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Direct MessagesDate/Time: Sun, 05 May 2024 15:35:51 +0000
Cumulative daily Volume Study
View Count: 749
| [2020-06-16 13:19:51] |
| Profile Trader - Posts: 168 |
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Currently I am using the Cumulative Daily Volume study on a 15 min intraday chart with session start times of 9:30-16:14:59 and 16:15:00-09:29:59. I don't seem to be getting the correct amount of volume on my chart. Compared to CME and another data feed. it has been lower then other references. Any idea where/what I have setup incorrectly? I have Denali data feed. Thanks Doug |
| [2020-06-17 12:54:23] |
| Profile Trader - Posts: 168 |
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So this morning on my 15 min chart I show 344,897 as cumulative volume, on my number bars chart I show 382,096 with the same study and if I go to CME website for 10 min delayed volume I get 440,144 volume. 100K difference from my 15 min chart. I have Tick data choosen. I have confirmed that record interval is 0 in log I am setup with Denali data feed and Transact trading in the data services... Any thoughts? Doug Date Time Of Last Edit: 2020-06-17 12:56:03
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| [2020-06-18 23:02:09] |
| Sierra_Chart Engineering - Posts: 14234 |
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The reason for the difference is explained here: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume To be sure you are not missing any data in the chart: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.
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