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Log of Changes and Improvements to Sierra Chart

This list contains major items of development, items which are notable, and changes and additions which users need to be informed about.

This is not a comprehensive changes and additions log. It only represents probably 25% of the actual development. There are not version notes for each version. The main Sierra Chart documentation is updated as needed relating to the changes and additions.

In addition to the below listed items for each version, there are also various low-level improvements, issues resolved, and small additions that a release may have which are not listed.

  • 1455 Release Date: 2016-08-23

    • Spreadsheet formula functions HLOOKUP and VLOOKUP have been fixed where the third parameter was off by 1. Any existing spreadsheet formulas using these functions need to be updated to pass in a value of 1 greater to continue to work as expected. For example: VLOOKUP(3, C1:E6, 1) should be changed to VLOOKUP(3, C1:E6, 2).
    • Text can now be added to an Arrow Chart Drawing on a chart by right clicking on the Arrow drawing and selecting Modify Text. This allows you to add text with an Arrow to point out something specific in a chart.
    • Improved handling of data errors when building the Volume at Price data for Historical Daily data. This will prevent Sierra Chart from freezing for an extended time when there are significant data errors in the Daily data.
    • Improved the Linear Regression End Channel study to support starting the lines in the current day using a starting Time only.
    • Added new study named Write Bar and Study Data to File.
    • Support for the new CTS order routing option with a lower per contract cost. More details will come shortly on this.
  • 1453 Release Date: 2016-08-09

    • Simple Alert formulas now support the ability to reference data beyond the last bar in the chart. This is useful for referencing the pullback data of the Numbers Bars Calculated Values study.
    • Corrected a problem from a recent release where Sierra Chart could freeze when displaying/selecting the Positions tab on the Trade Orders and Positions window.
  • 1452 Release Date: 2016-08-07

    • Corrected stock futures symbol parsing problem for Global Data Feeds.
    • Resolved the problem where when there is corrupted data received during a historical data download, an excessive number of messages were added to the Message Log causing Sierra Chart to freeze.
    • Added the option Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Use Encryption for Historical Data Downloads, in an effort to to work around corrupted data downloads that some users are experiencing. We would like to hear from users who are having a problem with receiving corrupted data during a historical data download, if this option resolves the problem.
    • Corrected problem with the setting of Price Multipliers in Chart Settings for futures spread symbols from the Sierra Chart Exchange Data Feed.
    • Other development.
  • 1448 Release Date: 2016-07-29

    • Ask Volume and Bid Volume difference above and below the point of control is now calculated for the Volume by Price study and can be viewed through the Chart Values windows.
    • A new TPO Profile Chart study Input has been added to not include singles in TPO count calculation above and below the Point of Control.
    • For Intraday Continuous Futures Contract charts, the rollover Date-Time now follows the Session Times and no longer rolls over exactly at midnight unless the Session times use a 00:00:00 Start Time.
    • In recent versions, for non-simulated trading the Position Quantity field in the Trade Activity Log and the Flatten button on the Trade Orders and Positions window was incorrectly using the order fill calculated Position rather than the Position data provided by the external Trading service. This is now resolved.
  • 1446 Release Date: 2016-07-22

    • Further enhancements and issues resolved with the new window tiling functionality on the Window menu.
    • The Clock - RealTime study now supports an AM/PM Input setting.
    • Various other low-level development and issues resolved.
  • 1445 Release Date: 2016-07-14

    • Corrected a problem from version 1427 where scanning of Historical Daily and Intraday charts was not functioning properly due to some changes in that version. This is now resolved.
    • Added Input Copy Column J From Formula Source Sheet to the Spreadsheet studies.
    • Basic cell range references and basic column range references are now supported by the INDIRECT Spreadsheet function.
    • Added the setting Draw Advanced Custom Study Drawings Above Other Drawings in Chart >> Chart Settings >> Advanced Settings.
    • Added the following menu commands:
      • Analysis >> Hide All Studies
      • Analysis >> Unhide All Studies
  • 1444 Release Date: 2016-07-13

    • Continued enhancements to the Market Depth Historical Graph feature.
    • Resolved issues with Symbol Settings and saving of trade orders. These were low-level issues which arose in version 1442 and 1443 relating to low-level internal changes.
    • Various other low-level development and issues resolved.
  • 1441 Release Date: 2016-07-07

    • Continued enhancements to the Market Depth Historical Graph feature.
    • Corrected a problem with the Relative Volume study which occurs when a new trading day begins in the chart during real-time updating or during a replay.
    • Corrected a problem where price multipliers for symbols that use a real-time multiplier were being incorrectly used for trading related messages when using the DTC Server in Sierra Chart.
    • Implemented new chart Tiling functions on the Window menu.
    • Various other low-level development and issues resolved.
  • 1437 Release Date: 2016-06-30

    • Corrected a significant problem from an earlier release with the storage of market depth data where full snapshots were getting saved every market depth update after the first 10 minutes of each hour. This was causing very large depth files. This problem is now resolved.

