Support Board
Date/Time: Sat, 15 Mar 2025 22:59:24 +0000
[Locked] - SC Gives Different 1-Min volume for SPY than NYSE's Website
View Count: 881
| [2022-07-19 17:06:46] |
| Techotomy - Posts: 104 |
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I'm seeing significantly different volume for the SPY on Sierra Chart than I do on NYSE's website that is affecting my volume based indicators (e.g. VWAP). For example, the one-minute volume on SC for 9:30 EST today (7/19) is 410K. The volume I see on NYSE's website is 665k (https://www.nyse.com/quote/ARCX:SPY), which also agrees with what I see on TradingView. Why is the volume off and how do I get the same volume as NYSE?
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| [2022-07-19 17:31:48] |
| John - SC Support - Posts: 38678 |
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Refer to the information here: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes We still have our older Sierra Chart Exchange Data Feed that has a U.S. Equities exchange. It has the consolidated tape volumes, so the volumes will be what you are expecting, but it does not include level 2 market depth data. If you are interested in this, then refer to the instructions at the following link: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-19 17:55:43] |
| Techotomy - Posts: 104 |
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I'm not sure what I am missing. I already have the older Sierra Chart Exchange Data Feed sign and paid for and the Allow Support for Sierra Chart Data Feeds checked.
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| [2022-07-19 20:38:10] |
| John - SC Support - Posts: 38678 |
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Our apologies, we did not realize you were already on the Sierra Chart Exchange Data Feed. Is your symbol entered as just the symbol and without the -NQTV suffix? If you are seeing a difference then look at the barchart.com site to see if the volume they are reporting for the instrument is the same as what we have. We get that data from barchart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-20 07:39:39] |
| Techotomy - Posts: 104 |
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I appreciate your help. The symbol I'm using is SPY, not SPY-NQTV because i'm not using Nasdaq TotalView, which is really a PartialView based on the partial snapshot of data they provide compared to the rest of the US exchange activity. The volume on barchart.com (https://www.barchart.com/etfs-funds/quotes/SPY/interactive-chart) of 663K for this one minute is different than what SC is now showing me of 588K. Interestingly, the volume for this one minute candle increased significantly today from the 410K I saw yesterday. Both volumes are still different than the 665K i see from NYSE's website. |
| [2022-07-20 10:04:07] |
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The volume difference must have to do with certain trades which are filtered out because of certain sale indicators and Specifications to filter them out. They also can cause out of range values in the chart. There will not be any further work we are doing on the Sierra Chart Exchange Data Feed. We are working on new consolidated tape data feed coming directly from CTA and UTP. 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: 2022-07-20 10:05:21
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| [2022-07-20 10:17:37] |
| Techotomy - Posts: 104 |
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A reproducible filter should not explain why I get 410K one day and then 588K the next day. I look forward to the new feed. In the meantime, is there a data service that Sierra Chart connects with that can give the information I see on the exchange's own website?
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| [2022-07-21 17:39:14] |
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Where specifically in Sierra Chart are you seeing those volume numbers? You should see the correct volume in a Historical Daily chart, for all days in the chart other than the current day. More information: Historical Chart Prices: 12.4 - Origin of Data in a Historical Chart 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: 2022-07-21 17:46:59
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| [2022-07-21 20:24:23] |
| Techotomy - Posts: 104 |
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I am looking at the one-minute real-time intraday volume for the SPY. The example I have been referring to was regarding the one minute open at 9:30 EST on 7/19? Do you need screenshots of incorrect volume? You have a rule not to post pictures unless asked so that's why I didn't include any. It's really unbelievable to me and I cannot believe it's legal. TradingView nor eSignal can provide correct real-time volume for the SPY as well. I've reported it to other trading platforms multiple times and they retroactively fix the volume after the fact, but I'm coming to realization that I cannot trade the SPY with accurate real-time information and need multiple platforms to crosscheck data. Having accurate information used to be my first rule to making any decision making, but I have to make an exception for trading if I want to trade. Date Time Of Last Edit: 2022-07-21 20:24:45
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| [2022-07-29 19:29:27] |
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The volume is not going to change on a one minute bar. That is impossible. Unless you have re-downloaded the data and somehow the data in that one minute bar was previously incomplete for an unknown reason. It would have to be a scenario where the data feed was lost during the formation of the bar and then it was restored, but the historical data download failed. This would not be a common condition. Unless we know exactly every single detail related to this and have the access to the direct information, we cannot trust what we are being told because it simply cannot be true, other than for one reason which is unlikely to occur. That volume data is not going to change other than for the one reason given above. Our recommendation at this point in time is to discontinue the US equities data through the Sierra Chart Exchange Data Feed. Use the NASDAQ data feed, or wait for our new upcoming consolidated tape data feed but that will not be ready for several months. Nothing is going to change with the Sierra Chart Exchange Data Feed US equities data. There is no further development being done with that. So please do not use that data feed any longer if it is not acceptable for you. We want to make that very clear.! 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 10:44:57
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