Support Board
Date/Time: Sun, 02 Mar 2025 21:04:32 +0000
Volume by Price for Spreads
View Count: 631
| [2021-10-20 20:59:49] |
| SpearChucker - Posts: 104 |
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Having an issue with several spreads and the Volume by Price Study. Several weeks ago I started getting strange looking VbP histograms of only a single price (see the first attachment). When I duplicate a chart/DOM it doesn't show any VbP (second attachment). This one's ZS, but there are others mostly in the Grains (CBOT). Energy products (NYMEX) and Metals (COMEX) seem to be normal. I was going to check another CBOT spread in the treasuries and was surprised to see a very limited list of spreads in ZB (third attachment). There should be many more listed. |
ZS1.jpg| [2021-10-21 00:06:02] |
| John - SC Support - Posts: 38292 |
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It looks like your setting for the Volume Graph Period Type is One Period from Start Time to End Time. If this is the case, then that is the problem, as that particular option does not calculate properly on the Trading DOM. We have updated the code to ensure that if selected, then it will change to the One Period from Session Start Time to End, when OK, or Apply is selected. This is the current method for any of the other options that are not available on the Trading DOM. This change will be in the next Pre-Release (v 2323). If you have a different Graph Period Type selected, then let us know and we will look into the issue further For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-21 00:47:41] |
| SpearChucker - Posts: 104 |
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John, Thanks. What about the shortened list of spreads for ZB and others I didn't mention. Will you look in to that? Or, should I open another support thread? |
| [2021-10-21 00:48:19] |
| John - SC Support - Posts: 38292 |
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Sorry - yes, we will check on that.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-21 21:46:03] |
| Sierra_Chart Engineering - Posts: 18607 |
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It is doubtful there is any problem on the Sierra Chart side with the listing of spreads for ZB. Tell us what particular spread you are looking for and we will check the master security definition file from the CME and see if it is in there.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-10-21 21:46:21
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| [2021-10-22 11:50:23] |
| SpearChucker - Posts: 104 |
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Maybe you're right. I just expected to see a lot more spreads, like in other products (ZC for instance). Here's a few symbols that I would expect to see in the list. They are not too far out to trade. ZBZ21-ZBU22.ZB.FUT_SPREAD.CBOT ZBH22-ZBU22.ZB.FUT_SPREAD.CBOT ZBH22-ZBZ22.ZB.FUT_SPREAD.CBOT Thanks. |
| [2021-10-25 01:55:42] |
| Sierra_Chart Engineering - Posts: 18607 |
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We searched this file: ftp://anonymous:anonymous@ftp.cmegroup.com/SBEFix/Production/secdef.dat.gz For: ZBZ1-ZBU2 It does not exist. Also note that years in that file use a single digit. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-10-25 01:56:04
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