Login Page - Create Account

Support Board


Date/Time: Thu, 02 Jul 2020 06:03:45 +0000



Post From: Recommendations to Improve Overall Sierra Chart Performance

[2020-04-14 06:17:44]
Sierra Chart Engineering - Posts: 87174 | Ending Date: 2021-04-05
Over the last two months, there has been a major increase in trading volumes in the major futures markets.

If you are charting any of these major markets in Sierra Chart, like the stock index futures, the bond markets, the energy markets, and other futures markets, there is a lot more data for Sierra Chart to process when the trading data is downloaded tick by tick.

If you want to improve Sierra Chart performance, it is essential that you find a balance between performance and accuracy. Below are recommendations, which will still maintain overall high accuracy but significantly improves performance.

We did produce this video about this:
https://www.sierrachart.com/Videos/Improving_Sierra_Chart_Performance.mp4

However, below are very specific steps you can do right now to immediately improve performance.

Set Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit to 1 Second or 2 Seconds.

Documentation:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayDataStorageTimeUnit

Although when using the Numbers Bars study, that setting is going to get set back to 1 Tick. So in that case it will not help to change it, unless you set this particular input to No:
https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#Input_Require1TickIntradayDataStorageTime

If you do change the Intraday Data Storage Time Unit, you will re-download the data for the symbols:

Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.


The next thing you can do is increase the Tick Size in the chart. This especially helps when using studies like the Volume by Price study.

Documentation:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#TickSize

For the ES futures you can increase this to .5

For CL futures you can increase this to .05

With these changes, historical data will download considerably faster, charts will load faster, and calculation times will be reduced, and overall the charts will be more responsive.


Please also have a look at the video we produced for other things you can do.

It is important to face the reality that with the immense amount of market data , it is not reasonable in some cases for Sierra Chart to be downloading and processing all of that data at the tick by tick level, if you want good performance.

And this is why even this new market by order data, is very burdensome and troublesome to be providing to users. We do not foresee offering that, without a substantially higher cost for that particular data. That is the type of data which should be processed in a server environment, and the relevant analytical data generated, and then sent to clients.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-04-14 11:13:13