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Date/Time: Thu, 26 May 2022 05:14:44 +0000



FTX BTC-PERP ask bid volume

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[2022-05-14 13:23:34]
User887205 - Posts: 2
Hi

I noticed you guys recently added support for FTX market data, which is great.
I was wondering though if ask and bid volume has been switched around or something. When I added a Cumulative Delta Bars - Volume study to the chart I noticed it did the opposite of what you would expect from the price action (there will always be some divergences from PA of course, but it also diverged from other exchanges by a lot).

I then added a Multiply Bars by -1 study, basing it on the Cumulative Delta Bars - Volume study. When doing this I get CVD in line with what one would expect and it's similar to other exchanges, and it's comparable to the CVD data from FTX that coinalyze provides.

Is the ask bid volume switched?
Date Time Of Last Edit: 2022-05-14 14:56:35
imageBTC-PERP_FTX[M] 5 Min #1 2022-05-14 15_09_49.084.png / V - Attached On 2022-05-14 13:13:15 UTC - Size: 44.91 KB - 17 views
[2022-05-14 20:57:01]
Sierra Chart Engineering - Posts: 102878
The Bid Volume and Ask Volume could very will be reversed. It is an easy mistake for us to make due to how the particular field of information we rely upon for this may have been misinterpreted due to lack of clarity.

We will try to get a new release out tonight on the servers to resolve this.
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: 2022-05-14 20:57:18
[2022-05-16 07:14:01]
User887205 - Posts: 2
Data seems to be correct now. Thanks for the quick response :)

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