Support Board
Date/Time: Sun, 24 Nov 2024 11:25:12 +0000
Time and Sales volume filtering not working properly with Combine Records
View Count: 271
| [2024-06-04 16:32:21] |
| random_user - Posts: 4 |
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Hi The Volume filtering option of the Time and Sales window doesn't work properly when using the "Combine into Exchange Reported Original Summary Trade" option. I have set a filter in both "Input Filtering" and "Combine Filtering" as mentioned by the documentation (Time and Sales Window: Combine Records >> Combine Records into Exchange Reported Original Summary Trade) but volume below the set value still appears. You can see the attached screenshot for an example. |
 Sierra Chart TS Volume Filter.png / V - Attached On 2024-06-04 16:22:14 UTC - Size: 92.16 KB - 60 views |
| [2024-06-04 16:40:57] |
| John - SC Support - Posts: 36238 |
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We are not able to reproduce this. When we put in the same settings, we only get the Time and Sales for volumes greater than 10. The only thing we can think is that you had not applied the change for the filtering. Make sure you select either Apply or OK to ensure that the filtering is being applied to the Time and Sales. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-07 14:34:27] |
| random_user - Posts: 4 |
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I did confirm the setting with Apply or OK. I uploaded a video on YouTube which show you the bug: https://www.youtube.com/watch?v=gjmEfIbmIes |
| [2024-06-10 19:46:06] |
| Sierra_Chart Engineering - Posts: 17154 |
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Make sure the Time and Sales Settings window you are setting this on is for that specific Time and Sales window. Each one has its own Settings window. If you remove Input Filtering >> Volume >= 10 value, and you see a lot more trades as compared to with that setting set, that are less than 10, then the setting is working but there are some cases where it is not able to filter out some trades less than 10. This is something we would not be able to help with at this time, if at all. This is something we are just not going to be able to help with beyond the information already given. It is just something we cannot help with. 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: 2024-06-10 19:48:28
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| [2024-06-10 20:19:37] |
| random_user - Posts: 4 |
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Make sure the Time and Sales Settings window you are setting this on is for that specific Time and Sales window. Each one has its own Settings window.
I had only one Time and Sales window open. If you remove Input Filtering >> Volume >= 10 value, and you see a lot more trades as compared to with that setting set, that are less than 10, then the setting is working but there are some cases where it is not able to filter out some trades less than 10.
If I remove the setting, of course, I have more trades appearing, but that is expected. So what you are saying is that in some cases the filtering just not works? |
| [2024-06-10 20:23:34] |
| Sierra_Chart Engineering - Posts: 17154 |
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Yes in some cases it just will not work. We suspect we know why, but it is something well beyond anything we can be spending time on. There is just way way too much complexity with all of this including with how the exchange is transmitting data. It is definitively something we will not be spending any time on.
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: 2024-06-10 20:24:04
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| [2024-06-11 06:57:51] |
| random_user - Posts: 4 |
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Understood! Thanks for your responses. Have a nice day :) |
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