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Direct MessagesDate/Time: Thu, 09 May 2024 23:03:18 +0000
Tick volume data question
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| [2016-06-10 09:35:36] |
| User17477 - Posts: 65 |
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Hi Support, Please see my attached DTS image and give me your advice on the following. I have been exporting tick data and running volume study analysis in python. The results I get for volume studies show less volume than the DTN IQ data I ran the same study on. Is this potentially a configuration issue on my side? Any suggestions as to whether my settings are correct for downloading tick data? The analysis was run over recent data from May/June. My understanding is that my settings have me using the Sierra data and not Gain/OEC. cheers |
 for sierra.png / V - Attached On 2016-06-10 09:28:19 UTC - Size: 38.41 KB - 239 views |
| [2016-06-10 09:45:53] |
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You are using the data provided by Gain Capital/OEC. Not Sierra Chart data. The settings are correct. Refer to help topic 43: https://www.sierrachart.com/index.php?l=helpdetails43.html 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 |
| [2016-06-10 09:56:16] |
| User17477 - Posts: 65 |
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At what stage does my Sierra chart app use the historical tick data from Sierra? I have probably misunderstood, are you saying all my historical tick data is from Gain OEC with the settings I showed you? If I delete and download data now it would only fetch data from Gain OEC and not Sierra? Thanks in advance for helping me understand. cheers Date Time Of Last Edit: 2016-06-10 09:58:22
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| [2016-06-10 10:02:41] |
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are you saying all my historical tick data is from Gain OEC with the settings I showed you? Yes. If I delete and download data now it would only fetch data from Gain OEC and not Sierra? This is the effective result.For what you want to do you need to use the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service 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 |
| [2016-06-10 10:52:09] |
| User17477 - Posts: 65 |
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Yes I would like to use Gain / OEC for current data but historical intraday tic via Sierra as my understanding is that this is more accurate. So looking at the link you gave it says this: "For some of the supported Trading services, the historical Intraday data provided with the Sierra Chart Historical Data Service , is integrated with the Trading service. However, the data is delayed, so the most recent 10 to 15 minutes of historical Intraday data will still come from the Trading service. To ensure the delayed historical data from the Sierra Chart Historical Data Service is used, enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. I have this checked as per my screenshot. Is Gain/OEC not supported for a scenario where data after 10-15 mins is Sierra as per the above? Date Time Of Last Edit: 2016-06-10 10:52:34
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| [2016-06-10 11:04:52] |
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This does not apply to Gain Capital/OEC.
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 |
| [2016-06-10 11:12:18] |
| User17477 - Posts: 65 |
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So do I have to install a second instance to use it if I still want access to order placement etc for Gain/OEC? It says optional but would I not lose access to gain /oec if I select SC Data - All Services?
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| [2016-06-10 11:26:11] |
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Yes you need to install another instance of Sierra Chart. You will still be able to use OEC. 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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