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Date/Time: Mon, 29 Apr 2024 00:24:09 +0000



Session times

View Count: 1623

[2014-04-03 06:25:17]
Dom7364 - Posts: 257
I have my session set to Start time: 00:00:00 / End time 23:59:59 the the 6E.

Strangely, the volume profile starts building at 7.59am.

Any idea why and how I can change this to the CME 6E session as it is meant to be?
[2014-04-03 06:30:24]
Sierra Chart Engineering - Posts: 104368
We have insufficient information. We do not know that time range of the data in the chart and we do not know what the Volume by Price settings are.

Refer to the documentation for the study and determine what the problem is:
https://www.sierrachart.com/index.php?l=doc/doc_VolumeByPrice.html
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:
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[2014-04-03 06:39:54]
Dom7364 - Posts: 257
Range true tick = 4

Volume by price is set as Mutliple Profiles fixed by time/Days/1
[2014-04-03 07:05:03]
Sierra Chart Engineering - Posts: 104368
It is close to impossible for us to help with this unless we actually look at your Chartbook, know the Time Zone that Sierra Chart is set to, and the particular Data or Trading service you are using.

You would have to create a whole new Chartbook for us consisting of just one single chart and attach it here:
https://www.sierrachart.com/index.php?l=PostingInformation.php#AttachFile

We will not accept a Chartbook with any more than that 1 chart.
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: 2014-04-03 07:05:14
[2014-04-03 07:30:33]
Dom7364 - Posts: 257
here we go
attachmentvol by price session.cht - Attached On 2014-04-03 07:29:01 UTC - Size: 867.47 KB - 390 views
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attachmentvol by price session.cht - Attached On 2014-04-03 07:30:24 UTC - Size: 867.47 KB - 376 views
[2014-04-03 07:44:41]
Sierra Chart Engineering - Posts: 104368
We do not see a problem with this:
http://www.sierrachart.com/image.php?l=1396511066702.png

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
[2014-04-03 07:56:27]
Dom7364 - Posts: 257
Why does it start building up volume at 8am as opposed to defined session time? POC should be 1994 as I am typing this and my VP shows 1350 ish..

Am I missing something out?
[2014-04-03 09:00:57]
Sierra Chart Engineering - Posts: 104368
Post an image of your chart, by following these steps:
https://www.sierrachart.com/index.php?l=PostingInformation.php#Image
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
[2014-04-03 09:11:19]
User38215 - Posts: 14
See attached volume on POC for example. Should be 3127 as I type this.
image6EM4-CME 0.0004 Range #5 41732.383.png / V - Attached On 2014-04-03 09:10:54 UTC - Size: 72.37 KB - 372 views
[2014-04-07 07:09:23]
Dom7364 - Posts: 257
Any idea on this? I might be doing soemthng wrong, but again this morning I have very low volume figures and a range of 4 ticks when since the begining of the sessions there is a 16 points range on the 6E. I have my start time set to 00:00:00 and end to 23:59:00 but it clearly starts calculating volumes etc at some point in the morning and I don't know why and how to change this.
[2014-04-07 17:04:17]
Sierra Chart Engineering - Posts: 104368
This is getting confusing, because post #9 is from a different account. Is that you?

Also in the chart given in post #9 it appears like the Intraday Session Start Time starts around 08:00:00 in Chart >> Chart Settings. So this is going to be the reason why the Volume Profile starts at that time.
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: 2014-04-07 17:08:33
[2014-04-07 17:16:18]
Dom7364 - Posts: 257
My session start time under Charts Settings is 00:00:01, but indeed it starts to compute at 08:00. Does it only start to calculate volume profile at the moment in time I open up Sierra? In which case, I just need to keep it open overnight?


Thanks!
[2014-04-07 17:29:15]
Sierra Chart Engineering - Posts: 104368
If you are missing data in the Intraday chart, then refer to the instructions in help topic 7:
http://www.sierrachart.com/index.php?l=doc/helpdetails7.html

Does it only start to calculate volume profile at the moment in time I open up Sierra? In which case, I just need to keep it open overnight?
No and No.
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
[2014-04-08 06:44:21]
Dom7364 - Posts: 257
Thanks.Tried all that and doesn't solve the problem. The figures are correct for some levels on the volume profile but not correct at others, such as POC. This clearly has not to do with historical missing data but either a problem in the way Volume at price is calcuated or some session times option. Still a mystery.
[2014-04-08 07:54:28]
Sierra Chart Engineering - Posts: 104368
It is possible we are being deceived by the Range bars and the market trading within a tight range over an extended period of time.

Make sure you have Chart >> Chart Settings >> New Bar at Session Start enabled.

If it is, then set the chart to 1 minute per bar. Do you see data from midnight to 08:00.

In the most recent image you posted, it looks as though the data is not there. This is the problem with range bars. It is hard to definitively tell.
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
[2014-04-08 08:15:18]
Dom7364 - Posts: 257
Ok. I am getting correct volumes by adding "Use evening session" and "new bar at session start" (the latter was checked but not the "use evening session". Works fine it seems with Range or minutes etc.

Thanks SC Engineering for constant v good support.
[2014-04-09 04:19:32]
Sierra Chart Engineering - Posts: 104368
As long as the Start and End Time are set to display all 24 hours through 0:00 to 23:59:59, there is no need to enable the Use Evening Session. So that should not make any difference.

If you were to uncheck it you should not notice any difference.
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
[2014-04-10 09:52:54]
Dom7364 - Posts: 257
I wish this was sorted out, but agai, today, on the 6E, 24 hours going through 00:00 to 23:59 and getting strange volumes, clearly missing some contracts in there. POC to take a specific example shows 2949 at 1,3860. Incidentally, POC happens to be located at 1,3860 but with a volume of 3316 and not 2949. Again, not idea why. ?
[2014-04-10 10:16:39]
Sierra Chart Engineering - Posts: 104368
Sure we know why. Refer to the documentation here:
https://www.sierrachart.com/index.php?l=doc/doc_VolumeByPrice.html#VolumeProfileDifferences


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
[2014-04-10 11:07:09]
Dom7364 - Posts: 257
Not sure what is supposed to explain the difference reading at the documentation. All is understood, but not sure I see why. Please enlighten me!

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