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Date/Time: Thu, 16 Jan 2025 00:22:45 +0000



Post From: VbP Bid Volume x Ask Volume values

[2017-08-11 11:02:24]
Jezz - Posts: 33
Hello
Maybe I'm wrong but spent lot of time searching for answer:

Study VbP displaying Bid Volume x Ask Volume Numbers in package3
with these settings:

http://i.imgur.com/c0ykXZz.png

and this display of ES, showing also a DOM with Current and Recent orders

http://i.imgur.com/zDznWF5.png

Observations:

1. The screenshot shows some mismatch between numbers from VbP and DOM columns. As an example for comparison, current values were reset before 2434 was traded again so values should match.
2. Bid x Ask values in VbP are different from same CQG data in other platforms.
3. The study at the bottom, shows a correct sum of values from Bid and Ask columns


Same shot without annotations: http://i.imgur.com/6JY1Wv7.png

Could you please provide some light on this?
Thanks in Advance
Date Time Of Last Edit: 2017-08-11 11:09:02