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Log of Changes and Improvements to Sierra Chart

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

This is not a comprehensive changes and additions log. And it should never be relied upon for such. It only represents a very small percentage of the actual development being performed every day. The vast majority of development is not documented here. Or receives, one small comment after it is all complete. There are not version notes for each version. The main Sierra Chart documentation is updated as needed relating to the changes and additions.

The maintenance of this page has mostly been abandoned by Sierra Chart development for many years due to the difficulty of maintaining it and because users can be incorrectly misled by or misinterpret notes that are made here. This does not change, the development of Sierra Chart which is very active every day and new releases are made nearly weekly or several times a week. The Sierra Chart project is still very active, with extensive development and it remains a very high quality software in the world. The engineering is at the very top of the world.

• 2230 Release Date: 2021-02-13

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  • Support for the new EUREX data feed for real time and delayed and historical data. It is necessary to be running this version or higher to access any EUREX data. This was not expected to be the case unless you required real-time EUREX data but we realize now, that all users requiring EUREX data will need to update to this version or higher. We do apologize for this requirement.
    
    It is important to not be too far behind with Sierra Chart updates. You should generally be up-to-date within the last three months.
  • Resolved a potential issue related to changing the quantity of an order or canceling an order on the chart which could potentially cause an exception.
  • New studies added: One Time Framing, Covariance, and Premier Stochastic Oscillator.

• 2226 Release Date: 2021-02-01

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  • Added functionality to the Large Volume Trade Indicator to support the Total Bid/Ask Volume. When selected, the larger Total Bid or Total Ask volume at that price is displayed.
  • New studies added: - Moving Average - Variable Index Dynamic, RAVI, Turbo MACD
  • New Subgraphs for Numbers Bars Calculated Values 2: Time Since Price Touched Bar High and Time Since Price Touched Bar Low.
  • New Draw Mode options in Large Volume Trade Indicator. Based on Entire Bar Total Volume Above Threshold and Based on Entire Bar Bid/Ask Volume Above Threshold.
  • Corrected a minor inefficiency issue in charts when market depth data is subscribed. Additionally in the case when the chart symbol uses a Real-time Price Multiplier other than 1, if the chart uses market depth data, it would always update under certain conditions even when there was no market activity.
  • Advanced Custom study DLL loading management. For more information, refer to this Support Board thread.

• 2219 Release Date: 2021-01-12

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  • Implemented new Global Settings >> Data/Trade Service Settings window using the new settings window format.
  • Added new Global Settings >> Data/Trade Service Settings >> Common Settings >> Maximum Historical Market Depth Days to Download setting.
  • Implemented Advanced Custom Studies DLL Loading Management.
  • Corrected a problem with the CQG trading service, where when getting the option symbols for a particular symbol from CQG, or using a CQG symbol as a Trade only symbol, and that particular symbol was not used for obtaining a quote or a chart during the connection, when a chart is later opened for that symbol or it is used on a quote board, and the market data is requested from CQG at that time, the correct_price_scale variable had not been processed in the symbol resolution report.
    
    Therefore, leading to incorrect prices when processing market data. This is an unusual scenario and the underlying reason for this is a not well-designed API from CQG and a design that we fundamentally disagree with for various reasons including the fact that it greatly increases code complexity with the mapping of symbols to server assigned and connection specific IDs which CQG uses. For example, even submitting an order requires an integer identifier rather the actual symbol. This specific design is not used by any other supported Trading service. This issue arose when we added support with the CQG Web API to use a Trade Only symbol which originally was unsupported due to this unusual design from CQG.
    
    There are also other verified causes of incorrect data from CQG which are unrelated to this and are a CQG server issue.

• 2214 Release Date: 2020-12-29

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  • New ACSIL functions added:
    sc.IsLastBarClosedBasedOnElapsedTime
    sc.GetBidMarketLimitOrdersForPrice (for accessing the market by order data)
    sc.GetAskMarketLimitOrdersForPrice (for accessing the market by order data)
  • Some changes have been made in ACSIL regarding modification of Chart Drawings which use the s_UseTool::RetracementLevels[] structure array member.
    
