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Direct MessagesDate/Time: Thu, 25 Apr 2024 11:58:43 +0000
SC Data Feed Volume Data
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| [2014-02-11 19:33:15] |
| Profile Trader - Posts: 167 |
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SC could you review the volume at 1808.25 for day? you are showing 43,258 CME is showing 30,360. this is affecting the developing volume point of control and is a major factor. Thanks, Doug |
| [2014-02-11 22:09:32] |
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The reason for differences can be differences with Session Times between the two calculations . You also want to make sure that the Ticks Per Volume Bar input setting for the Volume by Price study is set to 1. Really it is not likely that there is any problem with the underlying data itself. We had a look at the server and we do not see any obvious problem with the data and there is 0% packet loss. 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 |
| [2014-02-11 22:39:23] |
| Profile Trader - Posts: 167 |
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Thanks for looking at this. I have made sure that I have ticks per volume bar input set too 1. With regards to session periods I have it set to day session (9:30-16:15) EST or Pit session time. Either way in this case it does not matter because it only traded at this price a short period of time in the day session not overnight or yesterday etc.... Please view the screen shots posted below. This is also backed up by other I have spoken to with other data feeds. That is how I determined the variable someone advised the developing volume point of control and I had something different in SC. Thanks, Doug |
 SC VOLUME.bmp - Attached On 2014-02-11 22:38:52 UTC - Size: 1.29 MB - 375 views  CME Volume.png / V - Attached On 2014-02-11 22:38:59 UTC - Size: 62.74 KB - 364 views |
| [2014-02-12 12:00:51] |
| moonmist - Posts: 127 |
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Hi, One of my friends is using the combo Optimus Futures Rithmic Feed/Multicharts. According to his volume profile, it is 43.26k from 2/10/14 16:30 to 2/11/14 16:15 PM. Since ES traded at 1808.25 from 11:30 AM to 12:30 PM on February 11, the start time and end time should not matter. Date Time Of Last Edit: 2014-02-12 12:10:01
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| [2014-02-12 17:36:59] |
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Thank you for this. We knew Sierra Chart was providing the correct volume at price data. Also, you cannot rely upon the kind of volume chart you are looking at from the CME. We do not know the original source of that and most likely it is not even something produced by the CME themselves.
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: 2014-02-12 17:37:20
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