Support Board
Date/Time: Wed, 03 Dec 2025 01:09:26 +0000
How to update on every tick rather than 10mschartupdate
View Count: 444
| [2025-10-17 12:18:31] |
| User944318 - Posts: 48 |
|
How to a chart/study update on every tick rather than the chart update interval. I need more granular updates.
|
| [2025-10-17 14:16:41] |
| Sierra_Chart Engineering - Posts: 21643 |
|
This is not supported and impossible to technically even implement. Computers, simply do not have the capability to even support this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-18 00:21:09] |
| User944318 - Posts: 48 |
|
Other platforms update on a tick by tick basis. What do you mean this is technically impossible? What can I do beyond changing the chart update interval to get more granularity?
|
| [2025-10-18 00:22:43] |
| User944318 - Posts: 48 |
|
I want my study to update on every tick, how can I do this/get as close as possible?
|
| [2025-10-18 07:04:42] |
| Sierra_Chart Engineering - Posts: 21643 |
|
What exactly does this mean to you?: Other platforms update on a tick by tick basis.
Are you referring to study calculations which would be completely senseless in most cases to be doing those every tick. Are you referring to updating chart graphics every tick? This will overload any computer. There is no way a computer can keep up with this. It just simply cannot. It is a physical impossibility. Drawing a chart, every single tick. No chance. This is why we want to know what it means to you? Read the information here about the Chart Update Interval: General Settings Window: Chart Update Interval (Global Settings >> General Settings >> General >> Update Intervals) Why do you require this: I want my study to update on every tick,
Once we understand that, we can give you an alternative.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-10-18 07:06:25
|
| [2025-10-18 11:20:32] |
| User944318 - Posts: 48 |
|
1) I am referring to study calculations which, on other platforms, update on every tick, not chart graphics. 2) My study, which operates on every tick requires executing immediately once a tick comes in, not 1-9 ms later. |
| [2025-10-18 13:18:37] |
| User731023 - Posts: 160 |
|
Sierra has Tick by Tick data. I think there may be some confusion on what is meant with other platforms. https://tinyurl.com/4hnfp7fb |
| [2025-10-18 14:25:43] |
| User944318 - Posts: 48 |
|
The studies do not execute on every tick
|
| [2025-10-18 15:59:06] |
| User846910 - Posts: 22 |
|
I have thought along the same lines in the past but realized why it is not possible. Hoping to save you some time with the answer below. Consider the physics of what you are asking. Electrons take time to travel even the small distances on a CPU. During bursts of activity, say on the CME, it would be impossible to do that many calculations in the time between ticks. Also, you are receiving your ticks data in batches with Sierra. If you want to receive tick by tick directly from the exchange, you'd have to VPN to an exchange server and use the UDP protocol. It's not cheap and even then, your CPU would not be able to calculate per tick and not lag behind the incoming ticks data during market hours. You can, however, do it on a backtest, that will work. But then one has to consider the practical application because it will be impossible to implement in real-time. HFT firms are the most advanced at processing data quickly and they don't even calculate every tick. Here is an AI response: HFT firms do not run a full suite of complex calculations on every single tick they receive. Instead, they use a highly optimized and streamlined process to react to market data with extreme speed. This process involves pre-computation and simple lookups rather than complex mathematical functions. Here's how HFT firms process market data: Pre-computation: To minimize latency, many firms use lookup tables for critical values. This means they perform complex calculations ahead of time, allowing their algorithms to simply look up the answer in real-time instead of running new math. Trigger events: HFT algorithms are designed to react to specific, predetermined "trigger events" within the market data stream. A tick that matches one of these criteria will initiate a reaction, while others will be ignored. Hope this helps you understand and frees up your mind to figure out other strategies to profit from markets. Date Time Of Last Edit: 2025-10-18 16:01:05
|
| [2025-10-18 16:27:02] |
