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Direct MessagesDate/Time: Thu, 02 May 2024 06:54:07 +0000
Question about historical data
View Count: 930
| [2015-06-10 20:43:40] |
| User911705 - Posts: 89 |
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Hello, I'm trying to troubleshoot a situation that strikes me as odd. I am comparing the following two situations, each in a different Sierra install on the same computer. Scenario 1: feed set to SC Historical Data, set to collect tick data,looking at data for ESH15. Scenario 2: feed set to CTS, set to collect tick data, downloading data for the same instrument and contract expiry (note this is an expired contract)but obviously needing to employ the CTS symbol. Now, it was my understanding that downloading historical data between these two setups should be identical as the historical data is coming from Sierra. The data on the Sierra install was NOT collected live, this install was just done yesterday so it's absolutely historical downloaded data (bearing in mind this is an expired contract). Here's the issue: I'm looking at a specific block of bars in each install. The price bars are all identical, and the volume bars (volume per bar) is identical. However, I also have a VolumeByPrice study for this block of bars (ticks per volume bar set to 1, which seems to provide the highest degree of accuracy), and the volume at price is NOT the same. It's similar, but for example the POC's are off by several points. Additionally, the time to actually download the data is roughly 10 times faster in the install with CTS set as the feed. TO me this suggests it's downloading some sort of coarser grained data set. I've repeatedly closed Sierra, deleted the data files, re-downloaded, and found the same occurrence. Can you please confirm that it is the case the data being downloaded is indeed from Sierra in both cases. And if so, what is causing this data variation. As near I can tell it seems like the data in the CTS install is NOT coming from Sierra. Anxiously awaiting your advice, thank you. Date Time Of Last Edit: 2015-06-10 20:44:54
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| [2015-06-11 14:58:04] |
| User911705 - Posts: 89 |
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Can someone tell me what the usual response time is for a support request? Waiting a day or more is not the norm I have experienced with other vendors and makes doing my work very difficult. Not having a good experience here:(
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| [2015-06-11 17:16:35] |
| User911705 - Posts: 89 |
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Sierra has not responded to numerous other support requests yet ignored this one. I have done my best to resolve my own issues and since starting with Sierra just a few weeks ago I've found a bug in the spreadsheets, incorrectly documented ACSIL member, wasting time trying to locate non-existent source code where it was supposed to be located, incorrectly formulated native study, that's just off the top of my head. All that I'm I'm still willing to try and get this to work but support just ignores legitimate issues. I'm taking a screen shot of this entire thread so if/when it is removed I will post on every major trading forum. This is ridiculous that you just hide from paying customers.
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| [2015-06-11 18:00:32] |
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We do not think your comments in post #3 are fair. We have not yet gotten to the support request. There is a lot of information here and we have to review it to make sure we understand it and give a proper answer. We have a lot of priorities. This is not accurate: Sierra has not responded to numerous other support requests yet ignored this one.
You can post whatever you want about Sierra Chart anywhere you want. It does not bother us. You are welcome to post this particular message everywhere. If you are not happy with Sierra Chart, you can use whatever program you want. If this is how you are going to treat us, this is not worth it to us. In your last support request, prior to this one, we offered remote assistance to look into the particular problem you are having even though we could not duplicate it and another user could not duplicate it. We are trying to be as helpful as we can. You need to understand with the vast amount of functionality that Sierra Chart has, not everything is 100% perfect in the way that you would expect especially in the area with New Spreadsheets which still have development being done on them. The particular problem with Spreadsheets was a very minor one involving the new File Save/Open dialog. That particular study you are referring to that had an error in its code is a study which is not used much by our users based on user feedback. incorrectly documented ACSIL member We have clarified the documentation. We do our best with documentation but we cannot always make everything 100% clear at the beginning because it is not always obvious how something will be interpreted.You also need to understand that Sierra Chart offers a vast amount of functionality as we said and supports numerous external services with various sources of historical data. How each service works is different. It is not so easy off the top of our head to immediately provide answers. How CTS historical data works is documented in this section here: https://www.sierrachart.com/index.php?page=doc/CTS_T4.php#Included We will get to the first post within the next 30 minutes. 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: 2015-06-11 18:10:40
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| [2015-06-11 18:06:51] |
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Corrections from some dictation errors were made to the prior post. So if you take a screenshot of this and post it on other forums, please do so after the correction of the dictation errors which have been made.
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: 2015-06-11 18:18:47
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| [2015-06-11 18:13:29] |
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TO me this suggests it's downloading some sort of coarser grained data set. In the case of CTS and expired contracts, due to some complexity with obtaining that data reliably from CTS, it is a long explanation, the historical data comes from the Sierra Chart Historical Data Service.However, the time unit is 1 second unless you are on service package 5 which will give you tick by tick data. The reason for the delay is we want to confirm that this is exactly how it works and that the documentation is correct. We still need some time for this technical review. Update: We have checked the documentation and we realize from a recent review that it is correct. 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: 2015-06-11 18:16:07
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| [2015-06-11 18:35:32] |
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Also the problem with the coding of that one particular study(Random What Indicator), was recognized, acknowledged and corrected all within two days. This is very good support that you usually will not find elsewhere. We have not mentioned it, but the Random Walk Indicator was already reprogrammed. 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 |
| [2015-06-11 18:45:44] |
| User911705 - Posts: 89 |
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I appreciate your answers, but your communication technique leaves something to be desired. It would be EXTREMELY helpful to at least acknowledge the receipt of the request and state you're working on it. In the case of the resolved study issue, that's great, but how was I supposed to know that? What version # supports the new changes. That sort of thing. I want to be able to sort through the issues I have. I'm not saying that all or even any issue is a Sierra problem, per se. But, at the level I'm working I need exact technical details and I can't wait for days to get it. I at least need some sort of reply stating it's being worked on. This is just good etiquette, is it not? On to specifics... regarding the CTS data question. I want to be 100% clear on this: I'm on package 3 so that means if I'm connected to CTS there is no way to get tick data historically. If that is so, that would then mean I must have package 5 and then all historical data is gauranteed to be tick? Seems a bit odd to set it up that way, but at least I'll know what's going on. I probably seem like a crank, but I know for a fact of other Sierra users that have left Sierra simply for want of better communication. I appreciate the detail you provide and if you look at my original posts early in my trial and I was sympathetic, patient and polite. It was only after numerous problems (some things I didn't even ask you about but sorted out on my own) without what I consider reasonably prompt attention that I've gotten terribly frustrated. I want to continue with Sierra and will, with the expectation that at least an attempt will be made on your part to improve communication. Is that fair? Thank you again for the information. |
| [2015-06-11 18:57:51] |
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On to specifics... regarding the CTS data question. I want to be 100% clear on this: I'm on package 3 so that means if I'm connected to CTS there is no way to get tick data historically. If that is so, that would then mean I must have package 5 and then all historical data is gauranteed to be tick? No, on Sierra Chart service package 3 tick by tick historical data for expired contracts for CTS is not supported for the major markets. There is a relatively complex technical problem which we want to avoid users encountering and that is the reason why the data comes from the Sierra Chart server and we limit it to 1 second. You will need Sierra Chart service package 5 and then historical data will be tick by tick for sure. 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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