Support Board
Date/Time: Tue, 25 Feb 2025 23:22:35 +0000
Post From: Questions Regarding Volume Profile (volume at price), Session Volume, and Footprint Charts
| [2021-02-25 21:01:13] |
| John - SC Support - Posts: 38172 |
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The Footprints use the same data as the Volume by Price (actual trades). And yes, the Numbers Bars (Footprints) require tick-by-tick (trade-by-trade) data. This is available through the Sierra Chart Data Feeds. When you refer to "Level 2", we are using the same definition that is used here: https://www.investopedia.com/terms/l/level2.asp 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: 2021-02-25 21:01:54
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