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Post From: TrueLive 2014 for SC V1149 Onwards

[2014-06-23 03:52:00] Link To Thread - Link To Post [Go To First Post]
Kiwi - Posts: 375
IB data comes in two forms: live which is snapshot based so may miss high or low prices with a 100ms snapshot, and true or 5 second data which contains accurate OHLCVT data but is 5 seconds "late." In the past SC has been one of the only charting platforms that let you combine the two to give you "good" IB data using my various TrueLive functions to do it. With version 1148 the SC team chose to improve efficiencies and got rid of the ability to seperately download -TD charts containing 5 second data. Instead we can now select to store 5 second data or live data. If you watch the chart when storing 5 second data you note the bars start 5 seconds after they "should" and you have 5 seconds pauses between updates. All the while your bid / ask is updating as is the SC time and sales. At their suggestion I have created a new dll with a new function TrueLive2014 which you run in SC and will display the updates from the live feed in real time. So the chart stores 5 second data, the 5 second data corrects for any missing ticks, but the T&S information is used to create bars that are on time and responsive. To use it: Save the dll in your data folder Set your Data/Trade Service Settings to: -"Record True Real-Time Data in Intraday Chart" - Number of Stored Time and Sales to > 0 (I use 100) Then > Analysis > Studies > Add Custom Study > and find the study shown Then adjust the colors (first 2 are the up color, next 2 are the down color) Note that I included a version "pvm" for people who use price multipliers or volume multipliers and find that the original version isn't working properly. finding it: http://i.imgur.com/363y4J6.png http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=2850 colors: http://i.imgur.com/5MkI8kF.png http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=2851 Date Time Of Last Edit: 2014-06-23 09:59:17


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