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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 less than 25% of the actual development performed every day. 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 has which are not listed.

  • 1159 Release Date: 2014-07-12

    • The Find Symbol window remembers the previous symbol and branch selected.
    • Cleaned up the Symbol List saving and loading menu and functionality on the Quote Board. The menu has been renamed to File. The functionality provided by this menu previously was not well organized and functioning as intended.
  • 1158 Release Date: 2014-07-10

    • There is a new setting in Global Settings >> General Settings to specify the folder when saving chart images. The filename of saved chart images will now contain the Date and Time in a readable format.
    • Added a new setting to General Trade Settings to use the bid or ask price for open profit/loss calculations. Currently this only applies to the open profit/loss values within a chart.
    • You can now search by description in Find Symbol window when using the TeleTrader Data service.
    • Added a new Graph Draw Type to draw hollow candlesticks (GDT_CANDLESTICK_HOLLOW). This is useful when using the Numbers Bars study and you also want to draw a candlestick outline on top of the Numbers Bars. This can be done by using the Overlay (Bar) study and overlaying the same Chart Number that the study is on.
  • 1156 Release Date: 2014-07-02

    • Corrected a connection problem to Rithmic and TeleTrader which arose from the previous release.
    • Added the ability for sc.OpenChartOrGetChartReference to specify the timeframe of bars for Historical charts. This can be daily, weekly, monthly, quarterly or yearly. Refer to the scsf_OpenChartOrGetChartReferenceExample code example for details.
  • 1155 Release Date: 2014-07-01

    • Volume for stocks from the IB Trading service is now multiplied by 100 to create actual volume which matches the volume from the Sierra Chart Historical Data service which is now used for historical Intraday data.
    • LineNumbers are now automatically assigned for ACSIL added Chart Drawings. Previously they were only automatically assigned for an ACSIL Chart Drawing identified as user drawn.
    • Continued improvements with the new Non-CLR Spreadsheets.
  • 1154 Release Date: 2014-06-28

    • Corrected a problem where an ACSIL study was not able to modify a user drawn drawing. Support for this was recently added but had an implementation issue. For an example to modify a user drawn drawing, refer to scsf_AdjustUserDrawnDrawingExample in /ACS_Source/studies.cpp.
    • Corrected a problem with the trading statistics studies like Trading: Daily Profit/Loss. The problem was that the trade statistics data were not adjusted to the Time Zone setting in Sierra Chart. This created a graph which was out of alignment with the timescale on the chart.
  • 1152 Release Date: 2014-06-25

    • Update: Due to recent changes, the SendOrdersToTradeService automated trading management variable must be set consistently with the global Trade >> Trade Simulation Mode On setting. If global Trade Simulation Mode is off, then SendOrdersToTradeService must be set to Yes/TRUE for any order action (submitting, modifying, canceling order) to work, otherwise they will be ignored and there will be an error. If global Trade Simulation Mode is on, then SendOrdersToTradeService must be set to No/FALSE for any order action (submitting, modifying, canceling order) to work, otherwise they will be ignored and there will be an error.
    • Support for historical Bid and Ask prices has now been fully implemented. As of June 23, 2014 our servers are now maintaining this data for many of the supported Data and Trading services. This feature provides accurate Bid and Ask prices during chart replays.
    • Corrected a problem with the AMP/TTNet trading service where if there were 2 or more overnight positions, those positions would not have been reported upon a connection to the trading server.
    • Corrected a problem from the prior release where the Compact Tool Values Window was not displayed.
    • All of the tabs on the Trade Activity Log now use Sierra Chart developed displays rather than operating system list controls. This greatly improves performance and eliminates any stability issues.
    • Corrected a problem from a recent release where when using one of the back adjusted Chart >> Chart Settings >> Advanced Settings >> Continuous Contract options, the open price for some historical bars would be close to zero when using tick by tick data.
    • There is now the ability to Save and Load Data and Trading service specific settings within the Global Settings >> Data/Trade Service Settings window. This is useful when you have different sets of settings for the same Data or Trading service.
  • 1149 Release Date: 2014-06-21

