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Date/Time: Tue, 24 May 2022 00:01:12 +0000



Serious Issues with TPO Profile

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[2013-05-29 14:42:03]
drywater0 - Posts: 80
I have been using this study for the last couple weeks without any issues. However, this morning the letters associated with TPO are not behaving as expected despite unchanged settings.

1) Chart Settings for SPY are 09:30 - 16:00 without Evening Session
2) Study Settings are many so I attach screen shots of what I'm using. I have NOT customized TPO letters as per TPO Setting #4 attachment.

As can be seen from chart screen shot, the TPO profiles always start with the letter A but this morning it is starting with the letter N.

http://www.sierrachart.com/image.php?l=1369838215468.png

Furthermore, the TPO profile is stuck on the letter N and should have proceeded to the third letter because the time is 10:35am and we are into the third 30min period of the session.

I am using an IQ Feed for all of the above. In an effort to gain an understanding of what was amiss, I set up a second version of Sierra Charts in a separate folder using the IB feed with identical settings for Feed (tick level data), Chart and the Study. In this case the TPO profile is working fine as shown by the attached screen shot.

http://www.sierrachart.com/image.php?l=1369838153410.png

For both installations of Sierra, I'm using my appropriate time zone setting of New York. The only difference is that the IQ Feed is running off of Version 979 while the recently installed IB feed is using Version 976. I upgraded to 979 to avoid the continual "Port 2" IQ Feed connection errors in the message log about a week ago so I don't believe this should make a difference.

I would really appreciate your help on this one. I just finished my trial last Friday and became a paying member of Sierra Charts specifically for the TPO and Volume studies so their accuracy is very important for me. Many thanks in advance.
imageTPO Settings # 1.JPG / V - Attached On 2013-05-29 14:38:41 UTC - Size: 116.66 KB - 460 views
imageTPO Settings # 2.JPG / V - Attached On 2013-05-29 14:38:53 UTC - Size: 118.94 KB - 574 views
imageTPO Settings # 3.JPG / V - Attached On 2013-05-29 14:39:02 UTC - Size: 118.37 KB - 471 views
imageTPO Settings # 4.JPG / V - Attached On 2013-05-29 14:39:10 UTC - Size: 154.61 KB - 520 views
Attachment Deleted.
[2013-05-29 15:03:06]
Sierra Chart Engineering - Posts: 102837
We know exactly what the problem is. IQ Feed is sending incorrect timestamps with a timestamp value of 16:00. This is going to cause this kind of trouble.

This study is very sensitive to incorrect timestamps.

As we understand, IQ Feed has released a new client software program that solves this. You need to contact them and get that. Once that is done and installed and you are connected, right click on the chart before the last profile and select Delete and Download Data.
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: 2013-05-29 19:35:12
[2013-05-29 15:14:37]
drywater0 - Posts: 80
I just tried a different symbol (C) on the same chart and it seems to be working fine.

http://www.sierrachart.com/image.php?l=1369839709424.png

However, the chart for SPY is still problematic.

http://www.sierrachart.com/image.php?l=1369839857294.png

I think it must be related to the data file, and I just spotted this in the message log. I have underlined the relevant section. Think I'm getting closer to source of the problem if you could advise on best solution. I would prefer not to delete the file as I have a full 120 day history of tick data for SPY. Thank you.

Software version: 979 | 2013-05-29 11:08:41
Current Service Package: 5 | 2013-05-29 11:08:41
Usage end date: 2013-06-25 | 2013-05-29 11:08:41
Sierra Chart Historical Data Service is included. | 2013-05-29 11:08:41
Active service: IQFeed | 2013-05-29 11:08:41
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2013-05-29 11:08:41
2013-05-29 11:08:41 Local computer clock time | 2013-05-29 11:08:41
2013-05-29 15:08:41 GMT time | 2013-05-29 11:08:41
2013-05-29 11:08:41 Time zone adjusted time | 2013-05-29 11:08:41
Time difference to server time: 8 seconds. | 2013-05-29 11:08:41
Program path: C:\SierraChart\ | 2013-05-29 11:08:41
Data Files path: C:\SierraChart\Data\ | 2013-05-29 11:08:41
OS Version Number: 6.1 | 2013-05-29 11:08:41


