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Date/Time: Sat, 21 Apr 2018 11:41:52 +0000



Post From: Sierra Chart Exchange Data Feed Supports Reporting Original Summary Trades From CME

[2017-08-03 03:41:28]
Sierra Chart Engineering - Posts: 59303
When using the latest version of Sierra Chart, and you are using the Sierra Chart Exchange Data Feed, there is a new option in Chart Settings to combine trades into the original summary trade.

The option is:
Chart >> Chart Settings >> Advanced Settings 3 >>Combine Trades into Original Summary Trade.

Enabling this setting makes the most obvious difference with chart bars based upon Number of Trades Per Bar. There will be fewer bars. It also affects the Large Volume Trade Indicator study.

This feature only works when using this data feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php


And only for the CME. It also requires that trade data is stored tick by tick:
https://www.sierrachart.com/index.php?page=doc/TickbyTickDataConfiguration.php
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-08-04 02:11:51