018-06-22 18:14:27]
Sierra Chart Engineering - Posts: 72918
We want to make sure we understand precisely what you are asking for. Do you want the following:
- Average Bid Trade Size
- Average Ask Trade Size
- Average Bid Volume per Second
- Average Ask Volume per Second

Or, are you asking for the following:
- Average Bid Trade Size minus Average Ask Trade Size
- Average Bid Volume per Second minus Average Ask Volume per Second
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-06-24 17:40:28]
User428363 - Posts: 13
This exactly:

"- Average Bid Trade Size
- Average Ask Trade Size
- Average Bid Volume per Second
- Average Ask Volume per Second"


Thanks for response
[2018-06-25 18:32:29]
John - SC Support - Posts: 977
We can get these added in. Give us a few days to a week before we get it all done. Just busy with lots of things.
[2018-06-27 18:51:18]
John - SC Support - Posts: 977
We have added these 4 new subgraphs to the Numbers Bars Calculated Values study. They are at the bottom of the Subgraphs list. Look for this in the next release (1772).

You will find the release information on the main Sierra Chart website on the upper right side. When available, you can update using the instructions here:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate
[2018-06-27 19:39:48]
John - SC Support - Posts: 977
We just realized that we added the following:
- Bid Volume per Second
- Ask Volume per Second

In other words, [for the Bid] we took the total Bid Volume for the bar and then divided by the number of seconds in the bar.

If you really wanted the Average Bid Volume Per Second, which would be the Total Bid Volume divided by the number of Price Ticks in the Bar then divided by the number of seconds in the bar, then please let us know.
[2018-07-02 23:50:09]
User106180 - Posts: 70
The 4 new subgraphs added don't adhere to the 'Value Format' set on the 'Settings and Inputs' for this study, always 5 decimal places.
[2018-07-03 14:00:16]
John - SC Support - Posts: 977
Yes, that is correct. It was done on purpose this way in order to help display the values without having to modify the display of all the rest of the items in the table. This is documented here:
https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#CalculatedValuesNumberFormat
[2019-02-27 23:11:59]
whats1thingnow - Posts: 236
We just realized that we added the following:
- Bid Volume per Second
- Ask Volume per Second

In other words, [for the Bid] we took the total Bid Volume for the bar and then divided by the number of seconds in the bar.

this is exactly what i want.

however, just want to clarify b/c in the documentation it's worded differently (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26341 , https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#CalculatedValuesSubgraphDescriptions)


Bid Trades per Second in the documentation sounds more like number of bid trades per second

when it fact it should be Bid Volume per Second as you mentioned in this thread?
Date Time Of Last Edit: 2019-02-27 23:12:49
imagevolume_per_second.png / V - Attached On 2019-02-27 23:08:06 UTC - Size: 30.38 KB - 64 views
[2019-03-12 21:47:42]
John - SC Support - Posts: 977
It is really what has been stated above. We have updated the documentation to state this properly.

Just for clarity, it is the Total Bid (or Ask) Volume of the bar divided by the duration of the bar in seconds.

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