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Direct MessagesDate/Time: Thu, 25 Apr 2024 02:29:18 +0000
No price available for listed BMF exchange
View Count: 2888
| [2019-09-06 16:15:15] |
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Yes you do not have to pay any exchange fees in this case. Historical intraday data goes back to 2014 for the BMF/B3 but it does not appear to be tick by tick until 2016. do Sierra Chart backtester respects the book's price orders queue execution of the limit orders I place? No.
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 |
| [2019-09-06 16:45:51] |
| owneroxxor - Posts: 16 |
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do Sierra Chart backtester respects the book's price orders queue execution of the limit orders I place?
No. So in that case, how does Sierra chart's replay handles the execution of a limit order placed on some price level? On the real markets, we all know there is a FIFO queue in that price level. So, as Sierra doesn't simulate that, what is the trigger that executes that order when the market reaches it then? Could you explain this mechanism? I am asking that because my strategy is basically super scalping the price volatility to get 1 to 2 ticks only and that execution mechanism would make huge impact in my replay training results compared to the real account. Thanks in advance Date Time Of Last Edit: 2019-09-06 16:46:56
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| [2019-09-07 04:23:45] |
| owneroxxor - Posts: 16 |
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Historical intraday data goes back to 2014 for the BMF/B3 but it does not appear to be tick by tick until 2016.
I was trying to get the historical intraday since 2016 as you told me, just couldn't find the any future contract from that year or even from the begining of 2019 as you can see in the image below for WDO (US dollar futures) How can I find the 2016, 2017 or 2018 contracts? |
| Attachment Deleted. |
1.PNG| [2019-09-07 06:48:00] |
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This is documented here: Trade Simulation: How Orders are Filled It is only price-based in this case. Regarding expired futures contracts, refer to: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Using Expired Futures Contracts 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: 2019-09-07 06:51:07
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| [2020-03-27 18:56:48] |
| User143517 - Posts: 68 |
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Hi there, Are you supporting real-time data for BMF stocks? If yes, how can I find its symbols? Thanks. |
| [2020-03-29 08:23:48] |
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Not at this time. However, we should be able to offer this later this year but that will require evaluation later on depending upon the cost.
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: 2020-03-29 08:24:01
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| [2020-09-22 12:22:37] |
| User143517 - Posts: 68 |
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Hi there, I am wondering if you have any news regarding real-time data for BMF stocks? Thanks. |
| [2020-09-22 15:13:34] |
| John - SC Support - Posts: 31098 |
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We have not done anything further with BMF stocks, so we still do not have it available.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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