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Date/Time: Sat, 20 Apr 2024 11:38:46 +0000



Volume By Price Not updating the correct Tick Block

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[2021-03-01 16:43:13]
User612649 - Posts: 40
In my Volume By Price settings:
If I set my Ticks Per Volume Bar to 80 everything works as expected. The Volume data is correctly changing in the correct block of 80 ticks.

Example of working well
Volume tick block shows that it is between 3850.00 and 3870.00 (80 ticks) ES Future
Volume tick block shows that it is between 3870.00 and 3890.00 (80 ticks) ES Future
Volume tick block shows that it is between 3890.00 and 3910.00 (80 ticks) ES Future

When the price is at 3892.00 the volume block that is between 3890.00 and 3910.00 is correctly updating its data. All good.


My problem is that if I set my Ticks Per Volume to 40 the price bar shows that it is at one 40 tick block, but the volume data is changing at the higher 40 tick block.

Example of problem.
Volume tick block shows that it is between 3875.00 and 3885.00 (40 ticks) ES Future
Volume tick block shows that it is between 3885.00 and 3895.00 (40 ticks) ES Future
Volume tick block shows that it is between 3895.00 and 3905.00 (40 ticks) ES Future

But when the price is at 3892.00 the volume block that is between 3895.00 and 3905.00 is incorrectly updating its data, while the volume block that should be getting updated(volume block between 3885.00 and 3895.00) is not being updated.

It is like the the blocks were incorrectly separated/sliced at the wrong prices. It is like the blocks should have been sliced on the 10's between 3870.00 to 3880.00 but instead were incorrectly sliced on the 5's between 3875.00 to 3885.00

Please fix or advise on a setting that I missed.
I do not believe this is a setting because the only thing I am changing for this error to occur is the Ticks Per Volume setting from 80 to 40.
[2021-03-01 17:05:33]
User612649 - Posts: 40
Another example of the malfunction.

When the price of the ES future got to 3900
Visually on the chart, price is right in the middle of 40 tick block 3895.00 to 3905.00, but a new 40 tick volume block appears above between 3905.00 to 3915.00 and the volume information begins to update in this new block which is not correct.
[2021-03-01 19:22:00]
John - SC Support - Posts: 30976
Please post a screenshot of what you are seeing. You can post a screenshot using these instructions;
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-01 19:54:11]
User612649 - Posts: 40
http://www.sierrachart.com/image.php?Image=1614628311532.png

Here even though the price is at 3910.75 the number that is changing is the -723, NOT the 949 that should be changing.
Date Time Of Last Edit: 2021-03-01 19:56:10

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