    • Futures spread symbols are now supported when using OEC. The spread symbols need to be looked up through the OEC trading software. In Sierra Chart you will need to use the exact same spread symbol as is used in the OEC trading software.
    • The Time Line and Time Range Highlight studies now support drawing into the forward projection area of the chart after the last displayed bar. To enable this, set the Display in Forward Projection Area input with these studies to Yes.
    • Corrected a problem with the non-CLR Spreadsheets, which arose in a recent release, with the outputting of study data to the Sheet.
    • The ACSIL variable sc.CurrentSystemDateTime, no longer includes milliseconds. The milliseconds part of the time is always zero. Added the ACSIL member sc.CurrentSystemDateTimeMS which includes the current system time milliseconds.
  • 1148 Release Date: 2014-06-18

    • Updated the interface to TeleTrader due to changes made by TeleTrader. To use TeleTrader, it is required that you use this version or higher.
    • Corrected a price formatting issue for some symbols for the CQG Trading service.
    • In the case of the TT FIX/AMP trading services, CBOT symbols which use the CME exchange code, are now automatically converted to CBOT.
  • 1147 Release Date: 2014-06-17

    • The Zig Zag study has a new option: Reset ZigZag At Start Of Trading Day.
    • The ACSIL member sc.OnExternalDataImmediateStudyCall had an implementation problem preventing Sierra Chart from calling the study function no more often than at the standard update interval. This issue has been corrected.
    • Support for symbols that end with -TD when using Interactive Brokers is no longer supported. It is now necessary to use the Global Settings >> Data/Trade Service Settings >> Record True Real-Time Data in Intraday Charts option for true real-time data.
    • Continued development of the non-CLR spreadsheets.
    • Added separate color settings for Trade DOM recent Bid and Ask volume in Graphics Settings.
    • This version has an updated bridge program from TransAct Futures and supports a connection to TransAct futures.
  • 1145 Release Date: 2014-06-10

    • New Tool: Horizontal Level. This tool is used to draw horizontal segments and has similar features as other horizontal drawings.
    • New option: Tool Settings >> Chart Values >> Show Y Value and Time Boxes With Pointer Tool . When this option is enabled, the price and time values will be highlighted in the x/y-axis when using the Pointer tool.
    • The ACSIL sc.VolumeAtPriceForBars and related pullback data objects have been restored back to the original structure they had in 1137 and earlier. Therefore, any studies which uses this member need to be recompiled for this version and higher. Once this re-compilation is done, going forward this will not be necessary.
    • Under development: Sierra Chart will be storing the bid and ask prices at the time of the trade when the Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit is set to 1 Tick. This data is used when replaying charts to provide the exact bid and ask price during the replay as they were when the trade occurred.
    • Support for LME outright futures and spreads/strategies has been added for CTS T4. In File >> Find Symbol you will now see *.(outright futures).LME_ME and *.(spreads).LME_ME symbols listed. Click on one of these and press Get Additional Symbols to get either the outright futures or the spreads and strategies respectively. After the symbols are received, and they are listed, you can select one of the symbols to open a chart or Trade DOM for the selected symbol.
    • In ACSIL, HTTP requests can now include the port number in the URL. Example: www.sierrachart.com:80
    • The DTC protocol has been updated to version 4. All quantity, size and volume types are now converted to floating-point types. This is consistent with the FIX protocol. The only exception is Open Interest still is an integral type. Any program which uses the DTC relay server needs to be recompiled using the DTC header file in this version or higher. The TransAct bridge program at the present time is not compatible with this version. We are waiting for an updated bridge from TransAct.
    • For the AMP / TT Net trading service, there is a change with the exchange code for CBOT symbols. It is recommended to do the following when running this version of higher: Perform a Full Reset of Symbol Settings by selecting Global Settings >> Symbol Settings >> Full Reset. For symbols which trade on the CBOT and use the exchange identifier CME , the exchange part of the symbol needs to be changed to CBOT . For example, YM-######-CME needs to be changed to YM-######-CBOT. If you have updated to this version or higher, you do not need to immediately change the symbols. However, new users will need to use the CBOT symbols and you will need to use the new symbols if you have performed a Full Reset of the symbol settings. Do not use a mix of the CME and CBOT exchange codes for CBOT symbols. For instructions to change the symbol of a chart or Trade DOM, refer to Changing Symbols. In an upcoming release, all of this will be made automatic.
  • 1143 Release Date: 2014-06-02

    • Corrected a problem with the grouping of order fills when scaling out, in the Trade list in charts and the Trade Activity Log. This was affecting the Daily Profit/Loss calculation and other statistics.
    • Added the sc.CancelAllOrdersOnReversals Auto Trading variable.
    • In ACSIL, it is now supported to specify Attached Orders separately for the second order in an OCO parent order. There are several new members in the s_SCNewOrder structure to support this. Refer to the updated ACSIL Trading documentation.
    • Continued development with the new non CLR version spreadsheet functionality.
    • Finalized changes to the improved Global Settings >> Data/Trade Service Settings window.
    • When the Automated Trading Management system determines the quantities of working orders for the symbol of the trading system when an automated trading system submits an order, the selected Trade Account is now considered as well. Basic testing has been done and demonstrates that this new check works properly. However, it is strongly recommended if you are using an automated trading system for live trading, that it is tested on this version or higher with a simulation account from your Trading service to ensure that there are no problems with the new Trade Account check.
  • 1141 Release Date: 2014-05-23

    • Added support for downloading historical Intraday data from the Sierra Chart Historical Data service when using the TD Ameritrade or Interactive Brokers services. This is supported for both current and historical major US and Eurex futures contracts and US equities symbols. This feature requires Sierra Chart Service Package 3 or 5.

      The advantage of the Sierra Chart Historical Data Service compared to the historical Intraday data provided by TD Ameritrade or Interactive Brokers, is that the data is more detailed, more history is available, the downloads are considerably faster, and in the case of Interactive Brokers you will not get pacing violations.

      The timeframe of the historical data depends upon the Intraday Data Storage Time Unit setting. However, the minimum time unit will be 30 seconds. The data which is downloaded is delayed. Therefore, there is a second download which occurs from TD Ameritrade or Interactive Brokers, depending upon which service you are using, to fill in the missing data.

      This feature is a major enhancement if you are using one of these services. In the case of Interactive Brokers, if you are using one of the supported symbols for this service, this is going to virtually eliminate pacing violations. There is nothing special to do to use this feature. It happens automatically.
    • Continued development with the new non-CLR Spreadsheet functionality.
    • Added price formatting mapping for CME Copper and Silver when using the CQG Trading service. This is necessary to make the price format for these markets match what is required by CQG FIX.
  • 1139 Release Date: 2014-05-17

    • Every time an order is now submitted, the focus from the Trade Window, if opened and attached to a chart or Trade DOM, is transferred away from the Trade Window and back to the chart or Trade DOM main window, to prevent accidental order entry with the buy/sell buttons which can happen when pressing the space bar on a keyboard.
    • The Global Settings >>Data/Trade Service Settings window has been redeveloped to use a property list control. This provides for easier maintenance of the settings and is one of the steps involved in migration to adding support for other operating systems.
    • Integrated support for US equities/stocks data from the Sierra Chart Real-Time and Historical Exchange Data Feed service has been added for the Interactive Brokers and TD Ameritrade trading services.
    • At this time, the US equities/stocks data is available to be activated for new and existing users of the Sierra Chart Real-Time and Historical Exchange Data Feed. US equities/stocks data can be accessed with or without an integrated trading account. To use this data without a trading account, you need to set the Global Settings >> Data/Trade Service Settings >>Service in Sierra Chart to SC Exchange Data.
  • 1138 Release Date: 2014-05-15

    • Correct a problem preventing the connection to the TeleTrader data service.
    • Added support for US equities data for the Sierra Chart Real-Time and Historical Exchange Data Feed. Although as of this date, the US stock data is not yet ready to be released.
  • 1135 Release Date: 2014-05-09

    • Corrected a problem with the grouping and matching of order fills, which arose in a recent release. This was affecting the Trades list and the Trade Statistics on the Trade Activity Log and also affected the Average Price calculation for Trade Positions.
    • Corrected a problem when using TT FIX, AMP TT / Net, and CTS T4 where orders were marked as automated when they were actually manual orders. This FIX tag is only recognized by the CME and it does not affect your trading. It is only for CME tracking purposes.
  • 1134 Release Date: 2014-05-08

    • The calculation method for Open Profit/Loss now is calculated using the last trade price instead of the bid and ask prices.
    • Detaching chart windows is now supported on all Sierra Chart packages.
    • The Left Side Chart Scale is is now supported on all Sierra Chart packages.
    • Continued development of the new Spreadsheets in the non-CLR version.
    • Low-level changes/improvements with the downloading of historical data.
    • Improved support for downloading historical price data from TeleTrader.
    • Various small items resolved/added which are discussed on recent Support Board threads.
    • Daily price change now supported with the CQG Trading service.
    • When using the LMAX trading service, historical order fills are no longer downloaded from the LMAX system. This is to reduce the possibility of having an inaccurate Trade Position displayed.
  • 1131 Release Date: 2014-05-01

    • Corrected a problem with Trade Position reporting when using AMP TT Net, that arose in version 1129. If you are running version 1129 or 1130, it is essential that you update to 1131 or higher.
    • Corrected a problem with moving the Countdown timer and Volume Profiles drawn with the Draw Volume Profile tool.
  • 1130 Release Date: 2014-04-30

    • This is an important update because it corrects two significant problems arising from recent development.
    • Corrected an abnormal shutdown issue when using Attached Orders and there are partial fills of the parent order in quick succession.This occurs with non-simulated trading.
    • Corrected a problem where there would be data errors in an Intraday chart related to adding Time and Sales records after a Historical Intraday data download when using the Sierra Chart Exchange Data Feed. To correct data errors you may have in an Intraday chart, refer to help topic 2.1.2.
    • Added the following functions to ACSIL to get order fills: int sc.GetOrderFillEntry(unsigned int FillIndex, s_OrderFillData& FillData) and int sc.GetOrderFillSize().
    • All user drawn chart drawings now have a non-zero LineNumber assigned to them that can be used to access/modify the drawing from ACSIL. In addition, when user drawn chart drawings are added from ACSIL, the LineNumber of the drawing can be auto-allocated by passing in a value of zero, and the actual value is returned to the user after the sc.UseTool call. You can still expressly set the line number of a new user drawn chart drawing in ACSIL.
  • 1129 Release Date: 2014-04-29

    • The Open Profit/Loss calculation for the current Trade Position displayed on the Trade Window and the Position Line on the chart, now uses the Bid and Ask prices instead of the last trade price. The Bid price is used for Long positions and the Ask price is used for Short positions.
    • Added support for overnight Trade Positions when using AMP TT Net.
    • With the Numbers Bars and Numbers Bars Calculated Values studies, setting the Font Size input to zero, the default, will auto size the font based on the available vertical space. To use a specific font size, set the Font Size input to the font size that you require.
    • There is now an option for the DOM Graph to show the Bid and Ask prices.
    • The full ACSIL "sc" structure is now passed to a GDI drawing function defined by custom study DLL.
  • 1128 Release Date: 2014-04-26

    • The feature which inserts time and sales records after a historical Intraday data download to ensure no trades are missed when transitioning to the real-time data recording, was not previously working due to an implementation problem. This problem is now resolved.
    • Corrected a minor low-level issue with CQG market data subscriptions. It is not likely the issue would have caused any actual problem unless invalid symbols were being used.
    • Corrected an issue from our recent release where when using the Interactive Brokers trading service and the Sierra Chart Exchange Data Feed, the mapping of the Sierra Chart data feed might not occur based upon a failed account balance check. This is now resolved.
    • Each chart now has its own independent Time Zone setting in Chart >> Chart Settings which can optionally be used to set a Time Zone which is independent of the global Time Zone setting in Global Settings >> Data/Trade Service Settings.
    • The integration to the TeleTrader Data service is now almost finalized. At this point, it is acceptable for general use.
  • 1126 Release Date: 2014-04-23

    • Corrected another order ID handling problem when using the TransAct trading service and when the order originates from the TransAct trading software. This issue arose in 1122.
  • 1125 Release Date: 2014-04-23

    • Canceling of orders which use an OEC block account is resolved.
    • Corrected an order ID handling problem from version 1122 with the TransAct trading service. This was causing submitted orders to stay in a Order Sent state.
    • Corrected a problem with TPO Profile Peak and Valley lines.
    • Added new study input to the Difference Single Line study named "Use Latest Source Data For Last Bar".
    • Continued development with the non-CLR Spreadsheets. Corrected some issues and improve performance.
    • Corrected some issues with the TeleTrader Data service integration.
  • 1124 Release Date: 2014-04-22

    • Corrected a problem for version 1123 where the CQG market data username was not saved after exiting Sierra Chart.
    • Added support to use Sierra Chart and the T4 front end trading program at the same time, when using the CTS T4 trading platform service.
  • 1123 Release Date: 2014-04-21

    • The Cancel All orders command, and the canceling of orders when using the Flatten and Reverse commands, for a chart, Trade DOM, or automated trading system, now consider the selected Trade Account. They will only cancel the orders for the symbol of the chart and that also match the selected Trade Account on the Trade Window.
    • The Quote Board update interval can now be controlled through Global Settings >> General Settings.
  • 1122 Release Date: 2014-04-18

    • Initial support for the TeleTrader data service has been released.
    • Changes to low-level order ID handling for TransAct and Currenex.
    • When using the TT FIX trading platform service, the historical data is now provided by the Sierra Chart Historical Data service (included with Sierra Chart packages 3 and 5). One limitation to be aware of with this service is that upon a connection to the TT FIX real-time data feed, the historical data will be delayed by 10 minutes. Therefore, we recommend staying connected as much as possible to the server (File >> Connect to Data Feed), to avoid missing any data. Other than the most recent 10 minutes, if you are missing any historical data in your Intraday charts, then refer to the Retrying Downloading of Intraday Data section. You may want to optionally use the Sierra Chart Real-Time and Historical Exchange Data Feed to have access to historical data which is not delayed by 10 minutes.
  • 1119 Release Date: 2014-04-11

    • There is a new setting within Chart Settings to specify an independent Chart Update Interval for the chart. This is only recommended for experienced users. The default should be 0/unset.
    • Corrected issues with the integration to the LMAX Trading service involving Trailing Stop orders. Corrected an issue with the Order Quantity handling under certain conditions in execution reports. Corrected a problem where when historical price data is downloaded, the request frequently would not go to the correct server and data would not be downloaded.
  • 1118 Release Date: 2014-04-10

    • With the TPO Profile Chart study all of the Initial Balance Range extensions can now be displayed as a vertical line. When TPOs are displayed as letters, and the Letter Font Size input is set to 0, it will be automatically set based upon the spacing between the rows of letters in the TPO Profiles.
    • Added ability to add text to Line Chart Drawings.
    • Added ability to add text to Chart Calculator Chart Drawings.
    • Tool Values Window will show angle of a selected Chart Drawing.
    • Corrected a problem with the DChg% chart header field calculation where it would display the opposite sign. When it should be negative, it was positive.
    • Various small changes with order handling for the LMAX Forex trading service. Corrected a problem with the LMAX trading service where historical Intraday data was not always being downloaded.
    • The changes to the Trade Stats for Charts tab on the Orders and Positions window have been completed. We are still working on internal changes to the Trade Statistics studies.
  • 1117 Release Date: 2014-04-07

    • The Trade Stats for Charts tab on the Orders and Positions window is in the process of being reworked. It will only display Non-simulated or Simulated Positions and Statistics based upon whether the Global Trade Simulation Mode is disabled or enabled. This will clear up some long-standing odd behaviors with it. Until the release of the next version, it may not function properly at this time. The "Trading:" statistic studies are also being worked on at this time.
    • Solved an IB market depth problem which occurs when prices have a large number of decimal places.
    • The setting of the delay between historical data requests when using the Interactive Brokers trading service is now automatically set based upon the number of days of data being downloaded for symbol. The problem with pacing violations has become too great of a problem over the years to a point where this should be automatically managed. The only disadvantage of this, is that it can take a long time to download historical data from IB when the Global Settings >> Data/Trade Service Settings >> Maximum Historical Intraday Days to Download is set to a high number. We recommend using 30 or less.
    • This version supports CQG market data when using the CQG Trading service. Historical data is available for futures contracts for users of Sierra Chart service package 3 and 5, but is delayed 10 minutes, unless you are using the Sierra Chart Real-Time and Historical Exchange Data Feed.
  • 1116 Release Date: 2014-04-04

    • In the Trade Management by Study, if the controlling Study Subgraph value is equal to 0.0, then it is disregarded and the Stop or Target order will not be modified.
    • When using package 3 or 5 of Sierra Chart and the OEC, CTS T4, Rithmic, or Interactive Brokers trading service, the historical Intraday data for expired futures contracts now will be downloaded from the Sierra Chart Historical Data Service.
    • Resolved a problem with the integration to the CTS T4 Trading service when using the Sierra Chart Real-Time and Historical Exchange Data Feed , arising in a recent version where the data from both data feeds would be used in a chart. This was resolved in version 1115.
    • Automated trading systems which are set to not send orders to the connected trading service are no longer allowed to submit orders when global Trade Simulation Mode is disabled. Code review shows that when Sierra Chart is not in Trade Simulation Mode, a simulated trading system cannot function completely properly.
    • Corrected a problem with the MATCH function in the non-CLR version.
  • 1113 Release Date: 2014-03-29

    • Small changes with order ID handling with the interface to the OEC Trading service.
    • Improvements with getting spread and strategy symbols with the CTS T4 Trading service through the File >> Find Symbol >> Get Additional Symbols function.
    • Added optional Alert Sound and Message support for when Connected to the data feed and when the Connection is Lost. This is set through Global Settings >> General Settings >> General 2. This feature cannot work reliably in the case of when proprietary API components are used to connect to an external Data/Trading service. This is the case with Rithmic and TransAct. Therefore, this feature cannot work with those services.
    • Small low-level improvements to the Continuous Futures Contract feature relating to data downloading.
    • The real-time volume data from the TD Ameritrade trading service is no longer multiplied by 100. It is not necessary based upon the format of the data.
    • Corrected a problem with the storage of real-time Intraday data when the Intraday Data Storage Time Unit is set to greater the 1 Tick. Individual trades would be stored as individual records in some cases rather than being combined into the specified Intraday Data Storage Time Unit. Another problem from this was that the millisecond component of the timestamp for real-time recorded data always was at 0 or 1 and not incrementing, regardless of the setting of the Intraday Data Storage Time Unit. There is not any real problem that arises from this other than when historical Intraday data is downloaded. In this case there could be some duplicate trade data written to the file only within the single second at the transition point from the prior recorded real-time data at the end of the file, to the new historical data.

*Last modified Friday, 21st July, 2017.