Support Board
Date/Time: Sat, 01 Mar 2025 14:20:23 +0000
Missing Trades in Chart Data
View Count: 469
| [2021-10-06 18:12:15] |
| User351936 - Posts: 2 |
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I'm on the free trial and trying to use number bars and volume. Upon comparing the charts to my brokers time and sales it seems that Sierra charts don't include lot sizes of less than 100 in any volume calculations. For higher priced stocks these trades can make up a significant amount of the volume. Is there a way to get volume to included all trades? Thanks Date Time Of Last Edit: 2021-10-06 19:32:33
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| [2021-10-06 23:35:46] |
| John - SC Support - Posts: 38292 |
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It is not a matter of not including lot sizes of less than 100. But, there are some equities trades that we do not include, in particular is the Odd Lot trades. We have looked into including them in the past, but it continues to create issues every time we have tried to do it. Basically what we are saying is that we might get around to adding the option for the different trades that are not currently included, but we can't say when that would happen. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-08 11:10:17] |
| User351936 - Posts: 2 |
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Okay thankyou. I think it would be a useful feature to include at some point given how inaccurate it causes higher priced stock data to be.
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