Support Board
Date/Time: Thu, 16 Jan 2025 09:50:44 +0000
Post From: Volume at price discrepancy
| [2017-10-20 14:25:11] |
| User025822 - Posts: 35 |
|
SierraChart Support, Please reffer to attached images... I have a Volume By Price VBP study attached to a 5min ES chart. Yesterday (October 19) the VBP study shows that there was a Volume of 641 contracts traded at 2545.25 (the low of day). This value seems incorrect if you compared it to the provided CME Time and Sales data that shows that 108 contracts were traded at this price. I have Ticks Per Volume Bar set at 1 My data is from CQG Fix Is there something that I should be setting to have this value right? Is there a bug here? Why would the value be so different? Thank you for your help |
 ES_Oct19.PNG / V - Attached On 2017-10-20 14:19:13 UTC - Size: 62.25 KB - 320 views ES T&S October 19.PNG / V - Attached On 2017-10-20 14:19:38 UTC - Size: 36.69 KB - 279 views |