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Date/Time: Fri, 29 Mar 2024 04:44:33 +0000



[User Discussion] - Volume at Price for minute chart data

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[2018-12-12 11:18:24]
pa_trader - Posts: 29
I'm using IQ Feed with "Intraday Data Storage Time Unit = 1 Minute", to run some longer term intraday analysis. If tick data is not available, how does SC plot the Volume at Price (using Draw Volume Profile tool). Does it assign volume for each underlying 1 minute bar at the closing price, or make assumptions about how it was distributed between O/H/L/C ? Thanks
[2018-12-12 20:12:56]
Sierra Chart Engineering - Posts: 104368
This section here explains how this is done and is also applicable to 1 minute data:
Volume By Price Study: How Volume by Price is Calculated for Historical Daily and Higher Timeframe Charts

Would you mind letting us know why you are using IQ Feed. We also see you are using the Sierra Chart Exchange Data Feed. If you want 1 minute data with the Sierra Chart Exchange Data Feed in addition to tick by tick data, you can use another instance of Sierra Chart for that. Refer to:
http://www.sierrachart.com/index.php?page=doc/ChangingPeriodOfBars.php#ImprovingPerformanceOfLoadingChartData
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: 2018-12-12 20:14:40

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