Support Board
Date/Time: Wed, 27 Nov 2024 19:50:53 +0000
Volume by Price study showing different values on different computers
View Count: 1279
| [2020-08-27 11:01:09] |
| Adam Schwartz - Posts: 81 |
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Hi, I have the volume by price study on my charts in the office and at home and I have noticed a discrepancy. A VPOC is showing a certain value on my computer at home but a different value on the computer in the office. When I set up sierra chart at home a while back, I did it by copying all the files on my office computer as per your instructions. I believe all the settings are in sync (ticks per volume bar and volume at price mult are both set to 1 on each computer). Just for further clarification, I am talking about ES futures, using VbP study (I have attached settings). On office computer, the VPOC is at 3288.75 and at home it is 3318 |
| [2020-08-27 18:05:48] |
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Refer to: Volume By Price Study: Volume Profile Differences 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 |
| [2020-09-02 18:41:44] |
| Adam Schwartz - Posts: 81 |
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I have been through the above documentation numerous times, with both computers next to each other. I have done everything to the word in that document. I am still getting different values on some stocks using 60min chart. Some symbols show the same values, but there are a good few that do not match up. It has to be something else as I've spent a few hours making sure everything is the same setting on each computer and I can guarantee that it is. What do you suggest? Thanks in advance, AS |
| [2020-09-02 20:02:22] |
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There must be some difference then with the underlying data in the chart. Re-download the data in the charts. Tell us one of the symbols you notice the difference with. Are you still noticing this?: , I am talking about ES futures, using VbP study (I have attached settings). On office computer, the VPOC is at 3288.75 and at home it is 3318
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 Date Time Of Last Edit: 2020-09-02 20:02:37
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| [2020-09-03 10:10:42] |
| Adam Schwartz - Posts: 81 |
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MPWR is an example. There are more like this. I have attached two images, which show the values on my office computer and home computer. Totally different. I have checked again this morning and all settings are the same. In fact, when setting up my home computer, I transferred all the data from office computer as per your instructions - but I have double checked that they are the same settings - which they are.
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Private File Private File Attachment Deleted. |
| [2020-09-03 17:46:42] |
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We need to get that particular chart and its study. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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 |
| [2020-09-10 12:08:48] |
| Adam Schwartz - Posts: 81 |
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I have attached three examples, DXCM and MPWR AND ESU20. It is only a problem on intraday charts and not on historical charts where the values between each computer seem to be in sync. However, on intraday charts, I am noticing LOADS of discrepancies...almost on every chart.
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Private File Private File Attachment Deleted. |
| [2020-09-11 10:13:11] |
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We want you to re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. This might have been related to a problem with historical data which we have resolved which might have led to missing data. 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 |
| [2020-09-11 11:45:54] |
| Adam Schwartz - Posts: 81 |
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I will do this for all my symbols at home. I will have to wait until next week to do them on the other computer in the office. Even if there was a problem with the historical data, I would have thought it would be consistent between both computers? I.e. both computers will be showing the same values on the intraday volume profile charts?
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| [2020-09-14 11:04:25] |
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Yes they should have the same values. If the data is the same and it should be the same.
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 |
| [2021-01-12 21:00:57] |
| Adam Schwartz - Posts: 81 |
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Hi, I am having to revisit this issue. I am still noticing discrepancies between my laptop at home and my computer in the office, suing the VbP study. I have taken my laptop into the office and checked that all settings are the same. I do not know why the discrepancies are still present but they are - VPOC, VAL and VAH values are different on some securities. The discrepancies are present mainly on US equities. FX and futures seem to be in line (for the most part). I have deleted all data and downloaded.Could you please look into this? There is something wrong for sure. Many thanks |
| [2021-01-13 05:43:03] |
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In each of the two charts which have differences, set the chart bars to 1440 minutes per bar. And then add the Volume study to the chart. Look at the volume for days where you notice differences and see if there is a difference in volume. Let us know if you notice a difference. 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 |
| [2021-01-13 15:30:39] |
| Adam Schwartz - Posts: 81 |
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I have done this and there is a difference in volume between the two computers. I have checked this one with symbol but the same is likely to happen with others where I am noticing discrepancies.