IQ Feed: Connecting. | 2013-05-29 11:08:47
Starting DTN IQ Feed interface software. | 2013-05-29 11:08:47
IQ Feed: Connecting to Admin port 9300 | 2013-05-29 11:08:47
The network socket is connected. | 2013-05-29 11:08:47
IQ Feed: Connected to Admin port. | 2013-05-29 11:08:47
AdminMessage: S,REGISTER CLIENT APP COMPLETED, | 2013-05-29 11:08:47
AdminMessage: S,STATS,,,,,1,0,0,0,,,Not Connected,5.0.0.11,,0,0,,0.03,0.03,, | 2013-05-29 11:08:48
AdminMessage: S,STATS,66.112.148.228,60003,500,0,1,0,0,0,May 29 11:08AM,May 29 11:08AM,Connected,5.0.0.11,418604,0.06,0.06,0,0.09,0.05,0, | 2013-05-29 11:08:49
IQ Feed: Connecting to Level 1 port 5009 | 2013-05-29 11:08:49
The network socket is connected. | 2013-05-29 11:08:49
IQ Feed: Connected to Level 1 port. | 2013-05-29 11:08:49
IQ Feed: Connecting to Lookup port 9100 | 2013-05-29 11:08:49
IQ Feed: Connecting to Level 2 port (9200)... | 2013-05-29 11:08:49
The network socket is connected. | 2013-05-29 11:08:49
IQ Feed: Connected to Lookup port. | 2013-05-29 11:08:49
IQ Feed: Fully connected. | 2013-05-29 11:08:49
The network socket is connected. | 2013-05-29 11:08:49
IQ Feed: Connected to Level 2 port. | 2013-05-29 11:08:49
IQFeed Level 2 error: Account not authorized for Level II | 2013-05-29 11:08:49
IQ Feed: Disconnected from Level 2 port. | 2013-05-29 11:08:49
Starting updates for: SPY | 2013-05-29 11:09:02
HD Request # 1 - Downloading Intraday chart data for SPY to the file SPY.scid. Service: dtn | 2013-05-29 11:09:02
HD Request # 1 - Starting date and time: 2013-05-29 11:08:15 | 2013-05-29 11:09:02
HD Request # 1 - Requesting Tick data beginning at 2013-05-29 11:08:15 US Eastern Time. | 2013-05-29 11:09:02
HD Request # 1 - Receiving historical Intraday Tick data for SPY | 2013-05-29 11:09:02
HD Request # 1 - Receiving Intraday data for SPY starting at 2013-05-29 11:08:15 | 2013-05-29 11:09:02
HD Request # 1 - Timestamp of first Intraday data file record written: 2013-05-29 11:08:15 | 2013-05-29 11:09:02
HD Request # 1 - Received 1026 records from 2013-05-29 11:08:15 to 2013-05-29 11:09:10 (55.0 seconds) and wrote 1026 records for SPY | 2013-05-29 11:09:02
HD Request # 1 - Intraday download COMPLETE for SPY | 2013-05-29 11:09:02
Real-time intraday chart data file updates started for SPY | 2013-05-29 11:09:02

Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2013-05-29 16:00:00. Current Date Time: 2013-05-29 09:30:00. Filename: C:\SierraChart\Data\SPY.scid | 2013-05-29 11:09:03
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\C.scid | 2013-05-29 11:09:58

