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Date/Time: Tue, 26 Nov 2024 21:37:51 +0000



Post From: Why is Volume Rounded to the Nearest Integer? And why in 10^-4 units?

[2014-06-13 17:21:46]
btcdt95 - Posts: 8
Well, I suppose we are seeing different things. Maybe what you are saying is accurate for recent trades, but not for older trades. Without even exporting the data, I can look at the text file inside of the SierraChart application and I see this:

9/15/2013  20:23:41  125.360001  125.360001  125.360001  125.360001  0  1  0  0
9/15/2013  20:25:45  125.360001  125.360001  125.360001  125.360001  0  1  0  0
9/15/2013  20:26:20  125.360001  125.360001  125.360001  125.360001  0  1  0  0
9/15/2013  20:27:11  125.360001  125.360001  125.360001  125.360001  80000  1  0  0
9/15/2013  20:27:16  125.059998  125.059998  125.059998  125.059998  10000  1  0  0
9/15/2013  20:27:16  125.050003  125.050003  125.050003  125.050003  0  1  0  0
9/15/2013  20:27:16  125.050003  125.050003  125.050003  125.050003  0  1  0  0
9/15/2013  20:27:16  125.050003  125.050003  125.050003  125.050003  10000  1  0  0
9/15/2013  20:27:16  125.040001  125.040001  125.040001  125.040001  10000  1  0  0
9/15/2013  20:27:21  125.010002  125.010002  125.010002  125.010002  10000  1  0  0
9/15/2013  20:27:28  125.360001  125.360001  125.360001  125.360001  10000  1  0  0

Based on your data, it seems as though you start multiplying unadjusted values sometime on 12/9/13 but before then all the values are multiples of 10,000 with all 000 at the end. After 12/9/13 there are observations like "3193" and "34292" but before then it is all "3000" and "30000." It would be great if you could show me what your data says for 12/8/2013 and 12/10/2013 to compare.
Date Time Of Last Edit: 2014-06-13 17:23:07