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Date/Time: Fri, 27 Jan 2023 07:57:38 +0000



Inconsistency between Time & Sales and Footprint

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[2022-11-18 01:27:35]
User931936 - Posts: 3
Hello, I’ve recently started using the footprint chart for the ES and noticed an inconsistency between the chart and Time and Sales today.

As you can see from the attachments, there were numerous trades at the ask at 15:50 PM today, however the 1 minute footprint chart does not reflect these large orders.

Please let me know how this can be resolved.

Thanks
Private File
Private File
[2022-11-18 02:32:16]
Sierra_Chart Engineering - Posts: 6328
Make sure there is no volume filtering in the chart:
Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting menu)

None at all.

And increase the bar spacing to make sure that there are no numbers cut off:
Working With Charts: Changing Bar Spacing
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-11-18 02:33:26
[2022-11-18 15:04:47]
John - SC Support - Posts: 21711
Also ensure that you are consistent in the settings for combining trades. Specifically, if you want to compare the Time and Sales with the Numbers Bars, you either need to use the options for:
- Combine into Exchange Reported Original Summary Trade (Time and Sales Settings)
- Combine Trades into Original Summary Trade (Chart Settings >> Chart Data)

Such that either both of these are enabled or both are disabled. Otherwise there will be an inconsistency.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-18 16:00:03]
User931936 - Posts: 3
My Chart settings have no volume filtering. The settings for combining trades are consistent for both the Time and Sales and Numbers Bars.
This setting is disabled for both.
[2022-11-18 19:54:40]
Sierra_Chart Engineering - Posts: 6328
Do you only notice this during a replay? As long as there is no filtering and the bar spacing is sufficiently high enough, what you see in the chart bars at each price level is going to be accurate.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-11-18 19:55:04
[2022-11-18 23:24:44]
User931936 - Posts: 3
No, I thought the discrepancy was due to some sort of data issue so I switched Data/Trade Service settings to "SC Data - All Services" to see if the issue gets resolved. The Time and Sales window got cleared of all data. I ran a replay to get the Time and Sales data for the period where the discrepancy occurred so I could take a screenshot and post it here.

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