      This is a mandatory update and versions 1428 through 1436 will be locked out July 4. It is important to go to the /SierraChart/Data/MarketDepthData folder on your system and delete all of the existing depth files because they are excessively large and have unnecessary data in them.
  • 1435 Release Date: 2016-06-29

    • Continued enhancements to the Market Depth Historical Graph study.
    • Added new ACSIL functions: c_ACSILDepthBars* GetDepthBars(), c_ACSILDepthBars* GetDepthBarsFromChart(int ChartNumber), SaveChartImageToFileExtended(int ChartNumber, SCString &OutputPathAndFileName, int Width, int Height, int IncludeOverlays). Documentation for these will be added as soon as possible.
    • The Volume by Price study now supports the Display Underneath Main Price Graph study setting so its position can be fully controlled relative to other studies on the chart and the main price graph.
    • Corrected a problem where studies were not always getting fully calculated in Historical Charts under certain conditions. This problem arose from a recent release.
    • Various other low-level development and issues resolved.
  • 1430 Release Date: 2016-06-19

    • Added new Market Depth Historical Graph study which displays market depth data historically on the chart.
    • There is now support to store market depth data. Market depth data can be replayed both on a chart and on a Trade DOM and is accessible through ACSIL as well. For programmatically accessing the historical market depth data, refer to the c_ACSILDepthBars page.
    • The Number of Rows setting for the Spreadsheet studies now can be set as low as 2.
    • Various low-level improvements and issues resolved.
  • 1425 Release Date: 2016-06-07

    • Corrected an issue with the new Set As Independent Volume Profile for TPO Chart Volume by Price study Input setting.
    • Corrected an issue where Intraday data from the Sierra Chart Historical Data service was not being downloaded in time units less than 1 minute.
    • When replaying a chart, there is a new replay mode for calculating studies on every tick/trade.
    • Corrected small low-level issues.
    • In the next release, there are two new options for Rectangle Highlights: Center Text Vertically - When set the text is split from the top label and centered vertically within the highlight. Center Price Labels On Level - When set, the price labels (and potentially the text) are centered on the upper/lower highlight level. These are also supported from ACSIL in the s_UseTool structure.
  • 1419 Release Date: 2016-05-27

    • When using the Volume by Price study with the TPO Profile Chart study, all of the extension options for the Point of Control and Value Area are now supported with optional labels and they are all based upon volume profile calculations rather than TPOs.
    • Resolved a problem where you could receive an error about creating the Trade Manager. This has now been solved. It occurred from a recent release related to logging improvements for Trade Position data updates.
    • Other low-level development.
  • 1416 Release Date: 2016-05-24

    • The Message Log, Trade Service Log, Trade Orders and Positions, and Alerts Manager, now use the following Global Settings >> Graphics Settings color settings: General Text Window Background Color and General Text Window Text Color.
    • Added a new Input Setting to the Volume by Price study named Set As Independent Volume Profile for TPO Chart which when set to Yes, allows single Volume Profiles to be added to TPO Profile charts which are independent of the individual TPO profiles.
    • A new Volume Graph Period Type has been added to the Volume by Price study named "Specified Volume" which creates profiles based on the specified volume set with the Volume per Profile for Specified Volume Input.
    • This was previously added but now is currently documented: New ACSIL functions for getting and setting persistent SCStrings have been added to ACSIL.
    • Restored the original date control to the Date and Time Input setting for studies.
    • Intraday file writing is now done on a background thread of execution.
    • Other low-level development and issues resolved.
  • 1412 Release Date: 2016-05-14

    • Added Time Series Forecast study.
    • Corrected an exception issue from the previous release related to downloading of user files like Chartbooks at startup.
    • The new Sierra Chart installer is now released.
  • 1411 Release Date: 2016-05-12

    • Various low-level improvements.
    • Sierra Chart now receives updated account information even while running. Therefore changes to your account like with usage time payments and the Sierra Chart Exchange Data Feed are automatically received by Sierra Chart. There is no longer a need to restart. In the case of when using custom studies from other sources which require authorization, those authorizations and any associated files are also received without restarting Sierra Chart.
  • 1406 Release Date: 2016-05-06