| User944318 - Posts: 48 |
|
Other platforms, such as ninjatrader allow studies to react to each tick
|
| [2025-10-18 20:28:23] |
| blt - Posts: 118 |
|
... @User 846910 ... "it would be impossible to do that many calculations in the time between ticks" SIERRA CHART IS CONSTANTLY PROCESSING IN TIME BETWEEN, AROUND, PRE, POST TICK(S) !!! you know that time "between ticks" could be even hrs (TICK = TRADE !!!) it is NOT processing unit that pc works ... " Also, you are receiving your ticks data in batches with Sierra" IF THAT IS THE CASE I WOULDN'T EVEN TOUCH MY BABY SIERRA CHART !!! from SIERRA CHART/DENALI you getting THE BEST DATA IN THE WHOLE TRADING INDUSTRY TICK BY TICK !!! (I can't test that because have no access to CME; only if SIERRA CHART lying-and they DO NOT !!!) ... "If you want to receive tick by tick directly from the exchange, you'd have to VPN to an exchange server and use the UDP protocol." NOT EVEN CLOSE; YOU HAVE TO MAKE HOLE THROUGH THE WALL OF CME BUILDING AND CONNECT YOUR TRADING MACHINE(S) ... "Here's how HFT firms process market data:..." I WANT EVEN COMMENT ON THIS PART CONCLUSION: NO OTHER PLAYERS IN TRADING INDUSTRY COME EVEN CLOSE TO SIERRA CHART /DENALI/ TETON !!! THE ONLY PHENOMENON BETTER THAN SC/D/T IS OUT OF THIS WORLD ENGINEERING DEPARTMENT AND SUPPORT TEAM (JOHN) ... Wish you all the best and good trading Leonardo |
| [2025-10-19 10:45:52] |
| binaryduke - Posts: 387 |
|
@User944318 0 re post #10, while NinjaScript does have a method that can be called on each bar update, i.e. tick by tick, this does not mean that the code is actually called as each new tick is received. This is simply not practical based upon performance limitations as well explained by Sierra Chart Engineering. NT is still batching receipt of incoming data, and then it can be processed tick by tick. This is no different to processing new time & sales records in Sierra Chart when the study is called. To understand this better, play with the T&S data and see how many updates occur. Look at how much activity occurs from the exchange within a 10ms period. Then consider your latency to/from the exchange. If you have a server at Cermak, you will have 1ms latency. If you're on the East Coast, around 20ms. If you're outside the US, it could be 80ms. Multiply by 2 for receive data/send something back. Add on your study calculation time (1-2ms if you're a good developer). It is simply not feasible to sit on the incoming tick stream and act upon every tick. This is not to say that you cannot write code that evaluates tick by tick, but it's always going to be working on buckets of historic data that might be 10-20ms old as a minimum. NT is a laughable performance comparison to Sierra Chart. Retail garbage. Oh, and if you 'want your study to update on every tick' and you are trading manually as a human, you are deluded. Aside from the round trip latency, your reaction time as a simple human is minimum 200ms for a simple red/green stimulus and a button press. There is stuff happening in the tick stream that you cannot even perceive as a human. Acting on this stuff is in the realm of automation, but, the layers of retail platform/API/internet latency means that reaction to the event is always be at least 12-25ms later than the event. Thinking that "if my super duper RSI indicator updates every tick" will give you as a human manual trader an advantage, is totally delusional. Date Time Of Last Edit: 2025-10-19 10:50:13
|
| [2025-10-19 15:57:15] |
| cesium932841 - Posts: 170 |
|
Youre worried about 9ms, ninja doesnt even update faster than 250ms. That's 4 times per second in case you were confused. |
 2025-10-19_11-55-51.png / V - Attached On 2025-10-19 15:56:09 UTC - Size: 50.87 KB - 70 views Attachment Deleted. |
| [2025-10-19 18:18:50] |
| Sierra_Chart Engineering - Posts: 21643 |
|
Regarding this: 2) My study, which operates on every tick requires executing immediately once a tick comes in, not 1-9 ms later. Documentation for Processing Every Trade and Bid/Ask Update in Custom Study: ACSIL Programming Concepts: Processing Every Trade and Bid/Ask Update in Custom Study Also the 10 ms delay, is not very much considering the more significant delay, for the time to receive the market data from the exchange which is going to be multiple times more than that. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-10-19 18:58:53
|
To post a message in this thread, you need to log in with your Sierra Chart account: