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Direct MessagesDate/Time: Sat, 27 Apr 2024 06:59:13 +0000
SC Real-time vs. IQ Feed huge difference
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| [2016-10-12 20:55:11] |
| DabbaDo - Posts: 146 |
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I have been having some SPY real-time bid/ask issues on a Numbers chart that didn't "make sense." Today I compared IQFeed data for SPY with SierraChart Real-time data. Attached are 4 charts showing the difference. I'm suspicious that the IQ Feed version is correct, but I don't know how to prove it. I'm not even sure you would care. But here is info, FWIW. All of this revolves around a huge "adjustment" trade at 1600 today (which happens every day). I've attached 6 snips to document this. Note in IQ1S (IQ Feed 1-second) and SC1S (SierraChart 1-second), OHLCV are identical, but note that Bid and Ask are approximately reversed. Note IQ1T (1-trade) has a single trade with volume of 1,250,831. Note how that trade is "spread out" in SC1T. Note that IQ1M_Numbers (1-minute) shows a very different VolumeAtPrice picture than SC1M_Numbers. By the way, I know the huge trade at 1600 every day may not be "important." But what led me to this was some significant VaP differences at 9:30 to 10:00 yesterday when we had a high-volume down market. Those are much harder to document. Both have DTS set to 1-Tick storage. I deleted the SC SPY.scid file and re-downloaded to be sure that wasn't the issue. Windows 10, SC1471 Thank you, Dale Date Time Of Last Edit: 2016-10-12 20:56:58
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 IQ1M_Numbers.JPG / V - Attached On 2016-10-12 20:46:26 UTC - Size: 28.08 KB - 253 views SC1M_Numbers.JPG / V - Attached On 2016-10-12 20:46:34 UTC - Size: 30.46 KB - 246 views |
| [2016-10-12 21:25:37] |
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The proper way to approach support to us, is not present all of these various issues at once. These take too much of our time, and your time, and it is probably one single problem. Post only one issue at a time and wait until there is a response. Also the only acceptable method to post an image of a chart is what is documented here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image The method you used is not acceptable to us for the reasons explained in the documentation. We will just answer one issue for now because we think the others are related: Note IQ1T (1-trade) has a single trade with volume of 1,250,831. Note how that trade is "spread out" in SC1T.
What we see with the SC Data Feed is exactly what you see with IQ feed: http://www.sierrachart.com/image.php?Image=1476307268251.png Make sure there is a tick by tick data configuration: Tick by Tick Data Configuration And to be certain you are using the Sierra Chart data feed, set Global Settings >> Data/Trade Service Settings >> Service to "SC data-All Services". And we do care that the Sierra Chart Exchange Data Feed does work properly and works well. Some differences IQ Feed are going to be inevitable especially with the Bid Volume and Ask Volume but these differences should be minimal. 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 |
| [2016-10-14 04:21:35] |
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You can access the Sierra Chart Exchange Data Feed when using other Trading services but we just wanted to make sure you are getting the data from the proper source. Refer to the instructions here: Sierra Chart Exchange Data Feed: Integration with Trading Services It was very clear that you did not have tick by tick data in the data file. And it needed to be re-downloaded as this documentation explains: Tick by Tick Data Configuration If there are any outstanding issues, let us know what they are. 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: 2016-10-14 04:23:21
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| [2016-10-14 11:22:28] |
| DabbaDo - Posts: 146 |
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That you for that helpful response. I had my primary instance configured for 1-second files and my secondary instance configured for 1-Tick (so I could run the Numbers Bars study). Somehow I got a 1-second SPY.scid file into the Data folder for the second instance. Lesson learned. I noticed that the use of a Numbers Bar study forces the configuration "Intraday Data Storage Time Unit" to be 1 Tick. I wish it could warn when reading aggregated data from a file. But it's my mistake, and it's easily avoidable. So this issue is resolved. I am increasingly impressed with your software, and I trust it more and more. |
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