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Date/Time: Fri, 19 Apr 2024 15:34:53 +0000



[User Discussion] - Spread chart with Combined Vol by Price

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[2013-11-14 12:55:33]
NRGTrader - Posts: 351
I would like to plot a spread chart that shows the volume by price for that spread. For example, an NQ/ES spread with NQ as chart 1 and ES as chart 2 and the spread plotted on chart 1 as Ratio #1/#2. Is it possible to accomplish this? Is there a way to combine VbP from each graph? Also, if that is possible how do plot scaled correctly to spread price? Thanks.
[2013-11-14 20:33:09]
Sierra Chart Engineering - Posts: 104368
This is not going to work properly and is not supported. You can use the Volume by Price study on an actual exchange traded spread symbol though.

The Volume by Price study is always going to be based upon the actual underlying volume at price data for the symbol in the 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:
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[2013-11-15 15:08:52]
NRGTrader - Posts: 351
OK, I realize I can chart exchange traded spreads. I've seen some charts online created using I believe IRT whereby the volumes are summed/weighted by each side of spread instrument and then plotted relative to spread price. Just thought I'd ask. Thanks

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