Support Board
Date/Time: Sun, 24 Nov 2024 01:01:33 +0000
Last size + Number of trades
View Count: 78
| [2024-11-07 00:06:57] |
| User377189 - Posts: 172 |
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Please see attached screenshot for ES The DOM is on the left and right in Time & Sales On the DOM columns are: price last size bid size/buy column Ask size/sell column On T&S columns are: Month-Day Time Price Number of trades The number of trades does not match to last size. In attached screenshot the number of trades 5 never showed on the last size. Mostly the last size changes from 1-2. What setting needs to be changed to get these aligned? |
Private File |
| [2024-11-07 04:48:43] |
| Sierra_Chart Engineering - Posts: 17154 |
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You cannot associate with Number of Trades to the Last trade size/volume on the Chart DOM. The two are completely different.
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 |
| [2024-11-07 08:29:02] |
| User377189 - Posts: 172 |
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In DOM does last size = contract lot? (i.e. an individual trader sold 10 lots of ES) or it shows 10 traders each took 1 lot trades = last size = 10 In T&S does volume = contract lot? (i.e. an individual trader sold 10 lots of ES) |
| [2024-11-07 15:56:03] |
| John - SC Support - Posts: 36238 |
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First, you need to keep in mind that the Time and Sales gives you all the information for the trades, whereas the DOM only updates at certain intervals, so you are going to see a snapshot of the Time and Sales in the DOM at a particular moment. The other thing to keep in mind is that you may have different combining occurring between the Time and Sales and the DOM. In particular, refer to the following for the chart: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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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