Support Board
Date/Time: Wed, 14 May 2025 07:06:58 +0000
[Locked] - Bid, Ask and Last driven chart.
View Count: 3622
| [2015-10-23 21:06:26] |
| User760942 - Posts: 120 |
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Hi SC, How can I make a chart that shows to following three things. 1. The new Best Bid price anytime the Best Bid price changes. 2. The new Best Ask price anytime the Best Ask price changes. 3. The Last price each time new trade is made. I tried this via typing in "-ALL" next to the symbols name, but was not sure what other steps are needed. Thanks! |
| [2015-10-26 22:43:05] |
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This is the relevant documentation: https://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php Using -ALL is correct. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-10-27 00:17:11] |
| User760942 - Posts: 120 |
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How can I get the same chart to show separate "line on close" lines for each of the three items mentioned in my previous post (meaning the chart would have 3 separate lines)? I can get the three lines to show up when I use -ALL, then press 1. Chart Settings >> Number of Trades per bar >> 1 2. Studies >> Bid & Ask prices However, when I do the above, the bid and ask prices only show up when a trade is made. How do I get them to also show up (in between trades) whenever the best bid price changes and/or the best ask price changes? |
| [2015-10-27 03:07:57] |
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Thinking about this, this is inherently difficult if not impossible what you want to do because the last trade prices are never going to be in sync with the bid and ask prices since they do not all update at the same time consistently.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-10-27 03:30:15] |
| User760942 - Posts: 120 |
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Are you saying the problem is that SC does not update these 3 prices at the same time consistently? Or is it that the exchanges (especially the CME) don't update them at the same time consistently? Or both? |
| [2015-10-27 03:34:49] |
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Since the exchange does not update them consistently, Sierra Chart will not either. Actually it probably is possible to put something together, but we would have to prepare a Chartbook for you demonstrating this. It is kind of hard to explain how to do 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-10-27 04:26:30] |
| User760942 - Posts: 120 |
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I know the exchanges don't update the data consistently. However, will SC display the data with the same exact inconsistences as the exchanges? Or will the inconsistencies be different?
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| [2015-10-27 08:11:13] |
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Our understanding is you want three separate lines showing the Bid, Ask, Last trade prices all synchronized on the chart and including all of the updates. We have given this a more thought, this is not going to work properly. Or will the inconsistencies be different?
Yes. It will be different.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-04 09:14:57] |
| User760942 - Posts: 120 |
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Any plans to fix this?
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| [2015-11-04 09:36:13] |
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There is nothing to fix. What you are looking for is nonstandard and not supported. We have never had anyone ask for this. It is not something that we would normally get involved with. Perhaps if we had the time and you were willing to pay for the development in part, we might be able to do something but it is not possible now. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-11-04 09:37:27
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| [2015-11-10 20:07:30] |
| User760942 - Posts: 120 |
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Would the issue come up when backtesting pre-recorded tick data? If so, I'd love to use your "Spreadsheet System for Trading" for rapid prototyping and backtesting (then rebuild in another platform to go live). (FYI: The pre-recorded tick data I have has Millisecond timestamps, which I'm guessing can help keep things in synch even though you can't show MS timestamps.) Thanks! |
| [2015-11-11 09:38:33] |
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We do not see how anything would be different by using this "prerecorded tick data". Even if it does have milliseconds. Sierra Chart also does use milliseconds but as a counter currently.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-25 09:24:03] |
| User760942 - Posts: 120 |
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Would the synch issue still happen if I were doing the following bars? 1. 1 second bars 2. Tick bars larger then 1 tick. (If so, what size?) |
| [2015-12-25 18:13:08] |
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It is interesting you posted in this thread again about this. We were looking for this thread because we were going to update it yesterday. We have been thinking about your request, and we are going to modify the data recording mode -ALL to support lines on the chart showing the Bid, Ask, Last trade prices individually all synchronized on the chart and including all of the updates. However, for this to really work properly, the chart would have to be set to 1 Trade per bar and data has to be stored tick by tick. Please allow us about 30 days to have this complete. Normally we could probably just do it in the next few days but we are just so busy at this time. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-25 18:14:36
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| [2015-12-25 22:30:40] |
| User760942 - Posts: 120 |
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Cool. As of now, will I have the synch issue when displaying the Bid, Ask and Last prices for the following bars? 1. 1 second bars. 2. Tick bars larger then 1 tick. thanks! |
| [2015-12-25 23:13:31] |
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No synchronization issue. However, the displayed Bid and Ask will only be the most recent for the bar.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-04-14 06:01:51] |
| User760942 - Posts: 120 |
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Hi SC, just checking in to see if you added the feature you mentioned in post 14 of this thread (as quoted below). Thanks. It is interesting you posted in this thread again about this. We were looking for this thread because we were going to update it yesterday. We have been thinking about your request, and we are going to modify the data recording mode -ALL to support lines on the chart showing the Bid, Ask, Last trade prices individually all synchronized on the chart and including all of the updates. However, for this to really work properly, the chart would have to be set to 1 Trade per bar and data has to be stored tick by tick. Please allow us about 30 days to have this complete. Normally we could probably just do it in the next few days but we are just so busy at this time. |
| [2016-04-14 20:56:14] |
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This has not yet been done but it is on our near-term task list. We expect to do it next week. Check back with us towards the end of next week. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-04-14 20:57:09
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| [2016-04-15 06:07:43] |
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We apologize for the long delay. It turned out to be very easy but we needed time to think through it. It is going to be in the second revision of 1396 which we will release in about 15 minutes. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-04-19 17:23:46] |
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We created a new recording suffix for this: -BID_ASK_TRADE_SYNC This will be out in the next release. So the -ALL recording suffix will remain the same as it always has been. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-04-19 18:46:35
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| [2016-04-19 18:33:02] |
| User760942 - Posts: 120 |
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Can I do this with data I import from a .CSV? The .CSV file I have does have millisecond timestamps (which could keep everything in synch on a subsecond level). However, i don't believe you allow milliseconds to be imported |
| [2016-04-19 18:47:59] |
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Actually we made a mistake in our prior posting. We meant to say that this is the recording suffix: -BID_ASK_TRADE_SYNC Yes you can import CSV data. Milliseconds are supported. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-04-19 19:18:05] |
| User760942 - Posts: 120 |
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Real Milliseconds? which could hypotheitically shown a tick coming in at 08:41:22.121 then the next tick coming in at 08:41:22.423 ? Or just the "milliseconds" counting the the order ticks within the 1 second were received? Which would show the above example as 08:41:22.001 then the next tick coming in at 08:41:22.002 Please send link to part of documentation that shows how to import "Real" milliseconds if possible. Thanks! Date Time Of Last Edit: 2016-04-19 19:18:45
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| [2016-04-19 19:47:24] |
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Yes, the actual milliseconds will work. The milliseconds are simply read in as they actually are. There is nothing special to do. But we will run a test to confirm 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-04-19 22:19:40] |
| User760942 - Posts: 120 |
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Cool. When did you start supporting actual milliseconds? I don't believe you did when I started using your platform in 8/2015 (as explained in this post from another user Millisecond data both real time / Historical ) Date Time Of Last Edit: 2016-04-21 02:45:04
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