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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.

  • 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.
  • 1111 Release Date: 2014-03-24

    • In ACSIL, renamed sc.TicksPerBar to sc.NumberOfTradesPerBar.
    • The ACSIL variable sc.TickSize can now be modified by a study.
    • Added support for Account Balance data from OEC using the new FIX connection.
    • Improvements with the integration to the CTS T4 trading service related to supporting the new symbol format. Expired futures contracts are still not supported at this time. Support for expired futures contracts with CTS T4 was removed due to unreliability.
  • 1109 Release Date: 2014-03-19

    • Added the ability to set text to display on a Vertical Line chart drawing in the same way it is supported with Horizontal Lines. The text will be displayed after the Date and Time, if those are enabled.
    • Added a new menu command to the Trade Window to clear the most recent Bid trade volume and Ask trade volume from the Chart DOM.
    • Added support for expired futures contracts when using CTS T4 trading platform service. The reliability of this is uncertain due to problems and inconsistencies we have experienced with security definition responses from the T4 system. We will continue to monitor.
    • Continued development on the new non-CLR Spreadsheets. These are currently under active development and we will be finalizing this development soon.
  • 1107 Release Date: 2014-03-12

    • When connecting to the TransAct trading service, if the first connection attempt to the bridge fails, Sierra Chart will continue to retry connecting to the same bridge instance.
    • Changes to the CTS Trading service symbol format. For further details, refer to this Support Board page: CTS Trading Service Symbols.
    • Corrected an issue with order ID handling when modifying an order when using the CTS Trading service.
    • Corrected some issues from the prior release related to market data requests when using CTS Trading service. At the present time, spread symbols are not supported and Expired futures contract symbols are not supported. Please avoid using those type of symbols when using CTS Trading service.
  • 1102 Release Date: 2014-03-05

    • Added a new menu command to the TPO Profile Chart right-click menu named "Letter/Blocks in Own Column-All Profiles". When the user selects this command, the letter/blocks for all TPO profiles in the chart will be displayed in their own column.
    • The old market statistics symbols like $TICK will be automatically converted to the new format when updating to this version or higher.
    • There is a new option for Chart Drawing Alerts: Only Trigger Once. When this is enabled, the alert will trigger once, and then the alert is disabled and is no longer evaluated unless it is re-enabled by the user.
  • 1098 Release Date: 2014-02-28

    • Efficiency improvements with market data processing. There were improvements with this previously released, however due to the previous implementation, they were not actually effective. This has now been resolved.
    • Improvements with the accuracy of mapping of chart drawings between the chart scale and the monitor scale.
    • Corrected an issue with the handling of order ID numbers with the OEC Trading service. This resolve problems when orders are entered or modified using more than one client program like Sierra Chart and OEC Trader.
  • 1097 Release Date: 2014-02-24

    • When a chart drawing is drawn on a chart, and needs to be clipped to the visible window, this clipping is done by an integer-based function using pixel coordinates. What we have realized is that this needs to be done using the chart scale which is based on the prices of the graph. This is how it is now done and we have substantially solved the shifting problem of Line and Ray drawings moving when changing the scale.
    • Another thing we discovered is when there was a lot of work done about two years ago on chart drawings, the function we use to extend a Ray drawing was effectively not actually being used. Although it was being called. A Ray extension was instead being done using pixel coordinates. This was a mistake and this is not how we originally had it because using pixel coordinates is not as accurate.
    • A Quote Board through Settings >> Always Visible Across Chartbooks can be made to be visible across all Chartbooks.
  • 1096 Release Date: 2014-02-22

    • Improvements with the stability of chart drawing lines and Rays when changing the horizontal or vertical scale in a chart.
  • 1095 Release Date: 2014-02-21

    • Corrected a market depth processing problem when using the OEC Trading service. This issue arose with the new FIX/FAST connection.
    • Corrected a problem with the CTS T4 trading service, where when an order modification on a live trading account is rejected, a subsequent order modification or order cancellation would fail. This is now resolved.
    • Corrected a problem with the Rithmic Trading service, where when using the Sierra Chart Futures Data Feed, submitting an order might fail because market data was not subscribed through the Rithmic system. This is now resolved.
    • One unexpected issue with data sharing between installed instances of Sierra Chart has to do with using data from one instance that has a decimal point difference compared to data for the same symbol in the destination instance, and performing live trading in the destination instance. The issue arises when you are performing live trading using the data from a remote source instance with a different decimal point position for the data for the symbol. When support issues have come up with problems arising from performing live trading using data from another instance with a different decimal point position, they have been very difficult for us to deal with because there is a major amount of complexity that goes on underneath that has to be understood in each particular case.

      In this version, it is no longer supported to trade from a chart or trade DOM that uses data from a source instance that has a different decimal point position compared to the same symbol for the destination instance where the trading is being performed from. If you are using IQ Feed as a source instance with Interactive Brokers as the destination trading instance, then the changes will not affect you. One configuration that is no longer supported is IQ Feed as a source instance and TT FIX as a destination trading instance and performing trading from a chart or Trade DOM that uses remote instance data. Data sharing is still fully supported, but the trading functionality where there are decimal point differences, is where the limitation is.

      The solution to use a better quality market data feed as an alternative to the trading service provided data, is to use the Sierra Chart Real-Time and Historical Exchange Data Feed which replaces the data feed from your trading service for the provided symbols, and is fully integrated with all of the supported trading services. This solution manages decimal point differences automatically.


*Last modified Friday, 17th February, 2017.