Support Board
Date/Time: Thu, 31 Oct 2024 10:13:12 +0000
How Does Sierra Chart Accumulate Volume at Price Levels for Custom Tick Sizes?
View Count: 153
| [2024-08-02 08:33:39] |
| User993794 - Posts: 1 |
|
Is there any documentation or explanation on how Sierra Chart accumulates volume for custom tick sizes? For example, if the tick size is 0.25 and I switch to a custom tick size of 1, how is the volume from the 0.25 tick size accumulated at different price levels? I have observed that for a tick size of 0.5, volume accumulates at half-number levels (e.g., 18250, 18250.5, 18251), but I'm unsure how the algorithm handles tick sizes of 0.75 or larger. Could someone clarify this?
|
| [2024-08-02 12:32:59] |
| Sierra_Chart Engineering - Posts: 16766 |
|
All we can say, is that in this case the values are rounded off to the nearest multiple of 1 using the standard rounding rule.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: