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Date/Time: Fri, 03 Dec 2021 17:02:55 +0000



Volume by Price for Spreads

[2021-10-20 20:59:49]
SpearChucker - Posts: 77
Having an issue with several spreads and the Volume by Price Study. Several weeks ago I started getting strange looking VbP histograms of only a single price (see the first attachment). When I duplicate a chart/DOM it doesn't show any VbP (second attachment). This one's ZS, but there are others mostly in the Grains (CBOT). Energy products (NYMEX) and Metals (COMEX) seem to be normal.

I was going to check another CBOT spread in the treasuries and was surprised to see a very limited list of spreads in ZB (third attachment). There should be many more listed.
imageZS1.jpg / V - Attached On 2021-10-20 20:59:21 UTC - Size: 206.56 KB - 28 views
imageZS2.jpg / V - Attached On 2021-10-20 20:59:30 UTC - Size: 239.84 KB - 26 views
imageZB.jpg / V - Attached On 2021-10-20 20:59:38 UTC - Size: 85.04 KB - 29 views
[2021-10-21 00:06:02]
John - SC Support - Posts: 12484
It looks like your setting for the Volume Graph Period Type is One Period from Start Time to End Time. If this is the case, then that is the problem, as that particular option does not calculate properly on the Trading DOM. We have updated the code to ensure that if selected, then it will change to the One Period from Session Start Time to End, when OK, or Apply is selected. This is the current method for any of the other options that are not available on the Trading DOM.

This change will be in the next Pre-Release (v 2323).

If you have a different Graph Period Type selected, then let us know and we will look into the issue further
[2021-10-21 00:47:41]
SpearChucker - Posts: 77
John,

Thanks.

What about the shortened list of spreads for ZB and others I didn't mention. Will you look in to that? Or, should I open another support thread?
[2021-10-21 00:48:19]
John - SC Support - Posts: 12484
Sorry - yes, we will check on that.
[2021-10-21 21:46:03]
Sierra_Chart Engineering - Posts: 2140
It is doubtful there is any problem on the Sierra Chart side with the listing of spreads for ZB. Tell us what particular spread you are looking for and we will check the master security definition file from the CME and see if it is in there.
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
Date Time Of Last Edit: 2021-10-21 21:46:21
[2021-10-22 11:50:23]
SpearChucker - Posts: 77
Maybe you're right. I just expected to see a lot more spreads, like in other products (ZC for instance). Here's a few symbols that I would expect to see in the list. They are not too far out to trade.

ZBZ21-ZBU22.ZB.FUT_SPREAD.CBOT
ZBH22-ZBU22.ZB.FUT_SPREAD.CBOT
ZBH22-ZBZ22.ZB.FUT_SPREAD.CBOT

Thanks.
imageZC.jpg / V - Attached On 2021-10-22 11:50:13 UTC - Size: 291.74 KB - 20 views
[2021-10-25 01:55:42]
Sierra_Chart Engineering - Posts: 2140
We searched this file:
ftp://anonymous:anonymous@ftp.cmegroup.com/SBEFix/Production/secdef.dat.gz

For:
ZBZ1-ZBU2

It does not exist.

Also note that years in that file use a single digit.
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
Date Time Of Last Edit: 2021-10-25 01:56:04

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