Support Board
Date/Time: Sun, 02 Feb 2025 18:49:47 +0000
Post From: Vol Chart
| [2019-09-16 15:00:15] |
| Crtfyd - Posts: 281 |
|
I have a Vol chart set to Input 500. I have the Bid/Ask Depth Bars Study (Diff Bid-Ask), and Bid/Ask Depth Bars Study(Cumulative Diff Bid-Ask). There are times that the bars are missing, even though there are Price bar movements. I figure this is TransAct data related,either through manipulation of the data or just error prone(?). But my question is to what point does this effect my trading calculations in Sierra Chart? Am I to assume there WAS trading volume going on (hidden trades), or just error in data providing. I assume the the first. That either a big market maker of whatever didn't want the data and studies to alert to 'his" trades. Or he somehow got the Bid/Ask to quote net no Difference and not record a bar. Therefore this "missing" volume bars and Bid/Ask is actually an alert in of itself. Is this a possible assumption, or is it really less nefarious and data errors. Its all too common to think in this day and age of computers, that its data error. |