Support Board
Date/Time: Tue, 26 Nov 2024 18:29:20 +0000
Empty Volume By Price with Renko (sometimes)
View Count: 460
| [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? |
 renko_vbp_issue.png / V - Attached On 2023-10-31 05:03:52 UTC - Size: 210.68 KB - 96 views |
| [2023-10-31 13:49:25] |
| Sierra_Chart Engineering - Posts: 17182 |
|
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. |
To post a message in this thread, you need to log in with your Sierra Chart account: