Support Board
Date/Time: Tue, 04 Mar 2025 17:56:17 +0000
v2335 Produces Inaccurate Volume
View Count: 1271
| [2021-12-19 02:02:24] |
| Gary Number 2 - Posts: 130 |
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Upon moving to SC's latest prerelease, 2335, volumes are grossly inaccurate. For example, I track the ES's settlement volume, and there was a difference of roughly 15000 contracts between version 2335 and prior versions of SC (2333 through 2331 are accurate). That's a huge difference and if users track CME Settlement in real time, it will produce a different Settlement time. No response is necessary to this post since I have rolled back to version 2331, rather, this is an FYI to the SC Eng. Team so that prior to next week's trading, corrections to version 2335 can be made for the benefit of other users. SC Eng: please do not respond to this post. Simply press the "Thank You" button. Thanks |
| [2021-12-19 02:12:40] |
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This makes no sense to us. The version does not affect volume data. The intraday and Daily volume numbers comes from the data feed and what is received from the data feed is accurately presented within Sierra Chart. Where are you seeing this volume number? corrections to version 2335 can be made for the benefit of other users.
We have no idea what even needs correction and it makes completely no sense to us.We are definitely certain there is not a problem here. And there is some other explanation in your case. For example that Daily Volume that you see in the Window >> Current Quote Window, comes from the data feed. There could not be a problem with that, between versions. 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: 2021-12-19 02:16:18
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| [2021-12-19 02:21:08] |
| Gary Number 2 - Posts: 130 |
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I look at the last 30 seconds of volume for each day. I simply have a chart setting time for 3:59:30 to 3:59:59 (EST). I use a volume study (basic). To determine settlement, I use a VWAP study of that 30 seconds. Because of the volume difference between the versions, the settlement prices were off and so was volume. Again, absolutely no changes were made to Sierra Chart except updating to the 2335 pre-release. Rolling back to 2331 immediately fixes the volume discrepancies. I just updated to prelease v. 2335, and the issue comes back. Rolling back to version 2331 (again), fixes the volume issue. Quite strange. See attached files labeled for their version. Volumes in v.2331 are accurate, whereas 2335 are grossly inaccurate. I compared all potential volume settings between the two versions with a fine tooth comb, without finding any differences whatsoever (again, there is a control here, which is that I made no changes to Sierra Chart after changing to their most recent version). Also, I had a user who had accurate volume, send me their chartbook from an earlier than 2335 version (2333) and in version 2335, that chartbook still produced inaccurate volume, while in their version of SC, it produced accurate volume. Also, I asked an additional Sierra Chart user to update to v.2335, and they had the exact same issue. I'm sure they'll be posting shortly. In the attachments, "ES T+1: xxxx.xx" uses VWAP of the 30 seconds volume, and "SVOL: xxxxx" is the volume of that 30 seconds. SVOL = Settlement Volume. Perhaps users who eventually point out the discrepancies (they're coming, I'm sure of it) can compare to the volumes, thus why I provide an explanation of the screenshot grabs of that info-chart. Date Time Of Last Edit: 2021-12-19 03:04:15
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 v.2335.png / V - Attached On 2021-12-19 02:40:44 UTC - Size: 75.27 KB - 203 views v.2331.png / V - Attached On 2021-12-19 02:43:19 UTC - Size: 78.52 KB - 185 views |
| [2021-12-19 02:30:17] |
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There definitely is not a problem with volume in the current version. That is really completely impossible. And changing versions is not going to change this. We confirmed the intraday calculated volume for ESH22 for 2021-12-17 at 15:59:30 to 15:59:59.999 US Eastern standard Time is: 78085. There is no difference between any version. This is 100% certain and confirmed. No one else is going to have any problem at all. If there is some issue with the Volume Weighted Average Price study we are not aware of this and this would be very unlikely. 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: 2021-12-19 02:34:49
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| [2021-12-19 03:05:46] |
| thatAmaze - Posts: 1 |
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I also track the last 30s /ES closing volume. Upon updating to v.2335, I also observed the same as Trade Your Plan described. Please see attached screenshot. The intraday calculated volume for ESH22 for 2021-12-17 at 15:59:30 to 15:59:59.999 US Eastern standard Time is: 64908. Thanks for looking into this. |
| SC2335.PNG / V - Attached On 2021-12-19 03:04:04 UTC - Size: 20.48 KB - 195 views |
| [2021-12-19 03:25:31] |
| FTS3 - Posts: 8 |
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Another use here who also computes settlement and depends on software to function consistently between versions. After installing v.2335, volume was reduced vs v.2333. Any chance SC has tested these two versions for the stated date/time in the prior post and show consistent volume between versions? |
| [2021-12-19 06:04:23] |
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Any chance SC has tested these two versions for the stated date/time in the prior post and show consistent volume between versions? Yes the volume is consistent as shown here:https://www.sierrachart.com/image.php?Image=1639892381958.png Same volume as 2330. We tried then adjusting the session times to just 30 seconds and we do see the problem. It is not a volume issue but it is a time comparison issue which is apparently preventing the last second of Intraday data records from getting included in the bar, which ends at the session end time. So this only affects that one particular bar. It relates to supporting milliseconds time periods for chart bars. We will get this resolved. 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: 2021-12-19 20:19:31
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| [2021-12-19 20:12:33] |
| Bet_More_Tim - Posts: 21 |
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@ Trade_Your_Plan if you flip between the 2 pictures you posted, on the left side of the chart, by the blue square with the NQ in it, there is a lil price dippy in white, that is different between charts (actually there are 3 or 4 spots that do the same thing between your charts. So it looks like you have something else going on there) I'm wondering what data feed you folks are using? |
| [2021-12-21 00:32:58] |
| Sierra_Chart Engineering - Posts: 18651 |
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This is resolved in version 2337. This is currently the prerelease. Update instructions: Software Download: Fast Update 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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