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[User Discussion] - which volume is correct?
View Count: 1250
| [2014-04-10 03:13:11] |
| User63439 - Posts: 83 |
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hi there, i have a question regarding the volume shown in the quote board and the volume shown on my chart. quote board says 1481 contracts traded, but charts (upper chart shows 500 volume bars, lower chart 1500 volume bars) showing only 523 contracts traded ( 1 500 volume bar finished, and 23 contracts traded in second bar). im confused, can you please clarify. |
 volume.png / V - Attached On 2014-04-10 03:12:43 UTC - Size: 102.54 KB - 389 views |
| [2014-04-10 03:52:27] |
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This question is well outside the scope of our support. You need to understand our perspective on this. Unless we are presented with a Historical Daily bar chart with the volume study below, we are not going to try to figure this out. There are millions of things users can do with Sierra Chart and millions of problems users can create for themselves and millions of confusing things that can be created. And we do not try to figure out these millions of things. In general the kind of comparison you are doing is not valid as explained in help topic 43.7: https://www.sierrachart.com/index.php?l=doc/helpdetails43.html#h43.7 Support policy: https://www.sierrachart.com/index.php?l=doc/PostingInformation.php#GeneralInformation 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: 2014-04-10 03:55:36
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| [2014-04-10 04:28:02] |
| User63439 - Posts: 83 |
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heres the daily historical chart. not nessecary to figure out these millions things. it should be very simple for you to pull a 1500 volume chart with tt fix price feed and compare the volume to what quote board says. if you get same result, it cannot be a MILLION things going wrong. NOTE: MORE TRADED CONTRACTS MISSING COMPARED TO TRADED CONTRACTS SHOWN ON CHART |
| volume_2.png / V - Attached On 2014-04-10 04:24:40 UTC - Size: 217.46 KB - 383 views |
| [2014-04-10 04:35:45] |
| User63439 - Posts: 83 |
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regarding help topic 43.7 and 43.2 incomplete data from data feed: if data from tt fix is that incorrect (more traded contracts missing than traded contracts shown on chart), it must be by far the worst data feed i ever heard about |
| [2014-04-10 05:01:57] |
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The help topic we referred you to is specifically 43.7. It is not valid to compare a daily volume quote from the exchange to volume computed in an Intraday chart. Especially one based on volume bars which increases the likelihood of inaccuracies if it is not configured exactly as it should be and we do not know all of the details like the time zone. 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: 2014-04-10 05:02:26
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| [2014-04-10 05:56:39] |
| User63439 - Posts: 83 |
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time zone is paris or berlin or brussels. inaccuracy of a few contracts ok, no prob. but more traded contracts missing than traded contracts shown on the chart??? |
| [2014-04-10 06:04:07] |
| User63439 - Posts: 83 |
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could you be so kind and post a brent june contract 500 volume bar chart from sierra chart price feed (time zone brussels) so that i can compare sierra feed and tt feed? thanks in advance |
| [2014-04-10 07:28:34] |
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Here is a properly configured chart with 1 day per bar, for ICE Brent following exchange specified session times: http://www.sierrachart.com/image.php?l=1397114797720.png You can see from the compact tool values window, the calculated volume from the most recent Intraday chart bar is significantly less than the exchange reported Daily Volume from the Current Quote Window. As help topic 43.7 explains, this is from spread trading. 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: 2014-04-10 07:31:24
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| [2014-04-10 07:50:12] |
| User63439 - Posts: 83 |
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ok, thank you.
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