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Date/Time: Fri, 19 Apr 2024 13:33:02 +0000



Feature Request - Simulated feed & tick by tick replay

View Count: 2321

[2015-10-23 17:29:52]
ejtrader - Posts: 688
SC Team - One of the features I miss in SC (compared to Ninja) is simulated datafeed which should include level 2 and adjustable trend ( UpTrend/downTrend/Chop ).

I am aware that you are not taking up new requests, but this is really a useful feature and hope you consider for any future implementation.

Simulated Datafeed:

https://ninjatrader.com/support/helpGuides/nt7/?simulated_data_feed_connection.htm

https://www.youtube.com/watch?v=QP9lGCvnwZc

Tick-by-Tick Replay:

Another feature that would be useful - tick by tick replay for chart.

http://www.multicharts.com/market-data-replay/

Thanks
[2015-10-23 18:32:04]
Sierra Chart Engineering - Posts: 104368
Sierra Chart has always supported a tick by tick replay so we do not know what you mean by this. It is absolutely surprising that you are not aware of this.
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:
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[2015-10-23 19:23:51]
ejtrader - Posts: 688
The following are the differences with respect to tick-by-tick replay.


SC:
- you can replay by 1 second interval (atleast based on the options available).
- The system continues to replay when back/forward buttons are pressed, would like to have the ability to forward 1 tick / backward 1 tick and stay there in pause mode so that we can review the changes to the study values as needed at that moment when 1 tick is played and in pause mode automatically.

screencast.com/t/9cjNDZ3ZTXsH

MC:
- you can replay tick/by/tick ( not time dependent )
- It would allow you to backward 1 tick / forward 1 tick as needed

screencast.com/t/jBdqxvcxD

screencast.com/t/E9heg0gnAT

Thanks
Date Time Of Last Edit: 2015-10-23 19:28:02
[2015-10-23 19:32:46]
Sierra Chart Engineering - Posts: 104368
This is definitely not true:

- you can replay by 1 second interval (atleast based on the options available).

Replaying is tick by tick if there is tick by tick data in the underlying data file, and the replay can run at millisecond intervals. This happens automatically when you increase the replay speed beyond 1 time.

- The system continues to replay when back/forward buttons are pressed,
This is also not true. The chart can be paused and you still can jump forward or backward. There has been some improvements with this in a recent release.

The only thing that we see is missing is the ability to step one tick forward and one tick backward. That might be difficult to implement but we could certainly support stepping by milliseconds. We will add the ability to step by milliseconds now.
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: 2015-10-23 19:33:31
[2015-10-23 19:33:23]
ejtrader - Posts: 688
SC team - Always gets surprised when you mark few of these as user discussions.

Please have another category other than user discussion as only you have the capability whether to do it or not. Probably a category like 'for future consideration' or 'can't be considered' rather than marking it as user discussion.

thanks
Date Time Of Last Edit: 2015-10-23 19:34:24
[2015-10-23 19:35:17]
ejtrader - Posts: 688
If you are planning to make any improvements in replay area, please consider this:

screencast.com/t/E9heg0gnAT

Also - auto pause as an option - when forward is pressed - there shouldn't be a need to press pause manually.
Date Time Of Last Edit: 2015-10-23 19:36:13
[2015-10-23 19:59:28]
ejtrader - Posts: 688
This is also not true. The chart can be paused and you still can jump forward or backward. There has been some improvements with this in a recent release.

This I was not aware of. Would check it out.

Thanks
[2015-10-23 21:06:53]
ejtrader - Posts: 688
Related to Simulated feed - I am hoping the planned DTC solution - whenever the working examples are released - would allow me to pump the Simulated data from Ninja/indicator combination --> DTC as a potential solution.

Thanks
[2015-10-24 03:43:07]
Sierra Chart Engineering - Posts: 104368
Always gets surprised when you mark few of these as user discussions.
This is a way for us to know that we do not need to continue to look at the thread because we do not have the time be spending on feature requests that cannot be handled in the near term. Also, it is an indication to the user, not to expect the feature request anytime soon meaning at an absolute minimum it would be one year away.


Also - auto pause as an option - when forward is pressed - there shouldn't be a need to press pause manually.
You can jump forward when paused, so there is no need for this. The capability to jump forward without a reload during a pause is now supported and we are improving it at this moment.

