Login Page - Create Account

Support Board


Date/Time: Mon, 29 Apr 2024 00:59:35 +0000



question about replay

View Count: 828

[2017-01-09 06:06:47]
User103949 - Posts: 78
Hi,

I was debugging through the replay to check bid/ask price for each tick move. I noticed that those bid/ask prices were still simulated using method 2 inside the documentation. I am wondering if i missed some steps. Because according to method 1, the bid/ask price should match historical real time bid/ask price if it's tick data. I set the chart to display 1 tick per bar(using number of bars).

Thanks,
[2017-01-09 06:33:09]
Sierra Chart Engineering - Posts: 104368
What is the symbol you are replaying?
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
[2017-01-09 13:44:43]
User103949 - Posts: 78
ESH7, es mini future March 2017
[2017-01-09 18:59:47]
Sierra Chart Engineering - Posts: 104368
That is not a valid symbol for the service you are using. The correct symbol is ESH17.

And also follow through the instructions here:

http://www.sierrachart.com/index.php?page=doc/TickbyTickDataConfiguration.php
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
[2017-01-09 20:33:19]
User103949 - Posts: 78
Sorry that is a typo. I did use ESH17 and follow the steps from your link yesterday. Have you had a chance to verify it?
I will redo it on my side.

Thanks,
[2017-01-09 21:02:08]
Sierra Chart Engineering - Posts: 104368
How are you coming to this conclusion?:
I noticed that those bid/ask prices were still simulated using method 2 inside the documentation.

You need to explain this very clearly to us and provide a proper basis for this.

You can see the bid and ask prices for each trade in the Intraday Data Editor:
http://www.sierrachart.com/index.php?page=doc/IntradayDataEditor.html

Also, it is extremely unlikely there could be any problem with this so long as the data is tick by tick.
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: 2017-01-09 21:02:46
[2017-01-09 21:15:52]
User103949 - Posts: 78
sure,i will explain the details later today.
[2017-01-10 04:06:32]
Sierra Chart Engineering - Posts: 104368
We were very afraid of getting a response like this. You need to understand that we are very busy and these kinds requests take away time from our development which benefits users.

We cannot spend the time on this. We did look this over and concluded this is not something we can work with or are willing to get involved with.

We wanted you to be precise, but not in this way and not to this extent. For example, we thought you might say that you are looking at the bid and ask prices at the top of the chart and checked the Intraday data editor, and you see a difference compared to the most recent record in the bar.

You can determine what the Bid and Ask prices are by adding the Bid and Ask Prices study:
https://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.html#s355


As we said before, you can see this data in the Intraday data editor:
Intraday Data Editor


You have to look at the High/Ask and Low/Bid values.
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: 2017-01-10 05:00:18
[2017-01-10 04:09:22]
Sierra Chart Engineering - Posts: 104368
Do not provide us any further information unless you can in a very simple way present your question.
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
[2017-01-10 06:01:27]
User103949 - Posts: 78
sorry for the previous message. I think i figured out by reading the code from the study provided by SC.

Thanks

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account