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Date/Time: Tue, 30 Apr 2024 20:41:06 +0000



Volume data from one chart to another is different?

View Count: 317

[2023-05-19 01:20:52]
User280673 - Posts: 27
I am running VBP study on multiple charts. However, I notice that one specific chart has different volume numbers than the others. Do you know what setting may be causing this?


On the primary data/trade settings, I have it set to 1 tick intraday storage and allow for Sierra chart data feeds. But, like I said it is only happening on one specific chart. The discrepancy is hundreds of contracts per price level.
[2023-05-19 17:55:17]
John - SC Support - Posts: 31235
There are a lot of possible reasons, but the most likely are the "Ticks per Volume Bar" and the "Volume Bar Calculation Method". Refer to the information for these here:
Volume By Price Study: Volume by Price Input Settings

But it could also be the period of the graph, or differences in the charts themselves. You would have to go through and figure out what is set differently that could give this result.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-21 18:34:42]
User280673 - Posts: 27
I have the same settings in the VBP for both. I made sure by triple-checked and going through each individual setting that they are identical from chart to chart. I went through the chart setting as well and made sure those are identical. However, I am still seeing discrepancies in the volume data. It seems that one particular chart is getting different data than the rest. I am not sure how that is possible though. I will continue to try to troubleshoot.

Please let me know if there are any other places I should look. Thank you for your support.
[2023-05-21 22:17:24]
Tony - Posts: 459
All the charts have the same time frame?
[2023-05-22 14:15:47]
Sierra_Chart Engineering - Posts: 14156
Go through the information in this section:
Working With Charts: Resolving Differences of Chart Bars Between Charts
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: 2023-05-22 14:16:01
[2023-05-22 16:53:17]
User280673 - Posts: 27
I was able to figure it out. In the chart bar period settings, the gap fill was randomly set to "Fill all bar gaps". Switching it back to "None" solved the issue. I appreciate your support.

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