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Direct MessagesDate/Time: Sat, 27 Jul 2024 04:59:23 +0000
time and volume numbers do not match
View Count: 1087
| [2014-09-30 19:06:42] |
| User86586 - Posts: 5 |
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When I trade real time the volume in the time and sales window shows very low volume normally 1,2 some times 4 volume. When I replay the same time period I get completely different volume numbers ranging from 1 to hundreds. I am assuming that the replay is correct. what is happening to the volume in the real time trading?
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| [2014-09-30 20:51:25] |
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What you see in real time is correct. What this is an indication of is that the historical data is not tick by tick. Follow the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php However, in the case of Interactive Brokers historical data from Interactive Brokers will not be tick by tick since they do not have that. 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 |
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