Support Board
Date/Time: Fri, 29 Nov 2024 14:39:19 +0000
Post From: Market Statistics - UVOL/DVOL
| [2022-03-18 19:43:11] |
| 1+1=10 - Posts: 270 |
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Hi. I’m a fellow user. However, I answer questions on the board frequently to relax. Variants of this question get answered frequently. SC’s engineers have literally written pages of explanation with diagrams comparing their market statistics to other feeds — you should definitely read it: Sierra Chart Market Statistics: Market Statistics Calculations Compared to Other Data Services In short: 1. These statistics are calculated on the spot by platforms; all the platforms may have slightly different formulas. 2. The SC engineers do not know the formulas that Trading View, ThickOrSwim or anyone else uses to calculate their market statistics; thus, they can’t compare and contrast. 3. The different platforms calculate market statistics at different frequencies. This is notable on the TICK where SC often has higher extremes because it is calculated more frequently. 4. SC thinks their calculations are correct. You can see how they calculate all the stats here: Sierra Chart Market Statistics: Symbols Lastly, can you program? If so, you could subscribe to Polygon.io and calculate these statistics yourself. You could even make market-weighted versions of them. Date Time Of Last Edit: 2022-03-18 19:43:31
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