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Date/Time: Thu, 02 May 2024 15:41:48 +0000



Vol Chart

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[2019-09-16 15:00:15]
Crtfyd - Posts: 277
I have a Vol chart set to Input 500.
I have the Bid/Ask Depth Bars Study (Diff Bid-Ask), and Bid/Ask Depth Bars Study(Cumulative Diff Bid-Ask).
There are times that the bars are missing, even though there are Price bar movements.
I figure this is TransAct data related,either through manipulation of the data or just error prone(?). But my question is to what point does this effect my trading calculations in Sierra Chart?
Am I to assume there WAS trading volume going on (hidden trades), or just error in data providing. I assume the the first. That either a big market maker of whatever didn't want the data and studies to alert to 'his" trades. Or he somehow got the Bid/Ask to quote net no Difference and not record a bar. Therefore this "missing" volume bars and Bid/Ask is actually an alert in of itself. Is this a possible assumption, or is it really less nefarious and data errors. Its all too common to think in this day and age of computers, that its data error.

[2019-09-17 12:00:20]
Sierra Chart Engineering - Posts: 104368
For proper functioning of that study, you need to use the current version of Sierra Chart and not an older version and use one of these data feeds:

Sierra Chart Exchange Data Feed

Denali Exchange Data Feed


We will not provide any further help unless you follow these above instructions.
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:
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Date Time Of Last Edit: 2019-09-17 12:00:42

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