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Direct MessagesDate/Time: Mon, 06 May 2024 08:52:52 +0000
Sierra Chart Exchange Data Feed Supports Reporting Original Summary Trades From CME
View Count: 3672
| [2017-08-03 03:41:28] |
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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: Sierra Chart Exchange Data Feed And only for the CME. It also requires that trade data is stored tick by tick: Tick by Tick Data Configuration 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: 2017-08-04 02:11:51
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| [2017-12-09 15:09:31] |
| binaryduke - Posts: 360 |
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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] |
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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. 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 |
| [2019-10-26 17:54:09] |
| User135370 - Posts: 160 |
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Hi Does this work with Denali? I basically want to try as much as possible to see if a large order is coming of one trade. Combining Type at a price is giving me one red line one green line doesn’t give me a sense of who is in control visually. Will the original summary help and does it work with Denali? |
| [2019-10-27 10:59:36] |
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Yes it does. Here is the option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
| [2021-01-01 17:03:50] |
| BenjFlame - Posts: 305 |
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I plan to enable this on DOM, is it ok to do so? Won't it slow down processing? |
| [2021-01-01 19:52:47] |
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There is definitely no processing impact.
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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