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Date/Time: Sun, 24 Nov 2024 06:22:30 +0000



LMAX and Volume Studies

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[2013-10-08 09:47:13]
User85153 - Posts: 7
To what extent are volume studies support with the LMAX feed?

In particular numbers bars and T&S - are the volume of contracts transacted accurately reflected - it appears that all T&S records are showing a volume of 1 per transaction which suggests Sierra isn't recording the volume date but just price at which transactions were carried out?


[2013-10-08 15:31:17]
Sierra Chart Engineering - Posts: 104368
LMAX does not provide volume data. A volume of 1 means one price update.
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: 2013-10-08 15:31:46

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