Support Board
Date/Time: Thu, 19 Jun 2025 23:32:57 +0000
Sierra Chart Engineering: Question about sc.AskVolume[] and sc.UpTickVolume
View Count: 531
| [2022-06-08 19:25:17] |
| BenjFlame - Posts: 338 |
|
Hi, I have 2 questions and I would need precise answers, please. On this page ACSIL Interface Members - Variables and Arrays: sc.BaseDataIn[][] / sc.BaseData[][] I read: sc.BaseData[SC_UPVOL] or sc.UpTickVolume: This array contains the total volume of trades for the bar where the trades occurred at a higher price than the trade before or the symbol traded at the same price as before and previously it traded higher. Let's consider this sequence of 5 consecutive trades occurring at fictitious price levels starting at 1000: 1) 1 contract at 1000 at ask (uptick previously was 999) 2) 1 contract at 1001 at ask (uptick) 3) 1 contract at 1001 at ask (same price level) 4) 1 contract at 1001 at ask (same price level) 5) 1 contract at 1001 at ask (same price level) Do ALL 5 trades volume be counted in the calculation of sc.UpTickVolume ? Or just the first 3? I'm confused as when you said "or the symbol traded at the same price as before and previously it traded higher". I'm pretty sure trade 1-2-3 are counted in, but not sure about trades 4 and 5. Date Time Of Last Edit: 2022-06-08 19:27:36
|
| [2022-06-08 19:43:05] |
| |
|
All 5 trades would be considered Uptick volume.
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 |
| [2022-06-08 19:48:15] |
| BenjFlame - Posts: 338 |
|
Thank you for your answer. This brings the second question: Because of this, sc.AskVolume[] and sc.UpTickVolume should be pretty similar. I do notice some divergence which I attribute to, please confirm if I'm correct: Some Ask trades that happen on lower tick (NOT counted in uptick volume) and Bid trades that happen on Uptick (counted in). Would this explain the divergences? Are there any other scenarios that would contribute to those divergences? |
To post a message in this thread, you need to log in with your Sierra Chart account: