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Direct MessagesDate/Time: Fri, 03 May 2024 00:27:37 +0000
Bid Vol x Ask Vol registered wrongly on Numbers Bars
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| [2017-06-02 18:06:58] |
| User648156 - Posts: 2 |
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I have been trialing Sierra chart and Investor/RT for the past week. I have noticed an ongoing discrepancy between the Numbers Bars study in Sierra chart and the AMS Deltaprint in Investor/RT. I have set the bars to display Bid Vol x Ask Vol for both, and the volume totals are the same. However, the breakdown of Bid Vol x Ask Vol is sometimes different. For example, on the Numbers bars I might see 430|691, while in the Deltaprint I see 316|805. On examining a filtered Numbers bars chart vs. a filtered Deltaprint, it appears that Sierra chart is sometimes registering bids as asks, and asks as bids. I have attached a screenshot illustrating where the bars are the same, and where they are different. I have the Intraday Data Storage Time Unit set to 1 Tick, and I have deleted and downloaded data multiple times. I have also enabled Support for Sierra Chart Data Feeds. I am using the same data feed and broker login details for both platforms. I would like some clarity as to why the two platforms are reflecting different Bid Vol x Ask Vol, and as I'm fairly certain the Sierra chart study is the inaccurate one, how I can rectify it. Thank you kindly, Brian |
| [2017-06-02 19:25:24] |
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We see you are using the Gain Capital data feed and in recent months we have had reports of problems with bid and ask prices which is leading to this issue. Sierra Chart uses the FAST data feed from Gain Capital and the other program does not. You will need to use the Sierra Chart Exchange Data Feed for accurate bid volume and ask volume. Here is the documentation for that: Sierra Chart Exchange Data Feed Thank you for asking about this because there is a solution. And no, there is nothing we can do in regards to Gain Capital data feed ourselves. This matter has already been discussed with them and no resolution yet. 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: 2017-06-02 19:25:50
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| [2017-06-03 04:51:23] |
| User648156 - Posts: 2 |
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Thanks for the prompt reply!
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| [2017-06-03 18:43:25] |
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We see you have activated the Sierra Chart Exchange Data Feed and the EUREX exchange. Make sure you re-download the data in your EUREX charts by going to them and selecting Edit >>Delete All Data and Download to get the accurate data. This only needs to be done once for each symbol.
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: 2017-06-03 18:43:45
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