Starting updates for: C | 2013-05-29 11:09:58
HD Request # 2 - Downloading Intraday chart data for C to the file C.temp.scid. Service: dtn | 2013-05-29 11:09:58
Compressing file: C:\SierraChart\Data\C.temp.scid. This may take a while... | 2013-05-29 11:09:58
HD Request # 2 - Requesting Minute data beginning at 2013-01-24 10:09:58 US Eastern Time. | 2013-05-29 11:09:58
HD Request # 2 - Receiving Intraday Minute data for C | 2013-05-29 11:09:58
HD Request # 2 - Receiving Intraday data for C starting at 2013-01-24 10:10:00 | 2013-05-29 11:09:58
HD Request # 2 - Timestamp of first Intraday data file record written: 2013-01-24 10:10:00 | 2013-05-29 11:09:58
HD Request # 2 - Received 44717 records from 2013-01-24 10:10:00 to 2013-05-29 11:10:00 (125.0 days) and wrote 44717 records for C | 2013-05-29 11:09:59
HD Request # 3 - Downloading Intraday chart data for C to the file C.temp.scid. Service: dtn | 2013-05-29 11:09:59
HD Request # 3 - Requesting Tick data beginning at 2013-01-24 10:09:59 US Eastern Time. | 2013-05-29 11:09:59
HD Request # 3 - Receiving historical Intraday Tick data for C | 2013-05-29 11:09:59
HD Request # 3 - Receiving Intraday data for C starting at 2013-05-22 06:14:56 | 2013-05-29 11:09:59
HD Request # 3 - Timestamp of first Intraday data file record written: 2013-05-22 06:14:56 | 2013-05-29 11:09:59
HD Request # 3 - Received 550754 records from 2013-05-22 06:14:56 to 2013-05-29 11:10:08 (7.2 days) and wrote 550754 records for C | 2013-05-29 11:10:03
HD Request # 3 - Copying downloaded Intraday chart data from C.temp.scid to C.scid | 2013-05-29 11:10:03
Compressing file: C:\SierraChart\Data\C.scid. This may take a while... | 2013-05-29 11:10:03
HD Request # 3 - Intraday download COMPLETE for C | 2013-05-29 11:10:05
Real-time intraday chart data file updates started for C | 2013-05-29 11:10:05


[2013-05-29 15:19:30]
Sierra Chart Engineering - Posts: 102837
Please see post #2. For now right-click before the last TPO profile in the chart and select Delete and Download Data.
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: 2013-05-29 19:34:43
[2013-05-29 15:29:31]
drywater0 - Posts: 80
I contacted IQ Feed, and am using the latest version 5.0.0.11. They verified that the timestamps on their end look fine. Consider that I am only experiencing this issue with the TPO profile and only with SPY. My standard time interval (1min, 30min, etc) bar charts are working fine for SPY.

Is it possible that the history for this file is somehow corrupted? Is there a precise surgical method to remedy the problem, or do I have to basically delete the entire file and download all the tick history again after the market closes? Thanks for your help
[2013-05-29 16:08:23]
drywater0 - Posts: 80
Thanks for the quick reply. That seems to have solved the issue, which I had never encountered previously.

Yesterday evening I was deleting bad ticks from the file using the Intraday Data Editor so perhaps that might have caused the problem? When I delete a tick / trade point from the file, should scrolling in the Intraday Data Editor then reveal an empty spot or will it just cleanly pass over the record that has been deleted such that one would never know that it was missing?

I also want to check whether "Delete and Download Data from Current Position to End" on the Intraday Data Editor is effectively the same as selecting "Delete and Download Data" when right clicking on the chart? Appreciate your help.
[2013-05-29 19:39:15]
Sierra Chart Engineering - Posts: 102837
There is a timestamp problem from IQ Feed, this is definite. There should be a newer client available. Please contact them again about this. They are sending out timestamps with 16:00 at earlier times.

Also, we incorrectly gave the wrong command name in the prior post. When you right-click on the chart you need to select Delete and Download Data. You just need to right-click before the profile that has incorrect timestamps.

I also want to check whether "Delete and Download Data from Current Position to End" on the Intraday Data Editor is effectively the same as selecting "Delete and Download Data" when right clicking on the chart?
Yes it is the same.


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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