Support Board
Date/Time: Sat, 22 Feb 2025 17:18:18 +0000
Post From: Huge divergence between price action and cumulative delta bars
| [2021-01-31 09:56:31] |
| Sierra_Chart Engineering - Posts: 18527 |
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Regarding this, the reason we did not answer because what are we to do about something like this? The data is the data. It is what it is. The identification of whether a trade occurs at the bid or ask, this is what affects the Cumulative Delta Bars-Volume study, is from the Open Feed which we get from the data provider Barchart. We do not like to be in positions of having to explain certain market data behaviors. The data is what it is. It may look wrong. But why do you think it is wrong and we need an explanation that makes technical sense. What we want you to do is start looking at each individual trade, during the time period you have a question about, through the Intraday Data Editor: Intraday Data Editor You can see the bid and the ask prices for each record in the Intraday Data Editor and you can also see the volume assigned either to bid volume or ask volume. So if you see a trade that does not look right. Then why is it not right? We had a quick look at this ourselves and could not identify any obvious problem. 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 Date Time Of Last Edit: 2021-01-31 10:29:31
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