    The following structure members: s_UseTool::Color, s_UseTool::LineWidth, s_UseTool::LineStyle now will only modify what are regarded as the special levels of these types of Chart Drawings. These are levels that you can see in the Chart Drawing Properties/Configuration which cannot be removed. For example, the main sloping line of the Price Retracement drawing would be considered a special level.
    
    It is now supported to add additional levels just by setting the value for those levels within the s_UseTool::RetracementLevels[] array.
    
    To change any of the appearance properties of the visible levels, not the special levels, then this can only be done through the following structure array members: s_UseTool::LevelColor[], s_UseTool::LevelStyle[], s_UseTool::LevelWidth[].

• 2211 Release Date: 2020-12-19

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  • New ACSIL member to access the same data as the Large Volume Trade Indicator study: sc.p_VolumeLevelAtPriceForBars. This is a pointer to this class: c_VolumeLevelAtPriceContainer. This class is derived from c_VAPContainerBase and uses the s_VolumeLevelAtPrice data structure. Therefore, it functions the same as sc.VolumeAtPriceForBars except that the structure is of type s_VolumeLevelAtPrice.
  • Support for Market by Order of from the CME. This only works with the Denali Exchange Data Feed and the Delayed Exchange Data Feed. This is enabled through Global Settings >> Sierra Chart Server Settings >> Subscribe Market by Order Data when Market Depth Subscribe.
    
    The position in queue for the orders may not be correct as it is based upon the exchange order ID whereby a lower order ID means an order will be considered to be filling earlier than orders with a higher order ID. This may not actually be correct because as an order is modified, the CME order ID remains the same. If we have this wrong, additional work is required for us to utilize the timestamp of an order update from the exchange to determine its position in queue.
  • Ability to hide Trading Account list Box on Trade Window. Accessible through the Trade Window Settings sub menu.
  • Added option on Scale Window for Use in Left Side Scale. The first found study that has this enabled will be used to set the scaling for the Left Side Scale (if it is enabled). This setting is Off by default, therefore if you had a study that was setting the Left Side Scale, you will need to enable this option for that study to continue to have it set that scaling.
  • Universal support for wide/16-bit/Unicode characters. Now all character sets in the world can be used throughout Sierra Chart universally. The menus can be customized. Soon there will be support for customizing the text of control bar buttons into another language and also for the settings names within the new Settings Windows which are replacing the older dialogs in Sierra Chart. This will bring about universal support for any language within Sierra Chart. Also it is now supported to use any character set when setting text on Chart Drawings.

• 2204 Release Date: 2020-11-27

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  • Resolved a problem from version 2199, where historical Intraday data for exchange traded symbols other than the CME Group was not being downloaded when using SC Data-All Services and you did not have one of the Sierra Chart Exchange Data Feeds active on your Sierra Chart account. This is now resolved.
  • Resolved problem with the initial loading of market depth data in a chart, where there was excessive amount of records processing which would cause freezing of Sierra Chart. If you are using the Market Depth Historical Graph study, it is essential to update to this version or higher. Our analysis of the problem is that this has been a long-standing issue. If you have experienced delays or freezing when opening a Chartbook, and you are using the Market Depth Historical Graph, then most likely it is due to this reason.
  • New Subgraphs available in Numbers Bars Calculated Values 2: Volume Above Volume POC and Volume Below Volume POC.
  • TPO Value Area can be colored differently for Day and Evening Sessions when TPO Block/Letter Color is set to Separate Colors for Day and Evening Sessions.
  • The High Compression option is now available again in Global Settings >> Sierra Chart Server Settings. This works with all Sierra Chart provided data feeds and provides a higher level of data compression.
  • Added two new studies: Gann Trend Oscillator and Gann Swing Oscillator.

• 2196 Release Date: 2020-11-17

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  • Resolved an issue with the Daily OHLC study preventing the lines from being calculated when using an evening session in the Chart Settings which starts before 12 PM.
  • Resolved an issue with the High/Low for Time Period-Extended study with the Line Stop Time Input not being followed when it is near the end of the day in some cases.
  • Resolved problem where replay does not continue at the transition from one futures contract month to the next, when the chart is using the Continuous Futures Contract option.
  • Continued development of support for downloading of historical market depth data. This is expected to be released soon.
  • The SCDateTime and SCDateTimeMS Date-Time classes used within ACSIL and Sierra Chart are now exactly the same. SCDateTime now functions exactly like SCDateTimeMS where when comparisons are done, they are done to the microsecond rather than to the second. And there is no longer any internal rounding to the nearest second in SCDateTime for functions which would previously do this like SCDateTime::GetTime.

• 2195 Release Date: 2020-11-11

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  • New setting in Customize Chart/Trade DOM Columns called Use Size Suffix. When enabled for a column, the size data for that column will be displayed using the Large Integer with Suffix format.
  • New Input on Market Depth Historical Graph named Automatic Combine Increment Adjustment Value which, when set to a value greater than 5, will allow the Market Depth Historical Graph to automatically combine/disjoin increments as the chart scale is changed.
  • The return type for the following ACSIL functions has been changed from a double type to SCDateTimeMS. Previously this was not done when the new integer based SCDateTime/SCDateTimeMS were released since using these types as a return value would lead to an invalid return value when using other compilers other than Visual C++. We have tested again with the compiler used for the Sierra Chart Remote Build functionality and do not observe any problem with this. So we have now changed the return type to SCDateTimeMS. It was necessary to make this change because there is a small degree of floating-point error when using a double type that would lead to a time value being off by a microsecond which can cause a problem when that is not expected. Therefore, any ACSIL study which uses these functions needs to be recompiled for version 2195 or higher. If the study is not recompiled, then the functions will do nothing and add an error message to the Sierra Chart Message Log.:
    
    sc.GetStartDateTimeForTradingDate, sc.GetTradingDayStartDateTimeOfBar, sc.ConvertDateTimeToChartTimeZone, sc.DateStringToSCDateTime, sc.AdjustDateTimeToGMT, sc.TimePeriodSpan, sc.TimeStringToSCDateTime, sc.DateStringDDMMYYYYToSCDateTime, sc.CalculateTimeSpanAcrossChartBars, sc.GetEndingDateTimeForBarIndex, sc.GetEndingDateTimeForBarIndexFromChart, sc.ConvertDateTimeFromChartTimeZone, sc.ConvertDateTimeFromChartTimeZone.
  • Continued development related to downloading historical market depth data.

• 2191 Release Date: 2020-10-31

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  • Added new fields to the Account Statistics tab of the Trade Activity Log including Open Profit/Loss (updates in real time) and Net Profit/Loss.
  • Updated Global Settings >> General Trade Settings window to the new high-performance settings window format.
  • Added to the Global Settings >> General Trade Settings window the Trade Order Alert Trade Accounts Filter which can contain a list of trade accounts to generate trading alerts for. Trade alerts will not be generated for unlisted accounts. If this setting is blank, trading alerts are generated for all trading accounts.
  • Resolved stability issue related to file compression described in this Support Board thread.

• 2187 Release Date: 2020-10-27

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  • Corrected a problem from a release about middle of July 2020, where file compression was not automatically being enabled for Intraday data files and market depth data files. The reason this occurred is that the file handle being used for compression did not have write access to the file. The compression that Sierra Chart uses is NTFS compression provided by the operating system. If compression was enabled on the Data Files Folder Sierra Chart is using, then you would have had compression anyway. We have also implemented asynchronous compression, so when compression is enabled on a large file, the compression occurs in the background.
    
    During the time that the operating system is compressing an Intraday data file or market depth data file, there will be slower performance with reading these files in Sierra Chart. Once the operating system is finished compressing these files, which should just take no more than a few minutes, usually, then the performance will return to normal and actually be improved. The initial compression is just a one time operation.
  • Various new features added to the TPO Profile Chart study. One feature allows up to five independent sessions/TPO profiles per trading day. The TPO Profile Chart study Inputs for this are: Number of Custom Intraday Sessions, Custom Intraday Session # Begin Time, Custom Intraday Session 1 End Time.

• 2183 Release Date: 2020-10-18

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  • Added flush to physical storage drive functionality, when writing Chartbooks to avoid this problem some users have reported: Potential Operating System Issue When Saving Chartbook During System Shut Down.
  • Added the s_SCNewOrder::MoveToBreakEven_2 member to the ACSIL new order structure to set the settings for Step 2 for Move to Breakeven for Stops.
  • Added support for higher compression level for real-time data compression. This is controlled through Global Settings >> Sierra Chart Server Settings. The setting is "High Compression".
    
    Update regarding the above: We do not recommend using it. It appears to be causing a datastream corruption. Only use Standard Compression. we are looking into the issue.
  • New TPO profile chart features added.

• 2181 Release Date: 2020-10-12

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  • Resolved a problem from a recent release related to real-time data compression, which prevented a connection to the Sierra Chart Exchange Data Feed for equities data. Compression for this data feed will be supported in the next release.
  • Resolved a problem with the increment and decrement buttons on the order modification window which would cause the cell editing to become canceled and those buttons would not work. This is now resolved.
  • The Teletrader market data service is ending support for Sierra Chart in February 2021. Support for it within Sierra Chart has now been removed since there are next to no users of the Teletrader service.

• 2178 Release Date: 2020-10-08

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  • Corrected a problem from a recent release where the quote lines on Quote Spreadsheets were not updating. This is now resolved.
  • New Graphics Options for Cumulative Last Size Chart/Trade DOM Same Price and Side Background/Text, that allows for a new color when an update to the Cumulative Last Size column is at the same price and side.
  • New Input for Volume by Price named Use Defined Width for Side-By-Side Profiles on Right. When set to Yes, the profile width for Side-by-Side profiles on the right will not change as bars are moved above/below the visible area.

• 2177 Release Date: 2020-10-03

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  • The 32-bit version of Sierra Chart is not included with this release. Running SierraChart.exe will start the 64-bit version instead.
  • Several technical improvements to the High/Low For Time Period - Extended study to better handle certain time configurations and chart bar time configurations, which previously could cause the study to not draw the lines for the right time period, or not draw the lines at all, or not stop the lines at the correct time.
  • Implemented data feed compression. This has been first released for the Denali Exchange Data Feed and will be released for other data feeds. This reduces bandwidth usage and reduces latency.
  • Added new Background and Text coloring options for the Recent Bid/Ask Chart/Trade DOM columns to allow a different color when an update occurs at the same Price and Side.
  • Added the sc.AddStudyToChart ACSIL function.
  • Updates to the Market Depth Historical Graph for the following:
    • Allow the Highest Quantity for Coloring to be set by either an actual value or as a percentage of the Maximum Depth value.
    • Changes to the naming of the Maximum Quantity for Coloring and the Graph Only Quantities Greater Than or Equal To to be Highest Quantity for Coloring and Lowest Quantity for Coloring.

• 2168 Release Date: 2020-09-14

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  • Corrected an issue when using the Draw Volume Profile tool with a specified Study Collection in the Tool Configuration or default study settings for the Volume by Price study causing an incorrect instance identifier to be used which could subsequently cause incorrect behavior or an exception.
  • Increased received buffer sizes for network connections. This change relates to recent performance improvements at the network socket level. We have had some reports of users having data stop or lag and increasing the buffer sizes will generally resolve this to the extent it is related to this. If a data feed issue is not related to this, then increased receive buffer sizes will have no effect.

