Tweet
I'm using eSignal Data Manager v8.0 Build 299.
I use 1-minute bar charts to calculate various volume based indicators like VWAP and Relative Volume.
Unfortunately, I have discovered that the 1-minute bar volume values can change drastically whenever a chart is refreshed. This is probably true for any intraday bar period, but I have not verified it.
For example: If I have a 1-minute chart that has been running since the session open (9:30 AM EST) my indicator might show the cumulative volume for the day to be 700K shares. If I refresh the chart, I often find that the cumlative volume can change by several hundred percent or more. I've exported the 1-minute bar volumes to Excel and have confirmed that they are indeed different for the refreshed chart.
This is a major problem because it renders any type of real-time intraday volume analysis totally worthless.
I've noticed this problem when monitoring futures, stocks and ETFs.
Can anyone at support confirm this major bug?
I use 1-minute bar charts to calculate various volume based indicators like VWAP and Relative Volume.
Unfortunately, I have discovered that the 1-minute bar volume values can change drastically whenever a chart is refreshed. This is probably true for any intraday bar period, but I have not verified it.
For example: If I have a 1-minute chart that has been running since the session open (9:30 AM EST) my indicator might show the cumulative volume for the day to be 700K shares. If I refresh the chart, I often find that the cumlative volume can change by several hundred percent or more. I've exported the 1-minute bar volumes to Excel and have confirmed that they are indeed different for the refreshed chart.
This is a major problem because it renders any type of real-time intraday volume analysis totally worthless.
I've noticed this problem when monitoring futures, stocks and ETFs.
Can anyone at support confirm this major bug?