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Inconsistency between Time & Sales and Footprint

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[2022-11-18 01:27:35] #1 [Go To First Post]
User931936 - Posts: 5
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] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 16601
Make sure there is no volume filtering in the chart: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings 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] #3 [Go To First Post]
John - SC Support - Posts: 35034
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] #4 [Go To First Post]
User931936 - Posts: 5
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] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 16601
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] #6 [Go To First Post]
User931936 - Posts: 5
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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