• 2164 Release Date: 2020-09-11

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  • Removed support for the CTS order routing service using the DTC protocol. This is considered a discontinued service at this time and you should either utilize a different supported trading service like the Sierra Chart Order Routing Service, or you will need to use the CTS FIX Trading Service which can be selected through Global Settings >> Data/Trade Service Settings >> Service.
  • Added options for the Numbers Bars to highlight the text based on whether the last trade was at the Bid or the Ask.
  • Corrected some small edge case issues involving the new integer based microsecond Date-Time object within Sierra Chart.
  • Corrected an issue with the determination of the trading day date in some less than common cases.
  • The main Sierra Chart Message Log and Trade Service Log can now be detached from the main window through its Edit menu.
  • Corrected a problem with the building of historical data records in the historical data server when records are greater than 1 tick. This historical data server provides historical data to sub instances of Sierra Chart.
  • Added commands to the Edit menu to disable all alerts for a particular chart and also for the entire Chartbook.
  • Continued work on support for historical market depth data serving.
  • Added new Jump type option to the replay control panel to jump to the next specified time increment.

• 2157 Release Date: 2020-08-22

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  • Additional updates related to the new SCDateTime integer functionality described in the notes in version 2156 below. Related to this an issue with the vertical gridlines in charts has been resolved.

• 2156 Release Date: 2020-08-20

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  • Updated the SCDateTime class used within Sierra Chart to support an integer for Date-Time values rather than a floating-point data type. This allows for 100% accurate timestamps to the microsecond.
    
    Added support for true millisecond time stamping for trades.
    
    The Sierra Chart market data servers need to also be updated to support true millisecond time stamping for trades for Sierra Chart to receive true millisecond timestamps. This is being worked on and will be completed by August 28, 2020 at the latest. Some servers have already been updated.
    
    This version requires ACSIL (Advanced Custom Study Interface and Language) custom studies to be recompiled on version 2155 or higher to be able to be used with this version. Otherwise, they will not be functional. For complete technical details about this, refer to this Support Board Thread.
    
    Some changes to ACSIL custom study functions may be required. For complete information, refer to this post and to this thread.
    
    When updating to this version or higher it is a good idea that you are already running version 2110 or higher. If you go back to a prior version you will need to go back to a version greater or equal to 2110 because Date-Time values will be written as integers to files and you need that version or later for Sierra Chart to be able to read integer Date-Time values.
    
    If you have updated to version 2151 or later and then you go back to a version earlier than 2110, this is not a serious issue. However, you will need to use your backup Chartbooks and backup global configuration files and re-download historical Intraday data.
  • New option in Numbers Bars to use the trading day Maximum/Minimum values to determine coloring, for those coloring options that support the capability.
  • New options in Volume at Price Threshold Alert V2 to allow for specific extension lines until future intersection for Adjacent Alerts.

• 2146 Release Date: 2020-08-06

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  • Resolved potential deadlock issue from recent release caused by the calculation of open Profit/Loss calculations which occur on a separate thread. The probability of encountering this is very very low and would only be when trading from a sub instance in non-simulation mode and when the main instance is in Trade Simulation Mode.

• 2144 Release Date: 2020-08-03

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  • Added options to allow for Difference of Bid and Ask Volume Coloring in a Volume by Price Profile to be drawn at a larger scale factor.
  • Fixed a problem with Parallel Rays flipping the extended lines when being cut.
  • Added Volume Value Area for Bars study.
  • Added new option in Chart Settings to enable or disable including of odd lot trades for US equities data. At the moment, this does not do anything until odd lot trades are added to the data feed and identified.
  • Schaff Trend Cycle study has been added to the available studies from Sierra Chart.
  • Changed the name of the StartNewDailyBarAtSessionStart Symbol Setting to StartNewDailyBarAtStartTime. Added the new NewDailyBarStartTime Symbol Setting. These two settings are now preset for the most common futures contracts and also for forex symbols and will be gradually implemented for more symbols.

