Support Board
Date/Time: Thu, 06 Feb 2025 13:07:11 +0000
Post From: Different IntraDay Data to other platforms
| [2020-04-16 12:31:37] |
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So far the tentative conclusion is precisely this: I hope you are not saying now that the SC data are correct and all others are wrong. We get lower volume values with IQ data as compared to CQG. This is what we have for 2020-04-09 using session times of 0 through 23:59:59 using CET time zone: IQ Feed: 98476 CQG: 98482 Point of control for that date is 10550. This is using a price increment of 1. And we explain the session times above. What session times are you using? We did verify that 98476 is the right total volume as computed from intraday trades. We set the chart to one tick per bar and then used Cumulative Sum of Study , we loaded just 4-9 and we end up with 98476 at the last bar. You cannot make a comparison to the official daily volume reported by the exchange. The POC calculation is based upon the intraday trading data. So at this point, you are going to have to explain in detail and justify what these other programs are doing and explain why it is Sierra Chart is doing something wrong. In the end, if you will all want to believe there is something wrong with Sierra Chart we cannot change that, but our confidence at this point is 100% that Sierra Chart is completely correct with this point of control calculation of the Intraday trading volume based upon the session times given above. Maybe you are using different session times in the other programs. We recommend doing a manual calculation where where you are adding up all of the volumes at 10550 for 4-9. And that should exceed any other price. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-04-16 12:33:01
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