Support Board
Date/Time: Sat, 10 May 2025 21:14:14 +0000
#request : new "intraday chart bar period" and market depth data stored
View Count: 1041
| [2016-05-21 12:31:39] |
| nioko54130 - Posts: 108 |
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Hi dear support team! First, I would like to know if you are going to plan an implementation on the intraday chart bar period. In this chart setting window, i would like to know if you can add a milli-second chart bar period? A milli second time frame ? A "new bid and ask record" chart "bar period" would be really interesting too! The aim of that would be to get the ability to see all of the "limit order flow " which is comming through the order book. For each limit order added or pulled, we'll get a new intraday bar on our chart! You're already offer that for the market volume. It will be fantastic if you could offer it for the limit order of the book : for the liquidity. Then, i have seen in your recent release that you have added "store market depth data" in the data trade service setting. I have put a tik on it, but my depth is not saved. Do you know why ? Please feel free to see the screen below in attached files. thank's for all |
 chart setting.JPG / V - Attached On 2016-05-21 12:27:41 UTC - Size: 98.99 KB - 355 views store market depth data.JPG / V - Attached On 2016-05-21 12:27:48 UTC - Size: 85.69 KB - 330 views |
| [2016-05-21 21:38:24] |
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This post is about feature requests and upcoming features. We will not respond any further than what is provided below: A "new bid and ask record" chart "bar period" would be really interesting too! The aim of that would be to get
This is already available. Refer to:the ability to see all of the "limit order flow " which is comming through the order book. http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php Understand, we cannot respond further and we cannot spend further time on 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: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-05-21 21:38:42
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| [2016-05-21 23:33:23] |
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To be clear, the option to store Market Depth Data is not implemented yet.
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 |
| [2016-05-24 07:14:40] |
| nioko54130 - Posts: 108 |
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Thank's for your quickly reply dear support! Ok, for the depth stored, we will waiting for this :) i understand that is very difficult to set in the platform due to the memory needed.. About the recording mode, i have seen that i'm able to get some different mode : -BIDASK SYNC seems to be the more interesting for me ; but i don't understand very well the difference between the original mode which is saving the ask, the bid, and all of the market volume? You speak about "last trade price" but it's the last price where a market order has lifted or hit the bid or the ask.. so we have already that in the original mode yes ? So which are the difference between this 2 mode ? I can see throug my footprint chart that the data are not the same, but i don't understand very good why even if i have read your link. Could you explain it more precisly please? Thank's! Date Time Of Last Edit: 2016-05-24 07:16:10
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| [2016-05-24 18:08:59] |
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so we have already that in the original mode yes ?
Yes.When using -BID_ASK_TRADE_SYNC, bid and ask updates are also stored even when there is not a trade. 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: 2016-05-24 18:10:29
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| [2016-05-25 10:56:07] |
| nioko54130 - Posts: 108 |
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Ok yes i have seen it ! thank's! |
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