• 2133 Release Date: 2020-07-09

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  • Resolved a problem from version 2132 where Spreadsheet files were not saving. This is now resolved. There are backup of Spreadsheet files made. For instructions, refer to Accessing a Backup Spreadsheet File.
  • Solved Stack Overflow issue. Refer this Support Board post.
  • Implemented a small improvement, to manage an operating system level issue related to failed notifications between threads related to network I/O. It would be extremely unlikely anyone would encounter a problem related to this. And there has never been any known indication of this. It would only be encountered if the thread message queue becomes full. If that happens there was/is a log message given in the Sierra Chart Message Log.
  • Removed support for the Interactive Brokers TWS automatic login feature. This is not a feature that we want to offer or support any longer. This feature implementation is regarded as a hack and being that we no longer provide technical support for Interactive Brokers, it is not a feature we want to maintain or have within Sierra Chart any longer. The code is out of date and requires further maintenance so we have removed it. If you still want functionality like this, then this functionality can be instead performed with a utility program like Auto Hotkey.
  • Various other development.

• 2125 Release Date: 2020-06-25

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  • Added new Numbers Bars Background and Text Coloring option named Based on Diagonal Dominant AskVol BidVol - Actual.
  • Added new Numbers Bars Background Coloring option named Based on Separate AskVol BidVol Percentage. This was put in for Text coloring previously. So it has been added now to the Background coloring options.
  • Corrected a problem from a recent release where volume bars in the latest profile with the Volume by Price study would reduce in volume as the chart updates in real time, when using a price increment for the volume bars of greater than 1.

• 2124 Release Date: 2020-06-17

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  • Support for replaying past simulated trade fills for non-simulated/live trading.
  • Corrected a problem from the prior release where for a new opened Intraday chart, the Session Times that are preset were not being converted to the correct time zone and were left in UTC time instead. This is now resolved.
  • Added separate Bid and Ask coloring options for quantities displayed in the Market Depth Historical Graph.
  • Fixed a problem with floating point rounding in the Market Depth Historical Graph that came about due to the changes for the Combine Increment in Ticks.
  • Fixed a problem with floating point rounding when using Combine Increment in Ticks on the Chart/Trade DOM (Chart >> Chart Settings >> Market Depth >> Market Depth Combine Increment in Ticks). Previously some of the data would not get combined properly as they were being put into the wrong price level due to rounding errors.
  • Partially reduced memory usage for Market Depth Historical Graph.
  • Added error handling for OpenGL related to memory allocation failures. This may resolve some stability issues encountered when using OpenGL some users have reported. We have done extensive testing with OpenGL and we have not seen any exceptions or stability issues. Instead we have been very impressed with the performance and the 100% stability of when using OpenGL in Sierra Chart. We have tested on three different systems for multiple days at a time using Chartbooks provided from users. In some cases, it is clear that the stability issues some users are reporting relate to using custom studies. In this case refer to help topic 17.

• 2118 Release Date: 2020-06-07

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  • New Input setting: Combine Increment in Ticks for the Market Depth Historical Graph study. This will combine the specified number of Market Depth levels together and place the result at the rounded price level for the combined levels.
  • Discovered and resolved a problem where there is potentially an inefficiency when the Enable Estimated Position in Queue Tracking for orders option is enabled in the General Settings >> Chart Trade Settings. This inefficiency would only exist when there are hundreds or more of levels of market depth data for a symbol being received. It is recommended to disable this option unless you have a definite requirement for it. The reason that this feature has been an option, is that there has been a concern about the performance impact of it since it was first implemented many years ago.
  • Support for replaying past simulated trade fills. When replaying a chart, when in chart trade mode and there were past order fills which have not been cleared, as the time is encountered in the chart where the order fill occurs, then it will display on the chart if the chart is set to display order fills. Eventually this will also support replaying of live trade fills as well. The complication of replaying of live trade fills is that live accounts cannot be selected when in Trade Simulation Mode which is on during a replay.

