Support Board
Date/Time: Thu, 28 Nov 2024 00:33:48 +0000
1min candlestick bar volume issues
View Count: 345
| [2023-06-14 23:09:06] |
| User223734 - Posts: 103 |
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Dear Sir, I am using MNQU23-CME symbol for my chart, I note the real time volume is different when compared to aftermarket. eg. Time Zone setting Chicago (-6 CST/-5 CDT) Real time : 1 min candlestick volume on Wed 6/14 at 10:14 is 2827 Aftermarket : 1 min candlestick volume on Wed 6/14 at 10:14 is 526 Please helps to check the issue. |
| [2023-06-15 13:44:45] |
| John - SC Support - Posts: 36350 |
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Most likely your chart rolled over to the new contract, so you are now seeing the data for the U contract, whereas during the day yesterday - you were viewing the M contract.
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| [2023-06-15 16:00:08] |
| User223734 - Posts: 103 |
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I have manually rolled over the new contract on Tuesday! I am only viewing the U contract only.
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| [2023-06-15 17:12:01] |
| John - SC Support - Posts: 36350 |
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You are definitely having an issue with the particular contract you are viewing. The volume for the bar on 2023-06-14 at 10:14 is the following: MNQM23-CME: 526 MNQU23-CME: 2827 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-16 00:51:55] |
| User223734 - Posts: 103 |
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Dear John, As I mentioned, I changed the chart symbol to NMQU23-CME on Tuesday before 08:30am, I just check (@ 7:31pm Chicago time zone) the 1min candlestick volume on 8/15 from 08:30am to 04:00pm, it is back to normal but 8/14 and 8/13 candlestick volume record still has issues. I noted I am using "Continuous Futures Contract- Date Rule Rollover, Back Adjusted" setting, I wonder if it will affect the initial rollover candlestick volume record? Remark : I am using IB 'U23 contract" 1min candlestick bar volume for the comparision. |
| [2023-06-16 01:06:48] |
| User223734 - Posts: 103 |
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Dear John, I think I got the answer, when I change "Continuous Futures Contract- Date Rule Rollover, Back Adjusted" to "Continuous Futures Contract- Volume Based Rollover, Back Adjusted", all back to normal! |
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