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Direct MessagesDate/Time: Tue, 07 May 2024 05:06:55 +0000
Inaccuracy in H/L of bar
View Count: 568
| [2016-11-22 18:15:08] |
| freestyler - Posts: 35 |
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Hi: I had a stop loss order (stop limit buy) activated @ 48.16 this morning at 11:06:41, even though according to sierra chart, price only went as high as 48.15 (see attached chart), and never actually hit 48.16. This is not the first time this type of situation has occurred. http://www.sierrachart.com/image.php?Image=1479838403891.png I'm using IB data feed. For the stop loss order, the stop price = limit price = 48.16. Therefore 48.16 had to be hit before the limit order kicked in. I called IB and checked the T&S data on their end, and was told that 48.16 was indeed hit at 11:06, with 6 trades executed for a total qty of 27 lots. My order was one of them. So what's causing this glitch in SC? That it doesn't always accurately print the H/L of a bar? Please help. Thanks. |
| [2016-11-22 18:38:17] |
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Not sure why you are asking us this question. You should be more than well aware that Interactive Brokers provides a substandard data feed: http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#MarketDataProblems You need to use the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php Do not ask us anything further about this unless you plan to use the 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: 2016-11-22 18:39:49
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| [2016-11-22 18:59:11] |
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You could use Interactive Brokers true real-time data documented here but it is not something we usually recommend: http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#TrueRealTimeData 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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