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Date/Time: Thu, 12 Jun 2025 08:23:09 +0000



TVOL accumulated per bar

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[2022-11-05 18:26:04]
Ben A - Posts: 123
Hi,

I was wondering if there is a way of accumulating TVOL per bar eg total TVOL per 3 minute bar?

Currently I am using a workaround which is using 'bar difference' study against TVOL but I am not sure how accurate that is.

Thank you for your suggestions.
[2022-11-07 22:10:52]
John - SC Support - Posts: 40376
We are not sure exactly what you are looking for, as it sounds like you are just wanting a standard Volume study. Refer to the following:
Volume
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-07 22:20:30]
Ben A - Posts: 123
Hi,

Thanks for the reply - I am after the total volume across exchanges by bar using the TVOL market statistic. Using for example TVOL-NYSE_NASDAQ_NYSEMKT volume per 3 minute bar.

TVOL stat currently accumulates over time rather than accumulates per bar so looking for a way around that.

Thanks again.
Date Time Of Last Edit: 2022-11-08 13:48:47
[2022-11-08 16:51:27]
John - SC Support - Posts: 40376
We do not have this directly, but it is easy enough to create. Just use the TVOL statistic and then use the Study Subgraphs Subtract and use the Main Price Graph - Last for Input 1 and Main Price Graph - Open for Input 2. This is subtracting the Open from the Close to give you the net volume per bar.

You might want to change the Subgraph Draw Style to Bar to view a more classic volume bar. Refer to the following:
Chart Studies: Bar (ACSIL: DRAWSTYLE_BAR)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-08 17:47:27]
Ben A - Posts: 123
Awesome, thanks John

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