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Volume in historical intraday data download is distorted compared to real-time volume data from

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[2014-06-27 12:15:02] #1 [Go To First Post]
rc7rader - Posts: 144
I upgraded from version 1109 to version 1152 and noticed that the volume data between historical intraday data download vs real-time data from IB is not shown correctly. As shown in the attached chart, historical intraday data downloaded shows actual volume. So for 10,000 shares traded, the volume is shown as 10000. Cumulatively, the chart scale shows volume in hundred thousand to millions. However, when I connected to IB for real-time data which was plotted on the chart in pre-market, IB's data which is plotted on the chart is rounded by 100. So for 10,000 shares, volume shows as 100. This distorts volume displayed on the chart for real-time data. Thus, it is not possible to compare the historical data downloaded from the real-time data to determine if there was an increase in volume because all real-time data will show small volume. This was the problem I noticed and posted earlier but did not receive any response. I hope you can correct this issue. In the meantime, I'm going back to version 1109.


chart_volume_display_problem.jpg / V - Attached On 2014-06-27 12:08:41 UTC - Size: 370 KB - 433 views

[2014-06-27 16:08:34] #2 [Go To First Post]
rc7rader - Posts: 144
Never mind. Found a solution.

[2014-06-27 16:40:21] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We did see your posting previously. We needed more time to review and understand the problem but we will be working on a solution. 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

[2014-06-27 16:48:26] #4 [Go To First Post]
rc7rader - Posts: 144
Anyway, for your info. I set Interactive Brokers stock data volume multiplier to 100, but since volume shows 6 to 7 digits on the scale and exceeds the window space, I was able to make the volume round by 100 by going to Chart Settings, Advanced Settings 2 and changing Volume/Open Int. Multiplier to 0.01. Now the volume scale shows volume as 10000 instead of 1000000. Everything is back to how it was in version 1109.

[2014-06-27 16:58:28] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK this is good. 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

[2014-06-30 15:07:05] #6 [Go To First Post]
rc7rader - Posts: 144
I just realized that what I did is just a workaround. Every time I change the stock symbol on the chart, I have to change the Volume/Open Int. Multiplier to 0.01 again in Chart Settings, Advanced Settings 2. It gets tedious since I change stock symbols several times during the trading session to stocks that are active and moving. Update: I found that on Global Symbol Settings, I can also change the volume multiplier to .01 in the Additional Tab. However, I noticed that after setting it to .01, when I go back to it, it shows 0.0099999998 instead of .01. I know that when rounded off, this is .01 but I don't understand why it doesn't save as .01 so it doesn't have to round it off anymore. Maybe this needs to be fixed also. Date Time Of Last Edit: 2014-06-30 15:24:17

[2014-06-30 16:34:03] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will be solving the IB US stock data volume mismatch problem. This will be solved in the next release. However, I noticed that after setting it to .01, when I go back to it, it shows 0.0099999998 instead of .01. We will solve this. 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

[2014-06-30 16:46:05] #8 [Go To First Post]
User99689 - Posts: 27
Same problem as rc7rader with mini dow. Updatding sierra from 1144 to 1154 have altered intraday data.i have some gap in intraday data only that i can't resolved after redownloated, volume multiplier have changed and all my charts changed to time frame dayli. when i come back to 1144 all is ok.

[2014-06-30 16:52:20] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In response to post #8, the problem is not clear for us. Post an image of the chart you are referring to, by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#log 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

[2014-07-01 02:35:06] #10 [Go To First Post]
rc7rader - Posts: 144
Regarding post #7, when you solve the IB US stock data volume mismatch problem in the next release, does this mean I should revert the workarounds I did to the default settings, such as the chart volume multiplier from .01 to 1 and the IB stock data volume multiplier from 100 to 1?

[2014-07-01 03:23:08] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes. In the next release though the IB Stock Volume Multiplier setting will not be used. 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

[2014-07-01 03:32:15] #12 [Go To First Post]
rc7rader - Posts: 144
Ok thanks.

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