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Date/Time: Thu, 14 Nov 2024 09:31:50 +0000



Empty Volume By Price with Renko (sometimes)

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[2023-10-31 05:05:27]
onnb - Posts: 662
The following is related to volume by price data that is missing for some bars and we are not sure why.

It comes up with Renko charts though I am not 100% sure its specific to Renko

Sometimes we get a bar that has a single trade and a volume of 1 and on these bars it looks like vbp data is empty (not a single level).

On these bars we can see
1. Tools value window shows volume of 1
2. The "Numbers Bars Calculated Values" Total Volume field is 0
3. A single level appears on the bar with 0 bid volume, 0 ask volume

See attached image

Is this expected?
imagerenko_vbp_issue.png / V - Attached On 2023-10-31 05:03:52 UTC - Size: 210.68 KB - 95 views
[2023-10-31 13:49:25]
Sierra_Chart Engineering - Posts: 17022
We are not going to spend any time researching this. This is out of the question.

Make sure the data is tick by tick.

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration



Also disable this option:
Chart Settings: Split Data Records (applies to Number of Trades, Volume and Range charts) (Chart >> Chart Settings >> Chart Data >> Chart Data menu)

We are not going to provide any further help with 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-11-01 02:25:08]
onnb - Posts: 662
Understood
Just leaving a note here for anyone that encounters this

The issue happens with Intraday Data Storage Time Unit set to 1 Tick.

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