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Date/Time: Wed, 27 Nov 2024 07:47:39 +0000



Post From: UpTick, DownTick volume

[2023-04-27 10:23:18]
User453293 - Posts: 11
Hi I am experiencing something I don't understand. I am using volume charts and when I plot Uptick and Downtick volume, there are times when these values are greater than the volume per bar. Sometimes up to double the volume per bar. For example, the Uptick volume may be 100 where the chart is set to volume per bar of 50. When I plot Bid Volume or Ask Volume, I don't have the same problem.

Is this expected behaviour?

I am using Denali per tick intraday data and plotting SP500 emini.