Support Board
Date/Time: Wed, 15 Jan 2025 04:46:46 +0000
no data nyse-pvol's volume study on 5/31/2017
View Count: 1373
| [2017-06-01 12:40:54] |
| User686802 - Posts: 69 |
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hi, my volume study on daily nyse-pvol shows around 2900M on days upto 5/30/2017, but starting on 5/31/2017 the day volume is non existent.
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| [2017-06-01 17:19:02] |
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This is due to recent changes. We can restore the period volume like it was before. We should have that out tomorrow. What you are seeing now is the number of volume updates per chart bar. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-06-01 17:26:45] |
| User686802 - Posts: 69 |
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Will 5/31 and 6/1 backdata ( would be good for completeness) be there when you fix for 6/2 and forward? Thanks
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| [2017-06-01 17:45:10] |
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No. What we will have to do is zero out those volume values because they are inconsistent with the prior and subsequent data.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-06-01 17:45:24
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| [2017-06-01 17:50:14] |
| User686802 - Posts: 69 |
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ok, and do I need to understand what the "recent change" was and how the nyse vol is calculated differently then before. If it is not important and insignificant, then fine but if is has an impact then it's good to explain it.
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| [2017-06-02 02:56:33] |
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It does not matter what the recent change was if you do not understand it. The calculation has now been restored as it was before.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-06-02 17:35:31] |
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We realize that the total volume calculation for a period as shown by the Volume study with the PVOL-* symbols is wrong. We are working on correcting that. It will be right on Monday.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-06-05 14:15:34] |
| User686802 - Posts: 69 |
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This morning 6/5 @10am EST the pvol-nyse is 155M whereas on Fri 6/2 @10am EST it was 362M. So it is half of Friday's volumn in the first 30 mins of trading. Where are you getting pvol-nyse from? I need to understand the method of the data (old or new way) because today is NOT relatively half of nyse volumn of Friday in first 30mins. It is some type of apples and oranges issue, I am not seeing the same thing!
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| [2017-06-05 17:26:00] |
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We are quite sure the one second period volume calculation starting 2017-06-05 is correct. For the PVOL-NYSE, the volumes are counted from the individual trade volumes from the trading activity of all stocks on the NYSE. We know the calculation on Friday (6-2) was not correct. It was higher than it should be. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-06-05 17:38:19
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| [2017-06-05 18:08:19] |
| User686802 - Posts: 69 |
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I am using Volume study on the pvol-nyse 1sec. The issue since last week is that the Volume study was wrong despite the correctness of the 1sec. Just read up to prior exchange msg, you guys admitted the vol study gave wrong info. That is the issue. You reply just now is not addressing the same problem. Just do the actual chart of pvol-nyse and volume study for last 7 days and see for yourself the problem. Don't guess at it when I gave you specific numbers and dates to see for yourself.
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| [2017-06-05 18:32:43] |
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This is now resolved. There is no problem at this time. The volume data on Friday for that symbol is not accurate and we will delete it. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-06-06 02:06:23] |
| User686802 - Posts: 69 |
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Todays nyse vol are broken down here http://www.wsj.com/mdc/public/page/2_3021-tradingdiary2.html Your 6/5 pvol-nyse Volumn study states 1627M for 9:30 to 4pm. The wsj.com has 2882M for 'Nyse' and 106M for 'Nyse Mkt' and 782M for 'Nyse Acra'. Can you just give an external web site for today's Nyse composite vol that something close to your 1627M ?? The comp nyse vol is publish everywhere so it is really troublesome that I cannot see this 1627M for today anywhere. Please help to enlighten me on this issue. Thank you! |
| [2017-06-06 05:43:14] |
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We know why there is a difference. We changed the calculation this evening to use the differences in the daily volume updates for individual stocks/issues, rather than summing the reported individual trade sizes. This change is the first time this is being done for the PVOL-* symbols. This will solve the problem. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-06-06 05:43:47
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