    • Corrected a problem with New Spreadsheets where when referencing data on a different Sheet within a Spreadsheetwindow and the data changes in the source sheet, the cell containing the reference does not update in the destination sheet.
    • Added a new Background Coloring Method: "Based On AskVol BidVol Diagonal Difference Percentage" in the Numbers Bars study.
    • Added Global Settings >> Set System Date-Time from Server.
    • The two Username and Password settings for CQG FIX Trading have been combined into one. There is now also a new CQG setting in Global Settings >> Data/Trade Service Settings: Connect to Market Data Server.
  • 1401 Release Date: 2016-04-27

    • Corrected a problem from a recent release with the Move to Breakeven for Stop functionality not being active for server-side bracket orders.
    • Now when using the Sierra Chart Exchange Data Feed with the lower-priced CME Group exchanges, it is only necessary to connect once a month to a live trading account. The other times you can connect to the SC Data - All Services and still receive the CME real-time data. For Interactive Brokers, added the option Global Settings >> Data/Trade Service Settings >> Trade Settings >> Perform Automatic Trading Account Check for SC Exchange Data Feed. When this is enabled, a connection to TWS will occur automatically as needed when using the SC Data - All Services service in order to receive the real-time CME data if using the lower-priced CME exchange fees.
    • Numbers Bars Calculated Values study has two new subgraphs: Diagonal Positive Delta Sum, Diagonal Negative Delta Sum
    • The Numbers Bars study has a new Text Type named Ask Bid Volume Difference Diagonal. Separate color coding for this type has not yet been implemented. It also does not support minimum and maximum highlighting.
    • Internal performance improvements with the handling of text strings.
    • File >> New Instance now works for Transact users.
    • The list of spread symbols returned when using Get Spreads on the Find Symbol window are now sorted.
  • 1400 Release Date: 2016-04-23

    • Corrected a problem with CQG Bid and Ask processing which occurred during some recent changes.
    • For the Spreadsheet System for Trading study added the following new Spreadsheet Sheet inputs to control the order quantity for Buy Exit and Sell Exit: Use Seperate Exit Order Quantity and Exit Order Quantity.
  • 1399 Release Date: 2016-04-22

    • Corrected a problem with Bid and Ask update processing for Interactive Brokers and Rithmic which arose due to some recent changes.
    • Corrected a problem from 1398 which was causing a protocol buffer error when using the CQG trading platform service. This arose because a new protocol buffer definition file was being used ahead of the release on the CQG Web API production server.
  • 1397 Release Date: 2016-04-19

    • Additional performance improvements with TPO Profile Charts. The most recent changes are not likely to make a noticeable difference.
    • Corrected a problem that arose in the prior pre-release causing an abnormal shutdown related to chart drawings from Advanced Custom Studies.
    • New Data Recording Suffix: -BID_ASK_TRADE_SYNC.
  • 1395 Release Date: 2016-04-13

    • Added Study Subgraph Daily High Low study. This study will draw lines at the highest high and lowest low of the Study Subgraph being referenced, incrementally throughout the day.
    • Added support for TPO Profile splitting when the Sub Period Price Display Style study Input is set to Horizontal Bars.
    • Additional performance improvements with TPO Profile Charts.
  • 1394 Release Date: 2016-04-10

    • Additional performance improvements with New Spreadsheets. The opening of Spreadsheets is now faster when a spreadsheet is opened by the Spreadsheet Study.
    • Finalized improvements to the TPO Profile Chart study scaling which now has much improved performance.
    • Various other low level improvements and additions.
  • 1393 Release Date: 2016-04-05

    • Reduced CPU usage for the TPO Profile Chart study. The way scaling is handled is different and more efficient. The automatic adjustment of the scale based upon the high to low range is not yet fully implemented in this release but the basic functionality works. There is also a new study Input named Sub Period Price Display Style. It can be any of the following: Blocks, Letters, Horizontal Bars. Horizontal Bars is limited with display functionality but it is very fast.
  • 1392 Release Date: 2016-04-02

    • Resolved some issues relating to File >> New Instance.
    • Corrected a problem with the calculation of Maximum Open Position Profit/Loss for the currently open Trade Position after the position quantity has changed from the initial value.
    • Changed the JSON field names in the DTC Protocol client and server to support and use double quotation marks around them.
    • Solved problem with downloading of historical Intraday data for EUREX contracts when using Rithmic.
    • Performance improvements with the Trade >> Trade Activity Log.
    • Solved a problem with existing Continuous Futures Contract charts from existing Chartbooks not working in new instances of Sierra Chart when the Service is DTC - Sub Instance.
    • This version now supports downloading Historical Intraday data that is current to the real-time for ICE exchange symbols when using a supported trading service. This is a necessary update to receive real-time historical Intraday data for ICE symbols when authorized for that exchange in your trading account. This does not apply to the Sierra Chart Exchange Data Feed.
  • 1389 Release Date: 2016-03-29

