Support Board
Date/Time: Thu, 06 Mar 2025 13:15:17 +0000
# Volume price bars
View Count: 633
| [2022-02-02 13:56:04] |
| User478380 - Posts: 184 |
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Hello In Sierra, can one load a chart for the emini sp futures where each BAR on the chart can be set to a CUSTOMISABLE value that represents the volume of contracts traded. For example, if I chose a 1000 volume chart, then each price bar on the chart would represent the ohlc for 1000 contracts traded. Thanks QS |
| [2022-02-02 14:24:41] |
| User907968 - Posts: 836 |
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See here - https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#TimePeriodPerBar or more specifically, here - Chart Settings: Intraday Chart Bar Period >> Bar Period Type >> Volume Per Bar (Chart >> Chart Settings menu) |
| [2022-02-02 14:54:11] |
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Yes this is fully supported, and the documentation for it is given in the prior post. The Bar Period Type is Volume Per Bar 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: 2022-02-02 14:54:26
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| [2022-02-03 17:29:43] |
| User478380 - Posts: 184 |
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Hi, Thanks for the information. Can you please clarify why this needs to be done and what this actually achieves? It is recommended that you uncheck Chart Settings >> Advanced Settings >> Split Data Records when using Volume bars. QS |
| [2022-02-03 17:50:39] |
| John - SC Support - Posts: 38425 |
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Splitting data records will split apart a trade that is for a quantity greater than 1 in order to make the Volume bar be exactly the volume you specify. Otherwise, if the trade that would complete the bar is not "split" then your volume bars will not be exactly the value you specify (i.e. if you specify 1000 volume bars and you do not "split" the records, then you could end up with volumes of 1002, 1004, 1000, 1003, etc.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-03 17:53:03] |
| User478380 - Posts: 184 |
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Thanks for your response. From what you wrote, one should split records to make sure each bar has the same volume. Why would I uncheck it ? QS |
| [2022-02-03 18:03:05] |
| John - SC Support - Posts: 38425 |
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If you are using time-based bars, then you would probably not want to split records.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-03 18:08:19] |
| User478380 - Posts: 184 |
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No Im using volume price bars where each bar represents a user defined number of contracts traded. eg 1000v chart, 4000v chart. Im not using time bars bars. In this case, since I am using volume based price bars the correct setting would be to split records. Would you agree?
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| [2022-02-03 18:09:22] |
| John - SC Support - Posts: 38425 |
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Yes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-03 18:15:13] |
| User478380 - Posts: 184 |
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So I should CHECK the box. The recommendation is to UNCHECK the box. Do you see how that is confusing and a mistake in the notes ? It is recommended that you uncheck Chart Settings >> Advanced Settings >> Split Data Records when using Volume bars. |
| [2022-02-03 18:24:42] |
| John - SC Support - Posts: 38425 |
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Sorry, we did not notice that this was about the way that was written. You are correct, it is written the wrong way and we will correct it right away. You want that option to be "Checked" when using Volume Bars.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-03 18:27:49] |
| User478380 - Posts: 184 |
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Thanks for clarifying this point.
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