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Date/Time: Sun, 15 Dec 2019 06:11:07 +0000



Volume by price study not displaying correct volume (Vbp)

[2019-06-16 05:30:18]
User888179 - Posts: 1
Hi,

I have noticed for a few weeks now that the historical volume in the 'Volume by price' study for both symbols I trade (ES and CL) are inaccurate the further back in time I go. I have current permissions for both CME and NYM data feeds.

Please see the attachments below. Only profiles from the Pit/Day (9:30 - 4 EST for ES and 9 - 4:30 for CL) sessions are displayed.

I've tried deleting and downloading data; resetting the studies with original settings and rescaling as well.

Thank you in advance for your help!

ES:

Most recent days with correct Vbp numbers -

http://www.sierrachart.com/image.php?Image=1560660753846.png


Not too distant days with incorrect Vbp numbers -

http://www.sierrachart.com/image.php?Image=1560660374724.png

http://www.sierrachart.com/image.php?Image=1560660633224.png



CL:

recent days with correct Vbp data -

http://www.sierrachart.com/image.php?Image=1560660852699.png


Not too distant days with incorrect Vbp information -

http://www.sierrachart.com/image.php?Image=1560660560287.png

http://www.sierrachart.com/image.php?Image=15606606832.png
[2019-06-17 03:28:33]
Sierra Chart Engineering - Posts: 79192
To solve this you need to set the chart to be a Continuous Futures Contract chart. Refer to:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html

Surely you must realize, that you are just looking at one particular contract month and each contract month has a limited time. You must realize that the chart is not a continuous futures contract chart.
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.
Date Time Of Last Edit: 2019-06-17 03:30:50
[2019-06-17 04:03:50]
Sierra Chart Engineering - Posts: 79192
Refer to the above post. And the other mistake you are making here is you are posting way too many screenshots.
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.
Date Time Of Last Edit: 2019-06-17 04:28:52

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