• 2117 Release Date: 2020-06-04

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  • New commands to adjust Target and Stop orders to selected price through keyboard shortcuts: Move Target Attached Orders to Price and Move Stop Attached Orders to Price.
  • Resolved a problem from a recent release where when during a Chart Replay, market depth level order quantities, could overlap each other. This related to the best Bid and Ask prices also updating the first level of market depth due to a time zone conversion issue.
  • Added the Chart >> Chart Settings >> Trading >> Always Simulate Bid and Ask Prices During Replay option. When enabled, this will always simulate the Bid and Ask prices during a replay rather than using what was recorded in the Intraday data file when data is stored tick by tick. Sometimes the use of the actual Bid and Ask prices will cause order fills to be at prices which are several ticks away from the last trade price due to the Bid and Ask data from the exchange lagging behind the last trade prices.

• 2111 Release Date: 2020-05-26

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  • Added greater tolerance for imbalances between the number of market depth levels on the Bid and Ask sides with the Bid and Ask Depth Bars study.
  • Added support for file compression for Chartbooks. This reduces the file size by 98%. In version 2118 and higher, when a Chartbook is saved which uses compression, a backup of the existing Chartbook is made with the suffix .backup2109 followed by the standard file extension.
  • Continued lower-level development related to supporting millisecond time stamping for trades.
  • When a Stop Attached Order is automatically moved to breakeven and is OCO triggered and there is more than one OCO Group, there is no longer a modification of the stop order to the breakeven level in the same OCO trigger group, if the Target order has fully filled. This eliminates unnecessary rejection messages from the trading server.

• 2109 Release Date: 2020-05-22

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  • Corrected a problem when there is a manual reconnect to the data feed, the backup server would be used, for order routing services provided by Sierra Chart. This would include LMAX and the Sierra Chart Order Routing Service. A reconnection will now still use the primary server.
  • Corrected a problem with the Add Additional Symbol study where the Intraday volume data was not being set correctly.
  • Corrected a problem with OCO orders where when manually canceling one side of an OCO order, the other side was not being automatically canceled. The automatic management of OCO orders was still functioning correctly in relation to sibling order fills. This is a recent issue. This issue never applied to bracket orders.
  • Corrected a problem with the size of the highlight box on Chart DOM under certain conditions.
  • Corrected problem with the ACSIL sc.GetPersistent*Fast functions where initially when used, a memory address returned could become invalid when calling the same sc.GetPersistent*Fast function again to access more than one persistent variable. This would result in the stored persistent data being stored in an invalid location and then next time the variable is accessed with the function that value would not be accessed. This would only occur on the initial use of the sc.GetPersistent*Fast functions.
  • Corrected a problem with sending Chartbooks using the new file format using the File >> Send File to User functionality.
  • When the Subscribe RT Data and Download Historical Data During Scan option was disabled, during a scan, historical data for the chart was still being downloaded if it needed to be. This is now resolved and the historical data will not be downloaded.
  • Saved Default Study settings has now been reimplemented using the standard file format used for Study Collections and Chartbooks for studies. These files are now saved in the /DefaultStudySettings subfolder in the Sierra Chart installation folder. Existing Default Study settings from prior versions that were saved are no longer compatible and you need to resave them in this version or higher.

• 2104 Release Date: 2020-05-13

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  • New enhanced Chartbook file format. This format offers the following advantages:
    -About 20-27% reduction in file size.
    -Faster saving. Done on a background thread.
    -Common file format. Same as trade activity log.
    -Variable length strings. So there is no longer any length limit for alert conditions, or the trade window text tag, or study short names, or subgraph short names.
    -The permanent storage block for studies is now 4K rather than 512 bytes.
    -Compatibility with upcoming change for date and time values to support microsecond time stamping.
    
    Chartbooks saved in this version are not compatible with version 2092 and earlier, however a backup of the version of your Chartbooks before this file format change is made. "Backup2092" is added to the file name in the copy of the file made. This copy of the Chartbook can be used in earlier versions just by opening it through File >> Open Chartbook.
    
    The backups are directly contained within the Data folder for immediate access. No need to go to the Backups folder. You can go back to a prior version of Sierra Chart. If using version 2092 or earlier, you can then open your Chartbooks that have the name: [Chartbook name].Backup2092.Cht. You can then do a File >> Save As to save back them to the original name.
    
