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Direct MessagesDate/Time: Wed, 24 Apr 2024 23:46:23 +0000
Cumulative Delta Studies and Intraday Historical Data
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| [2013-08-27 16:27:50] |
| User23815 - Posts: 209 |
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I trade with IB. Have been using their data. I wanted to start using the Cumulative Delta studies. My understanding from you is that their data is not sufficient to power those studies. Using the SC Intraday Futures data I am able to get all three CD studies to fill across the chart, bringing in the historical intraday data needed for the studies. With IB, if I disconnect from their data, when I reconnect, those studies start when I connect and do not backfill for the period when I was disconnected. In an earlier support inquiry, you replied that IB did not have that capability but IQ did. I am trying IQ now and having the same issue. Even if I connect my Source SC to IQ, and do not open the IB Destination copy, when I add those studies, the CD Volume, and Tick are flatlined up until the time of connection. The CD Up/Down Tick Volume backfills, but is not robust in its movement the same as the other two in real time. It is necessary to have these studies backfill periods of non-connection in order to review and backtest. I spoke to IQ and they said that they do not keep historical Bid/Ask Volume, they only show it real time. Can you tell me what the issue is and how I can solve it in SC? Also, do all 3 Cumulative Delta studies use the same data to build the study? Thanks |
| [2013-08-27 16:35:03] |
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You need to follow the instructions in the Tick by tick data configuration page: http://www.sierrachart.com/index.php?l=doc/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 |
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