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Date/Time: Sat, 15 Mar 2025 22:59:25 +0000



[Locked] - Wrong volume on Stocks

View Count: 1039

[2022-06-22 14:13:43]
Mustang77 - Posts: 122
Hi
Yesterday the volume on AAPL was 81 million, and on Sierra it shows 20.4 million.
Today, the volume is not correct either.
I think this $16/month data you have is very confusing and not accurate at all.
Do you have any suggestions?
Thanks
[2022-06-22 14:40:21]
Sierra Chart Engineering - Posts: 104368
This is explained here:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

The $16 data fee is for NASDAQ TotalView and that is paid to NASDAQ. It is not paid to Sierra Chart and we are providing the data 100% accurately as it is provided by NASDAQ. You are seeing the NASDAQ volume.

For yesterday because we had an interruption in the morning, we replaced the entire day, from another cconsolidated tape data feed that we have. We did that for consistency. We did not want to have a larger volume in the morning and a lower volume the rest of the day. We just replaced the entire day with the consolidated tape data.
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: 2022-06-22 14:40:54
[2022-06-27 07:11:08]
Mustang77 - Posts: 122
Hello

I pay for NASDAQ data to tradingview too, and the daily volume shown on tradingview does not coincide with Sierra.
Also, on Sierra, if i do "delete data and re download", it then shows completely different volume that before deleting the data...
So, i find it inconsistent and confusing to provide unreliable volume data, which is one of the most important data to work with.
i wonder if there's any solution to this discrepancy in volume data.
[2022-06-27 07:29:59]
Sierra Chart Engineering - Posts: 104368
For what particular date?
Also, on Sierra, if i do "delete data and re download", it then shows completely different volume that before deleting the data...

Definitively you should not have this problem at all. We do not even see how this would be technically possible.

Sierra Chart is not providing unreliable volume data. This volume data is 100% correct as provided by NASDAQ.
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: 2022-06-27 07:30:03
[2022-06-27 08:09:24]
Mustang77 - Posts: 122
Well, last week, on 22 june, i checked the daily volume on AAPL for 21 june and it was 81 million, and on Sierra it was showing 50 million, so i knew something was off, then i deleted the data and re download on Sierra, and it showed 60 million volume, so more than the previous data shown, but still off from tradingview, and on trading view i am getting realtime nasdaq data.
so there is discrepancy in volume data.
you can check yourself and you'll see that the data changes.
[2022-06-27 09:56:48]
Sierra Chart Engineering - Posts: 104368
There there was a problem on June 21. With the volume that you see in historical data compared to real time. That was an isolated incident on that day only. You absolutely are not going to have any problems on any other day. That is absolutely 1000% definitive. There is going to be no other issue.

The volume you see for NASDAQ TotalView from Sierra Chart is 100% accurate as provided by NASDAQ . There are no other issues and comparisons to other services are not valid because you are not comparing to NASDAQ TotalView from other sources.

There are no volume discrepancies! What you are seeing is NASDAQ TotalView volume. Accurately provided.

Refer to:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

This support request is final and we will not respond further.

Once again comparison to other sources is irrelevant. They are different.
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: 2022-06-27 09:57:23
[2022-06-27 10:03:29]
Sierra Chart Engineering - Posts: 104368
Although thinking about it you would see a discrepancy with volume on a historical daily chart where the bars other than the current day would show the consolidated tape volume and the current day will show the NASDAQ TotalView volume.
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: 2022-06-27 10:03:57
[2022-07-11 10:41:24]
Mustang77 - Posts: 122
Hi

AAPL daily volume on 7 july is 66.25 Million, thats the data from Nasdaq, which i'm getting from SierraChart and TradingView too, there is no difference, so the data is correct.
my question is, why on SierraChart market profile chart, the volume data is not the same?
On AAPL market profile chart, the volume profile shows 16.4 million for july 7th, when the volume profile on the daily candle chart shows the correct data of 66.25 million.
so the issue is with the volume profile for the TPO chart.
Do you know where the problem is ? i'd like to get the same data on the market profile.
( see photos attached )

Thanks
imageAAPL-NQTV[M] #2 2022-07-11 12_26_38.686.png / V - Attached On 2022-07-11 10:40:13 UTC - Size: 156.05 KB - 129 views
imageAAPL-NQTV[M] Daily #1 2022-07-11 12_38_21.425.png / V - Attached On 2022-07-11 10:40:26 UTC - Size: 130.04 KB - 134 views
[2022-07-11 10:59:40]
Mustang77 - Posts: 122
Also, that daily candle chart, the volume profile shows 66.25 million volume for the day, but if i change to other timeframe like 4H, 1H, 30min it will show the daily volume as 16.4 million.
isn't the daily volume profile supposed to show the same volume traded for the day regardless of the timeframe?
Thanks
[2022-07-30 10:55:19]
Sierra Chart Engineering - Posts: 104368
Refer to:
Time Price Opportunity (TPO) Profile Charts: Volume on TPO and Volume Profiles

There is no further information we are going to provide on this subject. It is final. This thread is now locked. If you are not happy with the data feeds, then do not use them! They work properly.
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: 2022-07-30 10:57:30

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