Support Board
Date/Time: Thu, 16 Jan 2025 06:57:05 +0000
Volume at price discrepancy
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| [2017-10-20 14:25:11] |
| User025822 - Posts: 35 |
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SierraChart Support, Please reffer to attached images... I have a Volume By Price VBP study attached to a 5min ES chart. Yesterday (October 19) the VBP study shows that there was a Volume of 641 contracts traded at 2545.25 (the low of day). This value seems incorrect if you compared it to the provided CME Time and Sales data that shows that 108 contracts were traded at this price. I have Ticks Per Volume Bar set at 1 My data is from CQG Fix Is there something that I should be setting to have this value right? Is there a bug here? Why would the value be so different? Thank you for your help |
 ES_Oct19.PNG / V - Attached On 2017-10-20 14:19:13 UTC - Size: 62.25 KB - 320 views ES T&S October 19.PNG / V - Attached On 2017-10-20 14:19:38 UTC - Size: 36.69 KB - 279 views |
| [2017-10-20 18:54:24] |
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Refer to this section here about this: Volume By Price Study: Volume Profile Differences The correct and definitive volume is 6640 for that price and date. Refer to:: http://www.sierrachart.com/image.php?Image=1508525565488.png 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 |
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