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Date/Time: Thu, 01 Dec 2022 01:05:01 +0000



Custom Calculated Symbol Volume Question

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[2022-09-28 09:34:53]
ticinotrader - Posts: 309
Dear Support,

May I ask for your help/advice in the following:

I am building chartbooks for custom calculated symbols (spreads) and I need to display volume-based information for these symbols.

I have already checked the documentation here:
Custom Calculated Symbols: Custom Calculated Symbols Volume Calculations

I am trying a simple example: {Leg A}-{Leg B}

Based on the details, the volume should be the sum of the involved legs/components of the custom symbol - in this case, it should be the difference of the legs because of the minus sign used in the calculation.

Please see the attached screenshot that shows a 60min chart of the custom symbol and the two legs at the same time at a randomly selected moment.
All three charts are fully synced (linked by scroll position, and using the same session times) and scrolled back to the same moment in the past to show the exacts same period and guarantee that the last bar is already completed.

As you can see, Leg A Volume is 107789 and Leg B volume is 16103, so because of the LegA-LegB formula, the volume sum (difference) should be 91686, but the custom symbol displays 48697 contracts. So seemingly it is not the sum, but something else.

Can you please advise, if there is something I am missing, or if there is a fix to calculate the real sum (in this case difference) of the volume of the two legs?

Also can you please let me know what will be the result of this calculation if Leg B has a higher volume than Leg A during a given period?
Would that result in a negative value, or there would be the absolute value of the sum displayed for the Custom Symbol?

I am using SC 2442 and attached the chartbook for your reference as well.

Thank you in advance.
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