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Date/Time: Fri, 29 Mar 2024 01:46:49 +0000



Alarming volume discrepancy shown

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[2022-06-10 07:43:52]
User19165 - Posts: 346
See the attached screenshots. These are taken during screen recorded from real-time this morning. In screenshot _2, I would expect the recent bid volume traded and the footprint to be in exact sync at the highlighted price of 925.
imagerecent trades _1.png / V - Attached On 2022-06-10 07:42:48 UTC - Size: 399.35 KB - 117 views
imagerecent trades _2.png / V - Attached On 2022-06-10 07:42:58 UTC - Size: 419.59 KB - 110 views
[2022-06-10 09:18:49]
Sierra Chart Engineering - Posts: 104368
This is not within the scope of our support . Analyzing these things is very involved and we will not do that.

You need to do your own analysis.

We are not going to comment on this further.

If you are not happy with Sierra Chart find another program. This functionality is working properly.

You simply cannot make the kind of comparison that you are. The two data points you are comparing work differently. They both reset at different points in 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: 2022-06-10 09:19:54
[2022-06-10 10:01:56]
User19165 - Posts: 346
You can see from post _1 that they both have a value of zero but in _2 just a few seconds later they have different values when they should be the same from my understanding. I don't see how the footprint could have a lower value than the recent bid trades value when they are both starting at zero.

Why are you always so aggressive and rude to your long time loyal paying customers?
Date Time Of Last Edit: 2022-06-10 10:03:57
[2022-06-13 07:35:07]
User19165 - Posts: 346
More issues highlighted today. This was just one of many instances that I noticed in reviewing my screen recording from the day. This screenshot is taken directly from the real-time recorded video, not from a replay.

One of those two sets of numbers has to be wrong. They cannot both be right - that would be impossible.
imageMK-2022-06-13_192459.png / V - Attached On 2022-06-13 07:33:55 UTC - Size: 295.23 KB - 92 views
[2022-06-14 08:02:47]
Sierra Chart Engineering - Posts: 104368
There are two possibilities. And we cannot test any of this because it looks like you are using an exchange which we do not have access to. The images you are providing are hiding relevant information. Proper image specifications:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage

One possibility is that the chart is using volume filtering:
Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu)

Another possibility is there is a rounding error, with the price values causing the volume to be allocated to the incorrect price. Being these prices are integers, there should be no rounding and no errors.

You can see if there any rounding errors by using the Intraday editor:
Intraday Data Editor

First change the Price Display Format for the chart to .01:
Chart Settings: Price Display Format (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

What you would want to see is if the price values have any fractional value. They should not.

The other possibility is data is not being stored tick by tick:

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration


This would also cause volume data to be mapped to the wrong price level.
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: 2022-07-10 11:42:45

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