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Date/Time: Thu, 02 May 2024 20:25:15 +0000



Different Bars with other platforms

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[2017-04-04 11:10:27]
nicktrader - Posts: 665
As you can see in the attached file there are three different platforms and all three are using the CQG Datafeed.

All charts are FDax from today with the TF of M3.

The problem is with the red arrow labeled candle ==>> SC = "red" and NT and MC are "green"

This is only an example but this is quite often - no matter what instrument - that the figure/ candle is different to NT or MC. NT and MC do have always the same figures/ candles. Only SC is different to other.

The same result is with the "VbP study" (only an example). Quite often the POC is different and in some cases also the VAH and VAL.

The timestamp option is set on "False"

I do not understand that result because all platforms are using the same datafeed.

What is the problem?
image3 Platforms - 1 Datafeed.png / V - Attached On 2017-04-04 11:08:21 UTC - Size: 249.89 KB - 244 views
[2017-04-04 17:12:48]
Sierra Chart Engineering - Posts: 104368
There could be a slight variance because we use our server time for time stamping the historical data.

We could switch to the CQG timestamps but we are just afraid of problems with those because we have seen that in the past.

We will switch to the CQG timestamp today and see how it goes.
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
[2017-04-05 02:28:37]
nicktrader - Posts: 665
This explain a lot. This could be the reason that the profile of VbP or TPO Study is slight different. Esp. the Volume peaks. Quite often it differs by a few ticks.

From my point of view it is a must to use the CQG timestamp. I ordered CQG because of the data quality. But with switching on your server the 100% data quality no longer exists.

I would appreciate if you could concentrate to eliminate the "CQG timestamp problem" to get correct data. Other platforms do not have that problem.

Many thanks.
[2017-04-05 05:18:47]
Sierra Chart Engineering - Posts: 104368
We cannot do anything about CQG timestamp problems and all programs will be affected by them. Do not believe that other programs are not affected. Occasionally they do occur.
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
[2017-04-05 05:36:54]
nicktrader - Posts: 665
I need to rely on the data. This has the highest priority. Therefore I use CGG.

But with the redirection to your server the quality of the data is no longer ensured. Maybe other programs do have problems with the CQG timestamp but it looks like that they solve it in the "bachground" and as a customer you get proper data.

How does it look like - for example - with the datafeed from Rithmics. Do you have the same problems there or is the direct connection ensured.
[2017-04-05 05:39:58]
Sierra Chart Engineering - Posts: 104368
We have switched to using the CQG timestamps at this time, but we are just afraid that there could be occasional problems. We will see. We do know that these issues occur less. And we are not too concerned about them now.

We have reloaded the historical data. You can re-download on your side.

We will not comment on Rithmic.
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: 2017-04-05 05:40:22
[2017-04-05 06:04:19]
nicktrader - Posts: 665
I am thinking about switching from CQG to Rithmic. But if you have similiar problems and redirect the data to your server it would make no sense.

Therefore my question how it works with Rithmic.
[2017-04-05 06:43:42]
Sierra Chart Engineering - Posts: 104368
The Rithmic configuration is different. All time stamping for historical and real-time data is according to the exchange.

We think you should stay with CQG. If you re-download the data, you will see that it is 100 percent accurate in regards to time stamping.
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
[2017-04-05 06:43:48]
nicktrader - Posts: 665
Here is a good current example in FGBL.

NT with CQG has it POC Yesterday on 162.59 and SC on 162.34. Therefore the VA is also different. I start SC two times but there was no change. This is really a big different if you work with that study
imageNT VbP 2017-04-05.png / V - Attached On 2017-04-05 06:36:48 UTC - Size: 125.25 KB - 205 views
imageSC VbP 2017-04-05.png / V - Attached On 2017-04-05 06:37:17 UTC - Size: 29.68 KB - 211 views
[2017-04-05 06:55:03]
NumbersBars - Posts: 141
Sorry for hijacking the thread.
@nicktrader,
Just a quick note. I did a quick check for GAIN feed, and IQ feed for Sierra and IRT platforms, all are having yesterday's VPOC as 34.
[2017-04-05 06:57:31]
nicktrader - Posts: 665
Many thanks for that information PrevVal
[2017-04-05 06:58:01]
Sierra Chart Engineering - Posts: 104368
The point of control for the FGBL for 2017-04-04 is 162.34. We verified that from the Sierra Chart Exchange Data Feed data which is a very same data which has been reloaded into our CQG database.

Refer to:
http://www.sierrachart.com/image.php?Image=1491375064341.png

We have verified this with IQ feed:
http://www.sierrachart.com/image.php?Image=1491375448307.png



It does not matter how many times you start Sierra Chart. You just need to re-download the data following the instructions in help topic 2.1.2:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.1.2

So as you can see Ninja trader is wrong!!! Do you understand that?
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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