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Different Volume Data

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[2021-09-02 21:46:55] #1 [Go To First Post]
MGGG - Posts: 7
The attached chart shows different aggregate daily volume data for each profile compared to data from barchart.com Also, chart has the same session time as barchart data 15:00 to 14:00 https://www.barchart.com/futures/quotes/ESU21/price-history/historical


2021-09-02 .png / V - Attached On 2021-09-02 21:43:05 UTC - Size: 135.07 KB - 153 views

[2021-09-02 22:10:40] #2 [Go To First Post]
John - SC Support - Posts: 31787
You are comparing Daily Historical volume to Intraday volume. Refer to the following for an understanding of why these are going to be different: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-03 17:39:19] #3 [Go To First Post]
MGGG - Posts: 7
Thanks John. In chart settings, under advanced settings 2 - the Filter Trade Completely option is unchecked? Would you provide the steps to view total volume for each day profile?

[2021-09-03 18:12:59] #4 [Go To First Post]
John - SC Support - Posts: 31787
We are not sure we are understanding your question, as we do not know why you are referencing the Filter Trades Completely setting. Nonetheless, the answer is that it depends on which volume you want to view. If you want to see the daily reported volume from the exchange, then you would use the Daily Historical Chart and the Volume number associated with each daily bar is the exchange reported volume for that day. If, on the other hand, you just want to see the aggregated volume of the trades that are seen within the chart through the day, then there are a number of ways to view this. The simplest would be to set Chart >> Chart Settings >> Chart Data Type to Intraday Data Only. Then you can set your chart to a daily chart and the volume will be the sum of all the trades that make up that day's bar from the intraday data. Refer to the following for the Chart Data Type setting: Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-03 19:09:26] #5 [Go To First Post]
MGGG - Posts: 7
Thanks. I tried changing the chart that has the daily profiles to a Historical Chart but it automatically reverts back to Intraday Chart?

[2021-09-03 20:03:17] #6 [Go To First Post]
John - SC Support - Posts: 31787
Do you have the TPO study on the chart, that would automatically set the chart type to Intraday. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-03 20:29:54] #7 [Go To First Post]
MGGG - Posts: 7
Perfect! Thank you John

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