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Date/Time: Fri, 28 Feb 2020 15:37:24 +0000



Reconstructed Tape

[2016-10-24 09:27:46]
User472538 - Posts: 3 | Ending Date: 2020-02-21 [Expired]
Does Sierra offer a "reconstructed tape" similar to that of Jigsaw? Namely, instead of a series of 1's and 2's orders are reconstructed to their original sizes.
Date Time Of Last Edit: 2016-10-24 09:37:28
[2016-10-24 17:07:44]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
This can be done through the Time and Sales window but it is not completely accurate. This is done through the "Combine Records" options:
https://www.sierrachart.com/index.php?page=doc/TimeandSalesWindow.html#CombineRecords_DoNotCombine

To be clear, no program can do this accurately unless the data feed is specifically designed for it. This is currently supported when using CTS:
https://www.sierrachart.com/index.php?page=doc/CTS_T4.php


Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2016-10-24 17:08:05
[2016-11-13 00:09:43]
whats1thingnow - Posts: 258 | Ending Date: 2020-02-29
if we don't use CTS, this is currently not supported?
[2016-11-13 22:38:57]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
This is only accurately supported through CTS at this time.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-11-16 04:09:55]
whats1thingnow - Posts: 258 | Ending Date: 2020-02-29
Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

looking forward to this then!
[2017-03-23 17:17:58]
pipsmart - Posts: 15 | Ending Date: 2020-02-29
Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

Hello, do you know when are you planning to offer this? Is it going to be late this year or, could be in the second quarter? Please advise.

Thank you.
[2017-03-23 18:19:20]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
We can only say it will be done sometime this year. It is not likely we are going to get to client-side trade bundling and unbundling with the Sierra Chart Exchange Data Feed until three months from now.

But maybe we can at least begin some of the implementation now. We will look at this next week.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-03-23 18:20:15
[2017-03-23 23:05:16]
User19165 - Posts: 219 | Ending Date: 2021-03-01
Looking forward to it. This upcoming feature is a major reason I chose Sierra late last year. Thank you.
[2017-06-29 09:03:11]
User19165 - Posts: 219 | Ending Date: 2021-03-01
I read on:

What is Sierra Chart Working On
https://www.sierrachart.com/SupportBoard.php?PostID=120379#P120379

That you have been doing work on CME products to accomplish this reconstructed tape. In this thread you mention this will apply to SC Exchange Data Feed. In the post linked above, you only make mention of CME. I would like to understand if the CME is your only intended target for a reconstructed tape or if you plan to also support other exchanges provided by your feed?

With kind regards,
MK
[2017-06-29 09:18:18]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
It is not possible to support this other than with the CME because to our knowledge no other exchange provides the necessary data to accomplish this.

And we only have direct access to the CME exchange feeds.

The other data feeds come through Barchart OpenFeed. They have implemented a way to accomplish this with that feed, but they did it in a way which is not really practical for us to work with. And more than likely, the particular field of information they have is not going to be applicable to the EUREX or other exchanges.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-06-29 09:20:36
[2018-01-25 15:20:53]
whats1thingnow - Posts: 258 | Ending Date: 2020-02-29
Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

hello, can you kindly point me to the documentation for the this feature?

can't wait to use it :)
[2018-01-25 18:37:03]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Here is the documentation for the option:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#CombineTradesIntoOriginalSummaryTrade
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-01-24 09:29:09]
User590016 - Posts: 49 | Ending Date: 2018-08-01 [Expired]
How can we check which data works and which doesnt for reconstructing the trades to their original sizes?
So far I've only read about Sierra's and CTS's Data.

Thanks
[2019-01-24 13:08:56]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
You can only do this with the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-01-24 13:33:56]
User590016 - Posts: 49 | Ending Date: 2018-08-01 [Expired]
You said in a previous post that CT was compatible as well...
[2020-01-19 08:56:35]
Pollita - Posts: 4 | Ending Date: 2020-08-04
Can we use Denali Exchange Data Feed to get reconstructed tape? Or is this still only available via Sierra Chart Exchange Data Feed?

Thanks,
[2020-01-19 12:35:32]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Can we use Denali Exchange Data Feed to get reconstructed tape?
Yes this is fully supported as well.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-01-20 01:43:58]
Pollita - Posts: 4 | Ending Date: 2020-08-04
SC Engineering,

If we can get reconstructed tape (Combine Trades into Original Summary Trade) via Denali Exchange Data Feed, could you guys update the documentation to at this URL to reflect that?

https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#CombineTradesIntoOriginalSummaryTrade

Thanks!
[2020-01-20 03:46:38]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Yes we will do that now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-01-20 03:49:17]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Actually the documentation does already indicate that. The page it links to makes reference to both the Sierra Chart and Denali Exchange Data Feeds.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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