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Date/Time: Thu, 18 Jan 2018 06:11:32 +0000



Sierra Chart Exchange Data Feed Supports Reporting Original Summary Trades From CME

Support Request:
[2017-08-03 03:41:28]
Sierra Chart Engineering - Posts: 56249
When using the latest version of Sierra Chart, and you are using the Sierra Chart Exchange Data Feed, there is a new option in Chart Settings to combine trades into the original summary trade.

The option is:
Chart >> Chart Settings >> Advanced Settings 3 >>Combine Trades into Original Summary Trade.

Enabling this setting makes the most obvious difference with chart bars based upon Number of Trades Per Bar. There will be fewer bars. It also affects the Large Volume Trade Indicator study.

This feature only works when using this data feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php


And only for the CME. It also requires that trade data is stored tick by tick:
https://www.sierrachart.com/index.php?page=doc/TickbyTickDataConfiguration.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-08-04 02:11:51
[2017-12-09 15:09:31]
binaryduke - Posts: 119
1. Is this combined trade view now available within the T&S window?
2. Are combined trades presented as combined within the ACSIL Time and Sales structure and/or are the relevant CME tags presented within the data to allow ASCIL-based combining?

Thx

Lee.
[2017-12-09 21:20:15]
Sierra Chart Engineering - Posts: 56249
1. Yes it is. This is documented on the What is New page for version 1663.

2. The data is uncombined and you have the ability to combine them. There is a new structure member indicating the beginning trade and the ending trade.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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