Support Board
Date/Time: Tue, 04 Mar 2025 17:55:42 +0000
Post From: v2335 Produces Inaccurate Volume
| [2021-12-19 02:21:08] |
| Gary Number 2 - Posts: 130 |
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I look at the last 30 seconds of volume for each day. I simply have a chart setting time for 3:59:30 to 3:59:59 (EST). I use a volume study (basic). To determine settlement, I use a VWAP study of that 30 seconds. Because of the volume difference between the versions, the settlement prices were off and so was volume. Again, absolutely no changes were made to Sierra Chart except updating to the 2335 pre-release. Rolling back to 2331 immediately fixes the volume discrepancies. I just updated to prelease v. 2335, and the issue comes back. Rolling back to version 2331 (again), fixes the volume issue. Quite strange. See attached files labeled for their version. Volumes in v.2331 are accurate, whereas 2335 are grossly inaccurate. I compared all potential volume settings between the two versions with a fine tooth comb, without finding any differences whatsoever (again, there is a control here, which is that I made no changes to Sierra Chart after changing to their most recent version). Also, I had a user who had accurate volume, send me their chartbook from an earlier than 2335 version (2333) and in version 2335, that chartbook still produced inaccurate volume, while in their version of SC, it produced accurate volume. Also, I asked an additional Sierra Chart user to update to v.2335, and they had the exact same issue. I'm sure they'll be posting shortly. In the attachments, "ES T+1: xxxx.xx" uses VWAP of the 30 seconds volume, and "SVOL: xxxxx" is the volume of that 30 seconds. SVOL = Settlement Volume. Perhaps users who eventually point out the discrepancies (they're coming, I'm sure of it) can compare to the volumes, thus why I provide an explanation of the screenshot grabs of that info-chart. Date Time Of Last Edit: 2021-12-19 03:04:15
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 v.2335.png / V - Attached On 2021-12-19 02:40:44 UTC - Size: 75.27 KB - 203 views v.2331.png / V - Attached On 2021-12-19 02:43:19 UTC - Size: 78.52 KB - 185 views |