Support Board
Date/Time: Fri, 07 Mar 2025 01:08:31 +0000
Volume By Price discrepancy on 2 instances of SC
View Count: 528
| [2022-02-22 19:56:52] |
| User260640 - Posts: 9 |
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I run 2 instances of SC on my desktop. One is using Teton and the other is using Interactive Brokers (cough) as the trading service. I subscribe to Denali. Both are running identical Volume By Price Studies, running same chart book on both. On the GlobalSettings>>Common Settings>>Allow Support for Sierra Charts Data Feed is set to "YES" for both. The Symbols are for NQ, MNQ, ES and MES. Both instances of SC using LA time zone. Numbers Bars studies match on both instances. Double checked Volume By Price settings and are identical on both instances. The Volume by Price timeframe for both starts starts at 15:00:00 PT (evening session start time) and ends at 14:59:59 PT Discrepancy exists between the Volume By Price bars, the peaks don't match, the profile just looks different. For example on NQ negative VbP peaks are -377 vs -76 (IB instance) and 178 vs 90 (IB instance) My question is: Is the IB instance pulling data from Interactive brokers? I searched all over the support board and as long as you have "Allow Support for Sierra Charts Data Feed" set to yes the chart is using the more reliable Denali data feed. |
| [2022-02-23 01:33:21] |
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Refer to the information here regarding this: Volume By Price Study: Volume Profile Differences Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration My question is: Is the IB instance pulling data from Interactive brokers?
Regarding this, refer to:Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services 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 |
| [2022-02-23 04:27:36] |
| User260640 - Posts: 9 |
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Thank you very much, appreciate you taking the time to look into this problem. I overlooked that small detail of the "Intraday Data Storage Time Unit", 1 tick vs 1 second. You are correct the "M" is very clear at the end of the Symbol on the chart tittle, and it was there from the start. Cheers C da Silva |
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