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Date/Time: Fri, 27 Sep 2024 09:18:01 +0000

Post From: Unmatched - Volume

[2015-12-16 14:29:11] Link To Thread - Link To Post [Go To First Post]
ejtrader - Posts: 688
We will try to look at post #9 a little later, but it is not something we can get too soon. We have done all we can on it for now. Thanks sc team. Agree and you can put this in non-priority tasks list. However - got to admit this has given enough grief as I was building a custom study for which these values are important. It was more of a wild goose chase as I kept on trying to fix a non-existing problem with the code :( Would be using rithmic/CQG data until you get a chance to work on this. Though it is very minor - I just couldn't get my study to work reliably with CTS data in it's current state but no issues with rithmic/CQG data. May be a hint - My observation has been - this is when the chart is First loaded and this is true for the very last bar in question. Otherwise when a new bar is formed during realtime - haven't noticed this volume discrepancy issue (volume != ask+bid volumes). Would update if I could locate any other patterns. Attached is the image - which shows the data for the very last bar on 60 minute chart - which shows the discrepancy. thanks Date Time Of Last Edit: 2015-12-16 19:00:05


sc_lastbar_vol_difference.jpg / V - Attached On 2015-12-16 14:59:21 UTC - Size: 15.3 KB - 296 views