Support Board
Date/Time: Wed, 27 Nov 2024 06:26:33 +0000
Tying out Total Volume to public domains
View Count: 331
| [2023-09-12 21:51:33] |
| eharmenteros - Posts: 4 |
|
Hey team - Recently subscribed to your platform and I'm learning my way through it so any help here is appreciated. I've included two images: a) a 30 min chart of $SPY with Numbers Bars Calculated Values - Total Cumulative Volume and b) a snapshot of what Yahoo! reported volume to be on the same day (9/11/2023) for $SPY. I'm wondering my total volume isn't tying out to what's been reported in public sites like Yahoo. Did I overlook something? Moreover, what are the most optimal settings to display bid/ask spreads via number bars on US equities without compromising data integrity yet still have maintain the ability the easily see the numbers? 1 tick isn't legible in the slightest; 5 works, but noticed a bunch of unfinished auctions that werent the case under the 1 tick. Thanks again guys! |
 SPY TV 09112023.jpg / V - Attached On 2023-09-12 21:50:38 UTC - Size: 261.01 KB - 100 views SPY TV YAHOO 09112023.jpg / V - Attached On 2023-09-12 21:50:50 UTC - Size: 130.52 KB - 97 views |
| [2023-09-12 22:08:33] |
| Sierra_Chart Engineering - Posts: 17190 |
|
You will see the exact numbers, when you go to the Window >> Current Quote Window which shows the volume transmitted from the exchange. The Intraday bar volumes will always be less because there are some trades which have to be filtered from Intraday charts. And if an intraday chart is set to include the day session only, which it is by default, then the volume will be only showing the day session volume. Not the pre-and post-market. We do not know . You really have to come to your own conclusions: Moreover, what are the most optimal settings to display bid/ask spreads via number bars on US equities without compromising data integrity yet still have maintain the ability the easily see the numbers? 1 tick isn't legible in the slightest; 5 works, but noticed a bunch of unfinished auctions that werent the case under the 1 tick.
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 Date Time Of Last Edit: 2023-09-12 23:33:43
|
To post a message in this thread, you need to log in with your Sierra Chart account: