Support Board
Date/Time: Sat, 15 Mar 2025 02:44:29 +0000
Dom Volume By Price study has wrong numbers
View Count: 1185
| [2022-07-06 14:17:27] |
| Kostas - Posts: 10 |
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Good evening, I am currently trading with sierra dom in the treasurie markets. I ve noticed that my volume by price study has wrong numbers a lot of times. First i can compare with a friend of mine who has jigsaw and his numbers are different. Also i have a current traded bid/ask column on it so i can just add the bid+ask numbers to check if its equal to the volume by price numbes which has total volume on it and its not. Attaching screenshot. Any help would be greatly appreciated. ps: i ve checked session settings,tick sizes,volume by price multipliers they are all correct, been having this problem for months and searching for solution on my own but nothing found so far hence i posted here. |
| Attachment Deleted. |
dom.PNG| [2022-07-06 17:53:27] |
| John - SC Support - Posts: 38678 |
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In terms of the Current Traded Bid/Ask data versus the Volume by Price data, your theory is correct in that the sum of the Current Bid/Ask should be the total volume. But you have to consider when the Current Traded Bid/Ask columns were reset. They would have to have been reset at the exact moment prior to the start of the period that starts the Volume by Price profile in order for the data to match up perfectly, and this is going to be very difficult. So you should expect some difference in this comparison. As to comparing to another system, refer to the following: Volume By Price Study: Volume Profile Differences For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-06 20:37:18] |
| Kostas - Posts: 10 |
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Hello John, thanks for your reply. As i said in the ps i 've allready checked tick settings, session times, volume by price multiplier and most of the stuff that are on that link. The problem i am describing is not relative to historical data. It happens live i saw it happening live today and many times before. So for example on that screenshot as 16.50 price was hit 27 buyers bought it but it printed 59 on the volume profile. The prices that are lower that have descrepencies too like 120'14.50 ( 517+1086 on the bid ask and 1190 on total volume) also was watching it printing it wrong live. The chart starts at 8:20 Est time and this was about 8:40 or something meaning that these prices were being printed live as the market was reaching new highs and there was no interference with old data to cause the difference between the current traded bid ask profile and the volume by price study. The jigsaw dom i was comparing too has very notable differences and has the same session settings too by the way. |
| [2022-07-07 14:52:13] |
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Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Tell us the symbol of the chart and then we will provide a Volume Profile for prior day. So you can compare to what you have. 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: 2022-07-07 14:52:35
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| [2022-07-07 17:34:05] |
| Kostas - Posts: 10 |
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That worked. I saw it was mentioned in the link John sent me but i could not find it under global settings because the link has instructions for the old style sierra settings. Thanks a lot !
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