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Direct MessagesDate/Time: Thu, 25 Apr 2024 19:59:35 +0000
Reconstructed Tape
View Count: 7440
| [2016-10-24 09:27:46] |
| User472538 - Posts: 3 |
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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
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| [2016-10-24 17:07:44] |
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This can be done through the Time and Sales window but it is not completely accurate. This is done through the "Combine Records" options: Time and Sales Window: Combine Records >> Do Not Combine 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: Sierra Chart Exchange Data Feed 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: 2016-10-24 17:08:05
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| [2016-11-13 00:09:43] |
| whats1thingnow - Posts: 407 |
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if we don't use CTS, this is currently not supported?
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| [2016-11-13 22:38:57] |
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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. 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 |
| [2016-11-16 04:09:55] |
| whats1thingnow - Posts: 407 |
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Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
Sierra Chart Exchange Data Feed looking forward to this then! |
| [2017-03-23 17:17:58] |
| pipsmart - Posts: 15 |
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Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
Sierra Chart Exchange Data Feed 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] |
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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. 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: 2017-03-23 18:20:15
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| [2017-03-23 23:05:16] |
| User19165 - Posts: 346 |
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Looking forward to it. This upcoming feature is a major reason I chose Sierra late last year. Thank you.
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| [2017-06-29 09:03:11] |
| User19165 - Posts: 346 |
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I read on: What is Sierra Chart Working On What is Sierra Chart Working On | Post: 120379 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] |
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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. 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: 2017-06-29 09:20:36
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| [2018-01-25 15:20:53] |
| whats1thingnow - Posts: 407 |
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Sometime next year we do plan to offer this with the Sierra Chart Exchange Data Feed which will be 100 percent accurate:
Sierra Chart Exchange Data Feed 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] |
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Here is the documentation for the option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
| [2019-01-24 09:29:09] |
| User590016 - Posts: 50 |
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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] |
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You can only do this with the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed 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 |
| [2019-01-24 13:33:56] |
| User590016 - Posts: 50 |
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You said in a previous post that CT was compatible as well...
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| [2020-01-19 08:56:35] |
| Pollita - Posts: 4 |
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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] |
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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. 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 |
| [2020-01-20 01:43:58] |
| Pollita - Posts: 4 |
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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? Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Thanks! |
| [2020-01-20 03:46:38] |
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Yes we will do that now.
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 |
| [2020-01-20 03:49:17] |
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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. 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 |
| [2021-11-03 00:08:01] |
| Chauncey Smith - Posts: 1 |
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Hoping this thread is still active. I'm using JigSaw but prefer Sierra, want to have the reconstructed tape but trade through various brokers. So can I have the data coming form Denali to get the tape and then route orders through IB and or Rhythmic to broker? For CME only. Thanks |
| [2021-11-03 00:25:39] |
| John - SC Support - Posts: 31117 |
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Yes, absolutely. This is what Sierra Chart is setup to do - get the data from us and trade through your preferred broker. For more information, refer to the following: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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