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Direct MessagesDate/Time: Tue, 23 Apr 2024 15:43:25 +0000
Numbers Bar Chart volume print differences
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| [2013-06-25 17:47:50] |
| user727 - Posts: 16 |
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I just started a Transact account / datafeed; I've been using IQ Feed & Zenfire. This morning I had identical Numbers Bar Charts running on all 3 feeds. I noticed the Transact chart was reporting significantly lower volumes than Zenfire and IQ Feed (Zenfire and IQ Feed matched, Transact was significantly lower--see attached screen shots). I originally sent these screen shots to Josh @ Infinity Futures and he and I have experimented with it and here's what we've tried and found: We reduced the Chart Update Interval from 500ms to 100ms to 40ms and made sure Intraday Data Storage is set to 1 tick and all charts have same session times. Also, I have IQ Feed running SC on another computer so Transact was on it's own (faster) computer. None of these made a significant difference. We also found that my Transact chart not only doesn't match IQ and Zenfire, but it doesn't match Josh's either! We got on the phone together and compared numbers bars at both 5s and 1m intervals and his Transact chart was within an acceptable tolerance to my IQ chart but my Transact chart didn't match Josh's Transact chart either! However in a comparison total volume for the day, in volume reported in a quoteboard, my IQ Feed and Transact matched pretty much exactly. Also, another troubling print was an incident where our charts were exactly 100 contracts different at a price--his 100 contracts appeared to have been included in the bar prior to the bar those 100 contracts were printed on my chart. Where do you think these differences are coming from? Is any of this a Sierra Chart issue? or is it all an issue with the datafeed? or is it an issue with my computer and / or loss of ticks in transmission of the data over the internet? Thank you for your help Date Time Of Last Edit: 2013-06-25 17:59:58
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1- IQ.jpg| [2013-06-25 21:12:22] |
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There was no need for all of this detail. This is a standard question and a standard answer. Please refer to help topic 43 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails43.html This is not a Sierra Chart issue. It is specific to the Data or Trading service you are using. 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: 2013-06-25 21:12:35
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| [2013-06-26 20:14:55] |
| user727 - Posts: 16 |
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Thank you! p.s. I took the time to include all of the detail in hopes you might provide some specific insights into this particular situation; but it's fine you didn't; I understand you're busy. Thanks again. |
| [2013-06-26 21:25:02] |
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The short answer to the question is that the data feed is not providing all of the trades.
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: 2013-06-26 21:25:27
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