Support Board
Date/Time: Thu, 13 Mar 2025 20:02:23 +0000
Volume profile differences between downloaded vs live-recorded data
View Count: 128
| [2025-01-31 23:17:03] |
| sean3000 - Posts: 65 |
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I've noticed a significant difference in volume profile structure between downloaded data and live-recorded data. For the downloaded data, I've verified that Intraday Data Storage Time Unit is set to 1 Tick before downloading. I'm using MBO symbols such as META_MBO. |
 shot_250131_153905.png / V - Attached On 2025-01-31 23:05:10 UTC - Size: 46.16 KB - 34 views shot_250131_154505.png / V - Attached On 2025-01-31 23:05:13 UTC - Size: 46.52 KB - 30 views |
| [2025-02-03 15:55:52] |
| John - SC Support - Posts: 38642 |
|
We do see one other difference in the data in the chart, which is the volume for the 09:30 bar (or close to that bar, we can not tell for sure). Is this the same chart, with the data captured and then you deleted the data and redownloaded? Or are these different charts? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-04 19:03:16] |
| sean3000 - Posts: 65 |
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It was on the same chart in the same chartbook. I have not been able to reproduce the issue since it first occurred over the weekend. If I can reproduce it consistently I'll update this thread. |
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