Why Ask/Bid-Volume differs from Last-Volume

[foobar]

Hello,

why volume indicator based on "Ask"/"Bid" bar periods has such significant difference vs volume indicator over "Last" bar period, as shown in screenshot?

Thanks!

p.s.: I use CQG data feed.

[sledge]

They don't always get filled?

Fake orders that get pulled?

Why would it be the same?

[RJay]

Hello,

why volume indicator based on "Ask"/"Bid" bar periods has such significant difference vs volume indicator over "Last" bar period, as shown in screenshot?

Thanks!

p.s.: I use CQG data feed.

Hi Foobar,

The "Ask" and "Bid" charts do not display transacted volume like the "Last" chart.

Volume indicators do not display volume on Bid or Ask charts.

The "Volume" displayed is level 1 supply @ask and level 1 supply @bid.

The supplies totals gets summed every time the chart updates.

So the Bid and Ask charts have larger totals.

RJay