I am hoping the planned DTC solution - whenever the working examples are released - would allow me to pump the Simulated data from Ninja/indicator combination --> DTC as a potential solution.
Yes you can do this right now. The DTC Client capabilities exist right now.
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: 2015-10-24 03:44:21
[2015-10-24 04:03:11]
Sierra Chart Engineering - Posts: 104368
In the next release you can pause a Replay and set the Jump Time to:
00:00:00.001

When you jump forward on a chart that is set to 1 trades per bar, the jumping will be trade by trade. This now works.
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
[2015-10-24 06:28:26]
ejtrader - Posts: 688
SC Team - Thank you for adding this functionality.

I have to admit that SC is really a superior product in many ways.

This is a way for us to know that we do not need to continue to look at the thread because we do not have the time be spending on feature requests that cannot be handled in the near term. Also, it is an indication to the user, not to expect the feature request anytime soon meaning at an absolute minimum it would be one year away.

For this - While I do agree you might not have to respond to all requests, as there is no real place holder for any feature requests that only YOU can include, there should be a section for users to request. What to do with them - accept for immediate development, delay for "x" months or reject would be your decision. But marking it as User discussion - Certainly not the correct way in my opinion. It should be easy for you to include couple of additional list items to these type of requests.

Now coming to the replay capabilities - While including millisecond time stamp is good, it certainly can't replace true adhoc - "tick-by-tick" replay with 1 tick forward / 'x' ticks forward. I do agree that it would be a bit difficult to implement "rewind 'x' ticks" feature, but it should be somewhat straight forward to implement "forward 'x' ticks". Simply read "x" number of records from SCID file and process them (similar to the way you process T&S records). Any way you would be reading the records from SCID file to support replay feature. I would imagine it would be relatively easy for you to include "forward 'x' ticks" feature. Please see if you can consider this request, would be very useful.

For example - an instrument like ES - might have 100 records in couple of milliseconds vs thinly traded instrument - which might have 1 trade record every 1 minute. If you take out the "time" element from replay - and just go with 1 tick - the processing logic would be same for both cases (read next 'x' records and process them).

screencast.com/t/E9heg0gnAT

Coming to DTC client/server capabilities - good to know that feature already exists. However, due to lack any usable examples are making it hard for me to build any code which uses DTC software. However tiny it is, if you could provide any example to read external data through DTC server, would be able to expand on top of it. As mentioned in DTC thread - would certainly welcome the working project that you are likely to implement.

Thanks
Date Time Of Last Edit: 2015-10-26 13:45:18
[2015-10-24 06:30:14]
ejtrader - Posts: 688

In the next release you can pause a Replay and set the Jump Time to:
00:00:00.001

When you jump forward on a chart that is set to 1 trades per bar, the jumping will be trade by trade. This now works.

Thank you much for implementing this. Would check it out.
[2015-10-24 12:48:57]
ejtrader - Posts: 688
SC Team - Certainly works now with 0:00:00.001 - increments. This is much better than previous 1 sec move.. nice..

Though no longer would miss 'x' ticks forward - If you would like to complete this any time in the future - please see if you could implement 'x' ticks forward - which is not time dependent. In current state it self (with millisecond forward) - this is already much more than I have expected as a quick resolution :) appreciate it..

Non-time based 'x' ticks forward option likely to make "All Charts in Chartbook" incompatible if the chartbook has different instruments though. Considering this - probably it should be perfectly understandable - if this feature is not implemented any time in the future...

Thanks
Date Time Of Last Edit: 2015-10-24 13:37:33
[2015-10-25 20:16:20]
ejtrader - Posts: 688
On the topic of Simulated feed - I could get the SCID file updated and used as somewhat of a simulated feed. However with this method, can't be able to feed level 2 and probably not an efficient way to provide the simulated feed.

Looking forward to the DTC example(as part of the sticky DTC thread you have) - which should technically allow the custom feed including level 2 data - that I can pump from Ninja simulated feed.

Thanks
[2015-10-26 05:09:55]
Futures Operator - Posts: 239
+1 on simulated feed, miss this easy to use feature from NT for quick testing purposes without having to enter replay mode.
[2015-10-28 04:14:53]
Sierra Chart Engineering - Posts: 104368
We will see about adding a jump forward by number of trades option.

miss this easy to use feature from NT for quick testing purposes without having to enter replay mode.
This does not make sense. You have to start a replay to do a replay of data and that is very simple in Sierra Chart.
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: 2015-10-28 04:15:32

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