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Direct MessagesDate/Time: Fri, 19 Apr 2024 22:19:41 +0000
ES Volume at price going down
View Count: 1046
| [2014-05-23 14:25:38] |
| User13642 - Posts: 21 |
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I don't know if anyone else has seen this, but as I watch volume data by price in the ES, often the number of contracts traded will go down. I see this every day and it can happen at any price level. Is this a by-product of the data feed correcting itself or a bug in Sierra Chart? I use SCs data feed service, which is believe is through Bar Chart. Any insights would be helpful. Thanks.
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| [2014-05-23 16:35:37] |
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We do not understand this. Where exactly are you seeing "number of contracts"? Provide an image of the chart, by following these instructions: https://www.sierrachart.com/index.php?l=PostingInformation.php#Image 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 |
| [2014-05-23 19:10:47] |
| User13642 - Posts: 21 |
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I use TPO profile and have volume displayed by price. You'll see it to the right of the profile on the attached chart. These volume numbers should always go up as the ES trades at a certain price. Intermittently, they will go down - for example, a given price may show a contract volume of 2500, and as more trade happens, every once in a while, the price will go down to 2400, instead of new trades pushing the 2500 number up. It happens multiple times every day and can happen at any price. Hope this all helps. http://www.sierrachart.com/image.php?l=1400872049721.png |
| [2014-05-23 22:41:41] |
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The only reason this can occur is if you do not have a tick by tick data configuration: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php 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 |
| [2014-05-23 22:49:07] |
| User13642 - Posts: 21 |
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I have changed the settings and reloaded. Will keep an eye on it Tuesday. Thanks!
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