Support Board
Date/Time: Mon, 10 Feb 2025 14:48:36 +0000
Bug in recent bid/ask volume
View Count: 1052
| [2020-08-19 20:13:16] |
| user2837 - Posts: 76 |
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The attached es.png shows the total volume (in volume profile or volume by price study) at 3377 (in ES) to be 161 and the recent bid volume to be 249. Similarly, the total volume at 3377.25 is also 161 and the sum of the recent bid and ask volumes is 199+23 = 222. How could that be? The sum of the recent bid/ask volume can be at most equal to the total volume. set.png shows my settings. Recent bid/ask volumes are reset when bid/ask changes with a timeout of 1 second. FYI, the volume profile was running since 9:30 am. I have observed this bug many times and the recent/bid ask volumes that appear in the middle of the DOM have looked suspiciously too large to me at times. |
es.png| [2020-08-20 01:24:46] |
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There is no way for us to definitely know the starting time of that Volume Profile with that screenshot. Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration We are definitely certain there are no problems with the Recent Bid volume or Ask volume calculations. 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: 2020-08-20 01:25:34
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| [2020-08-24 19:03:32] |
| user2837 - Posts: 76 |
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Everything looks good after changing the data setting to ticks.
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