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| [2021-01-14 06:09:23] |
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Tell us the symbol. And what date has different volume.
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 |
| [2021-01-14 08:02:14] |
| Adam Schwartz - Posts: 81 |
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RGEN is one, pretty much everyday this year has had different volume
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| [2021-01-14 22:05:37] |
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We are posting some information for that symbol here: Date Time [ID0.SG1] Open [ID0.SG2] High [ID0.SG3] Low [ID0.SG4] Last [ID0.SG5] Volume [ID0.SG6] # of Trades
2021-01-14 09:30:00 208.51 221.38 208.15 212.35 390390 2759 2021-01-13 09:30:00 209.84 210.66 205.55 207.97 161003 1302 2021-01-12 09:30:00 206.96 207.26 201.38 206.44 239193 1525 2021-01-11 09:30:00 209.79 211.68 203.71 205.93 211566 1416 Date Time [ID0.SG1] Open [ID0.SG2] High [ID0.SG3] Low [ID0.SG4] Last [ID0.SG5] Volume [ID0.SG6] # of Trades 2021-01-14 09:30:00 208.51 221.38 208.15 212.35 390390 2759 2021-01-13 09:30:00 209.84 210.66 205.55 207.97 161003 1302 2021-01-12 09:30:00 206.96 207.26 201.38 206.44 239193 1525 2021-01-11 09:30:00 209.79 211.68 203.71 205.93 211566 1416 We have two servers which provide historical data for the Sierra Chart Exchange Data Feed. There are two sets of data, one from each server and they show identical values for volume and number of trades. Make sure both installations of Sierra Chart are up to date. There just really should not be any variation. 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 |
| [2021-01-18 13:07:32] |
| Adam Schwartz - Posts: 81 |
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I am using daily bars, historical chart and I am seeing different values. On the 14th Jan I have 619,400 shares traded on SC, which lines up with another data source I use. Why are you using 1440 minutes? The VBP study I use is set up to take into account trades pre and post market. On my intraday charts, I have time zone set 00:00:00 to 23:59:59 on both computers I use (I am based in the UK) yet occasionally there are differences in value areas between computers. I can appreciate that you say there should not be any variation, but there is. Both installations of SC are up to date. Thanks |
| [2021-01-18 23:18:19] |
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We are using an Intraday chart set to 1440 minutes per bar. This allows us to see the daily volume per bar easily. You need to use Intraday charts for the studies that you are using. Not Historical Daily 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-08 10:36:17] |
| Adam Schwartz - Posts: 81 |
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I am having to revisit the issue. I will try to keep it simple by just focusing on NQ futures. The value area generated for this week on my office computer is different to my computer at home, even though the settings are the same. I have attached a chartbook file from my office computer which shows the settings I am using. I have these same settings on my home computer yet the values I am getting are VAH = 12979, POC = 12600 and VAL = 12215. You can see that these are different values from the chartbook I attached (VAH = 13323.25, POC = 13183, VAL = 12564.25). What is strange and makes me think that there is some form of bug, symbol specific, is that on ES futures, I don't seem to get this i.e. the values are the same between both computers (sometimes 1 tick off). All settings are the same between both computers - study settings, time zones etc etc. What could be the problem? It makes this study worthless as I do not know which values are correct. I appreciate your assistance. |
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| [2021-04-08 20:05:00] |
| Adam Schwartz - Posts: 81 |
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I would appreciate any assistance on this matter. Many thanks
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| [2023-07-17 00:45:18] |
| TraderBiku - Posts: 36 |
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Did you find a resolution to this Adam? A friend of mine and I are trying to synch our volume profiles on NQ and are having a hard time getting them to synch - it's often close, but definitely not identical. Is there any chance that different data feeds (ie Denali vs Rithmic) would have slight data differences that would cause a discrepancy?
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| [2023-07-17 08:41:26] |
| Sierra_Chart Engineering - Posts: 17198 |
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Yes this would be the reason: Is there any chance that different data feeds (ie Denali vs Rithmic) would have slight data differences that would cause a discrepancy?
Refer to: Volume By Price Study: Volume Profile Differences 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 |
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