    Trade Window configurations and Study Collections also use the new file format. So these files when saved in 2093 and higher, do not work in earlier versions. However, there are backups made of these files in 2094 and higher in the usual way in the Backups folder.
  • New method for referencing drawings in Alerts. This allows for referencing the value of the drawing at a bar position relative to the current bar. For more information, refer to Referencing Chart Drawings in the Alerts documentation.
  • The sc.PersistVars data structure in ACSIL has been removed and is now a null pointer. Code that uses this needs to be updated to use the new persistent variable functions.
    
    For more information, refer to Notice: Study Exceptions in New Versions and Code Efficiency. Older custom studies that use sc.PersistVars need to be modified and recompiled or they will cause exceptions given in the Message Log. If you are using User Contributed Studies you need to enable "Install Optional Components" on the Sierra Chart installer when updating, to get the newest User Contributed Studies DLL file. Otherwise, some studies will cause exceptions.
  • New Scroll Wheel option for changing bar spacing in Global Settings >> General Settings >> GUI >> Scroll >> Scroll Wheel. The new option supports changing the bar spacing and maintaining the same position of the current bar being pointed to with the Chart Values tool when holding the Shift key.
  • New color settings for the Volume by Price study to support Bid Volume and Ask Volume horizontal volume bar coloring for the Point of Control and Value Area.
  • Support for triggering identical re-downloading of historical data in main instance from sub instance.
  • Support for moving client-side manage Attached Stop orders to breakeven.
  • New Study Subgraph Draw Styles added.
  • Corrected a problem with Trading Statistics reset time in a chart when a chart is using a different time zone as compared to the global time zone setting in Sierra Chart.
  • Other development and various issues resolved.

• 2090 Release Date: 2020-04-21

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  • New Input settings for the Large Volume Trade Indicator to control whether the Squares or Circles are drawn, and whether the Volume text is transparent or has a background.
  • Resolved a exception issue with studies that could occur under some rare conditions.
  • Resolved a problem where data for historical daily chart data files in the main instance of Sierra Chart was being unnecessarily downloaded for continuous futures contracts charts in a sub instance.
  • Added new ACSIL functions: sc.GetBidMarketDepthStackPullSum, sc.GetAskMarketDepthStackPullSum, sc.GetChartReplaySpeed, sc.GetYValueForChartDrawingAtBarIndex.
  • When using the Chart >> Chart Settings >> Split Data Records option, only last trade price is repeated for the new split records rather than the original open, high, low values.
  • Enhancements to the Percent Change Since Open study. It now supports any timeframe for the calculation (minutes, hours, days, weeks, months) and can be based on other studies.
  • Added Volume Point of Control for Bars study.
  • Resolved problem where there can be overlapping market depth quantities in the market depth displays during a chart replay. This is when historical market depth data has been recorded and is being replayed.
  • The Error Filtering settings and functionality has been removed. It is something that should never have been added and is simply not useful and by default it has been disabled for at least 7+ years now. It is a nonsense feature which makes no sense. There simply are no real errors which exist in the market and it is not the proper way to handle any incorrect or out of range pricing condition anyway.
  • Continued development of new Chartbook Format.
  • Various low-level development and improvements and issues resolved.

• 2079 Release Date: 2020-04-06

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  • Resolved a FIX client order identifier issue for linked orders. In most cases this did not cause a problem but did cause a problem in version 2072 with connections that use the DTC protocol. The area of code this issue arose in, has been completely changed to ensure there is no possibility of a condition like this ever occurring again and this will be released in version 2080.
  • Restored this from version 2072 which was reverted in 2078: "Resolved a Server Order ID mapping issue with the Sierra Chart Order Routing Service and LMAX which could occur under rare scenarios. This issue only potentially occurs when a backup order routing server is connected to when there are open orders."
  • Continued development of new Chartbook Format.