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Date/Time: Sat, 23 Nov 2024 21:48:16 +0000

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On DOM, Sold and Bot not correlating with additions to corresponding Volume Profile bars

View Count: 205

[2024-07-29 14:16:26] #1 [Go To First Post]
User802300 - Posts: 2
I am on Delayed data feed. An example is 896 added to Bot, 26 added to Sold, but only 456 added to volume bar at Bot price, whilst 466 was added to the volume bar at the Sold price.

[2024-07-29 14:25:59] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17153
We are not understanding this. You cannot look at the activity in market depth, and compare that to actual trading activity. There is no clear or consistent direct correlation with them. 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

[2024-07-29 14:56:54] #3 [Go To First Post]
User802300 - Posts: 2
I mean I am comparing the Market Orders to the Volume Profile that the Market Orders are building.

[2024-07-29 17:46:14] #4 [Go To First Post]
John - SC Support - Posts: 36238
How are you determining a specific value amount added to the volume bars? This really is not possible. Keep in mind that the volume bars are relative to the entire length of data that is in the Bot and Sold columns. So as any adjustments are made across the data, the entire volume bar will adjust accordingly. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-07-29 17:49:00] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 17153
There is no correlation between Market by Order data and Volume profiles. We cannot provide further help. 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: 2024-07-29 17:49:06

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