    • Various improvements to the File >> New Instance functionality. There is now a setting to automatically start new instances on start up in Global Settings >> General Settings. This is a comma separated list of instance numbers.
    • Small low-level changes related to the management of Attached Orders when using the DTC Server.
    • New Chart >> Chart Settings >> Advanced Settings 2 option has been added: Show Hidden Drawings.
    • The Spreadsheet >> Quote Spreadsheet setting now applies to individual Sheets rather than entire Sheet Collections.
    • Numbers Bars study now allows Open and Close Marker Style to be set to Candlestick Body Filled or Candlestick Body Outline.
    • New study: Bar Delta Below Bar displays the current bar delta value below each bar.
    • Numbers Bars Calculated Values study Finish calculations have been updated.
  • 1386 Release Date: 2016-03-26

    • Various low-level trading related work relating to the DTC Server.
    • Corrected a significant stability problem which is caused by the DTC Historical Data Server which is used by the File >> New Instance command. It is critical to update to this release when using the DTCHistorical Data Server or New Instance.
  • 1385 Release Date: 2016-03-21

    • File >> New Instance has been added to start new instances of Sierra Chart.
    • Improvements to Constant Range Scaling. Some settings specific to the use of the Constant Range scale type have been merged into a new drop-down in the Scale window. The old settings that this replaced includes the Auto-Centering check box, the Constant Range Scale With Auto-Center: Use Last Price Only check box, and the Constant Range Scale: Keep Last Bar In View check box.

      A new constant range scale mode named Re-Center When The Last Bar Exceeds A Certain Number Of Ticks From The Center is available. The Scale window has been updated to include an input to specify the number of ticks to use for this mode.
    • Spreadsheets now have a TRUE/FALSE number format available.
    • VWAP Rolling study has new period type option "Days - 24 Hour Period" allowing bar-by-bar type of day rolling.
    • New Data/Trade Services to support the new connection model for FXCM and LMAX.
  • 1382 Release Date: 2016-03-16

    • Improvements to DTC Server. This includes the modification of server side bracket orders. The server (when Sierra Chart is used as a server) modifies the attached bracket orders to maintain the original offset they have to the parent order, on a parent fill.
    • Added support for LMAX Stop-Limit orders and resolved a problem relating to the modification of a Stop-Limit order for services that do not support Stop order modification.
    • Corrected a problem with TPO Profile Charts arising from a recent release where Letter/Blocks will be slightly misaligned when using a Letter/Block Price Increment in Ticks Input setting greater than 1.
    • Additional functionality added to the Relative Volume study. Added the Volume Average Type Input which has the options Average Volume and Median Volume. These control how the average volumes are calculated. Added new Study Subgraphs: Average Volume and Average Cumulative Volume, allowing access to the actual average values instead of the Relative Volume percentages.
    • Corrected a problem with the setting of the ACSIL variable sc.IsFullRecalculation arising in a recent release.
    • Corrected a problem from a recent release where some pricing data could potentially be skipped when filling simulated orders originating from Charts/Trade DOMs and modifying trailing stop orders originating from Charts/Trade DOMs. This did not affect back tests.
    • Corrected a problem with the cancellation of Attached Orders when there are linked orders. This arose in a recent release. In some cases some Attached Orders would not be canceled when they should be.
    • Disabled use of server-side OCO orders with the FXCM Trading service because the FXCM server is no longer handling those properly. We expect within the next 30 days to be releasing support for a new connection model for FXCM which will support full server-side OCO and bracket orders and have no account minimums.
  • 1377 Release Date: 2016-03-08

    • Improvements to the automatic downloading of user files from the Web server.
    • Continued improvements with the DTC Server.
    • Fixed a historical data issue with the Rithmic trading platform service relating to the downloading of 1 minute historical data from the Rithmic system.
    • Added support for forward curves with the Continuous Futures Contract option.
    • Added new Rollover Rule: "Number Of Calendar Days Before Friday Count Within Following Contract Month". This is used for the CBOE volatility Index futures.
    • Added support for LMAX Trading service through central FIX order routing connection using the DTC Protocol.
    • Menu commands have been added to go to prior and next Sheets within a Spreadsheet. Keyboard shortcuts can be manually set up for these.
    • Added a delay before starting a historical data request which occurs after subscribing to real-time data so that when the historical data download is complete, and if there is any small amount of data missing it is filled in with the real-time received data during that delay.
    • Various low-level improvements and issues resolved.

*Last modified Friday, 17th February, 2017.