Support Board
Date/Time: Wed, 27 Nov 2024 19:38:06 +0000
(DOM) Volume by Price and Current Bid/Ask/Total Volume Not Correlating?
View Count: 481
| [2023-07-03 20:33:39] |
| markhamconner - Posts: 4 |
|
I am trying to make my VpB (Delta) correlate to the Current Bid/Ask columns but the numbers aren't making sense mathematically (see attached screenshots). What I am trying to achieve is marked in the green and my problem is marked in red. Current Ask - Current Bid should = VpB but it is not. Please let me know if you need further clarification. I cannot figure this out, have been trying for hours. Thank you! |
 Screenshot 2023-07-03 at 11.55.20 AM.png / V - Attached On 2023-07-03 20:30:29 UTC - Size: 450.98 KB - 185 views Screenshot 2023-07-03 at 12.09.30 PM.png / V - Attached On 2023-07-03 20:30:33 UTC - Size: 453.95 KB - 112 views Attachment Deleted. |
| [2023-07-03 21:39:16] |
| John - SC Support - Posts: 36343 |
|
Since the Current Traded column starts accumulating from when you open your Sierra Chart, or from when you clear the data, it becomes nearly impossible to make that data match up with a Volume by Price profile. You would have to time things perfectly to get them to match exactly.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-07-03 21:50:16] |
| markhamconner - Posts: 4 |
|
Even when I set the VpB to reset at market open and I clear the current traded column, as it populates new areas of the DOM, they still don't match up. Is there a reason for this? For example, let's say HOD is 4500, and there is no data on either VpB or Current Traded column above that price. When price goes to 4505 for example, even the new data accumulated on both VpB and current traded column do not add up mathematically if that makes sense.
|
| [2023-07-05 12:49:32] |
| John - SC Support - Posts: 36343 |
|
Please give us an image of what you are seeing when things are not showing correctly. Follow the instructions at the following link for how to take a screenshot: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-07-07 16:52:10] |
| Sierra_Chart Engineering - Posts: 17198 |
|
Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-07-07 17:13:21] |
| markhamconner - Posts: 4 |
|
So sorry for delayed response. The problem was that I using the free trial and using the SC data feed, so for some reason the data wasn't coming in correctly when using the VbP study with my DOM when viewing historical data. This problem has been sorted on my end now. Thank you! |
To post a message in this thread, you need to log in with your Sierra Chart account: