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Direct MessagesDate/Time: Tue, 30 Apr 2024 16:00:27 +0000
Historica Data vs. Real Time Update from Different Sources
View Count: 2195
| [2013-05-12 23:54:42] |
| drywater0 - Posts: 85 |
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I'm new to Sierra Charts and have been impressed with the platform. I'm considering moving from TradeStation, which is a closed ecosystem where the software, data feed, and execution are combined. I've spent a lot of time navigating the online documentation regarding data feeds but need further advice. For the moment I plan to use the IB data feed for real time information during the trading day. However, their lack of bid-ask volume is problematic for TPO and Volume by Price studies. I have historical intraday bid-ask volume for futures and forex from the SC Real Time feed and would like to "connect" it to the IB feed so that I have continuity in my charts. I tried to use the Alternate Real-Time Update Symbol under Chart Settings, but it doesn't seem to work completely. What I mean by this is that the price is updating on the price axis but the red arrow to indicate current price is NOT moving and additional TPO letters and volume bars are NOT being drawn. http://www.sierrachart.com/image.php?l=1368401612650.png As you can see in chart above, the current price is 102.057 for USDJPY but the red arrow on TPO Profile Chart is stuck at 101.77 as indicated on the fourth row of letters from the bottom of the TPO profile. Although I had the chart running for 15 mintues and set the TPO Letter/BlockTime Period Length to 1 minute, the TPO and Volume bars have not been updating. I encountered the same issue on a standard 1 minute bar chart. Once again, the price updates on the axis but new bars are not being drawn. http://www.sierrachart.com/image.php?l=136840253545.png As seen in the attached chart above, current price has updated to 102.022 but new bars are not being drawn. This is my first request to the Support Board. Many of my questions and issues were solved by reading the documentation section, but I have been unable to find a solution for this particular problem. Many thanks in advance for your help. |
| [2013-05-13 03:31:19] |
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There are 2 solutions to this. 1. Share data from one copy of Sierra Chart using the Sierra Chart Real-Time and Historical Forex Data Feed to a copy of Sierra Chart using Interactive Brokers. This is explained in this section here: http://www.sierrachart.com/index.php?l=doc/MultipleServices.html#General 2. If you are using a data file from the Sierra Chart Real-Time and Historical Forex Data Feed, and want to use it with a different service with different symbols, you have to rename the chart data file (to the IB symbol) as explained here: http://www.sierrachart.com/index.php?l=doc/doc_ChartDataFiles.html#RenamingFiles It does not help to use a Alternate Real-time Update Symbol in this 2nd case. It does not work in the way that you are looking for. We recommend 1. 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: 2013-05-15 07:24:42
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| [2013-05-15 05:36:29] |
| drywater0 - Posts: 85 |
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Thanks for your response. Unfortunately, I don't think the recommended solution will work based on what I read from the link that you shared: Note: When sharing the data between copies of Sierra Chart, the chart data from the Source copy fully comes from the Source copy and is not updated by the Destination copy. So you cannot use historical chart data only from one copy of Sierra Chart and then have that chart updated in real time with the real-time data from the Destination copy. However, the market depth data, and current bid and ask data, can come from the Destination copy. The chart data itself though will always come from the Source copy. I'm trying to use SC to populate historic data and then have the chart update with the IB real time feed. Based on the above, I don't think it is possible but can you please confirm? I also tried the second solution of renaming the file but this seems to have operational constraints. From my trial and error, the only way I could get it to work was to rename the file using the IB symbol but that prohibits me from having two different data files. I would like to have two files: (1) pure IB data for both historic and current day's trading and (2) SC for historic and only the current trading day with IB data. I tried using a different file name and changing the symbol in the Chart Settings to the IB symbol but got the error message of unknown symbol. This leads me to believe that SC software and IB feed communicate based on the actual file name and therefore the symbol listed in chart settings must exactly match the data file name. Can you please confirm? If both files are required to have the same name, can I simply create a Data 2 folder in the Sierra Charts directory? I would then select the appropriate file as necessary because both would be using the IB feed to build the current day's chart but the history would be different for each file (one from IB and the other from SC)? In terms of SC feeds, I see four different options from the drop down (1) SC Historical Intraday Futures Data (2) SC Historical Data (3) SC Market Stats and (4) SC Forex Data (FXCM). Can you please confirm that the only SC real time feed is for forex? All the other SC feeds, such as intraday futures historic, do NOT update real time? I look forward to your response because I should help me gain a better understanding of how the data feeds interact with SC platform. Appreciate your help. |
| [2013-05-15 20:28:45] |
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This leads me to believe that SC software and IB feed communicate based on the actual file name and therefore the symbol listed in chart settings must exactly match the data file name. Can you please confirm? Yes, this is correct.can I simply create a Data 2 folder in the Sierra Charts directory? No this will not work, because the data files must be in the Data Files Folder.3, 4 update in real 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 |
| [2013-05-16 05:48:05] |
| drywater0 - Posts: 85 |
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Thanks for clarifying those points. I have two follow up questions. (1) Can you please confirm the question that I asked in the second paragraph of my previous message, which was as follows: "I'm trying to use SC to populate historic data and then have the chart update with the IB real time feed. Based on the above, I don't think it is possible but can you please confirm?" (2) Can you please elaborate on your response that a Data 2 folder will not work? Do you mean that (1) it will simply not be able to update a chart real time if it comes from a folder that is not Data 2 OR (2) other related functionality, such as Chartbooks will not work because they only look for files in the Data folder? I tested it by saving a .scid file and chartbook in Data 2 and was able to pull both of them up without any apparent issues. Both charts and chartbook loaded fine and updated with realtime data as it streamed in. If it is just a matter of manually changing the directory (from Data to Data 2) when I want to pull up a specific chart or chartbook from a different feed, I'm obviously okay with it. This is why I want to know why you say it won't work / how it won't work because it does seem to work. Appreciate your help with this challenge. Thanks very much. |
| [2013-05-17 05:04:36] |
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Response is still pending.
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 |
| [2013-05-18 00:06:56] |
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1.No it is not possible in the way that you want it to be done. 2. When you open a chart, other than from a remote copy of Sierra Chart, the chart data file must be in the current Data Files Folder specified in Global Settings >> General Settings. It cannot be outside of that folder. If it is, the path to the data file will be changed to match the Data Files Folder. The only exception to this is when you are opening a chart data file from another copy of Sierra Chart using File >> Find Symbol. We cannot spend further time on this please. 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 |
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