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Date/Time: Wed, 15 May 2024 04:22:59 +0000



Stock Scanner

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[2017-10-19 20:06:27]
User880728 - Posts: 3
Sierra Support

I'm trying to create a simple 'top % gainer' and 'gap up /down' stock scanner which outputs on either a quote board or spreadsheet. I read a lot about creating scans on specific charts, however I want to scan ALL Nasdaq/NYSE/Amex symbols, not charts, to output the top 10 or 20 results.
I tried loading the Nasdaq symbols in your spreadsheet, however it seems to have a number limit as it will not retrieve all quotes, even though I am using a TDAmeritrade data connection with no limits.
How would I go about doing this?

Thanks
[2017-10-20 09:43:42]
Sierra Chart Engineering - Posts: 104368
One feature we are going to add in the coming days, is the ability to add all the symbols for an exchange to the Associated Watch List:
Changing the Symbol of a Chart: Using the Associated Watch List

This is something that would help with this.

Also the limits you are experiencing is with the Sierra Chart Exchange Data Feed. You would need to increase the number of symbols if you require real-time streaming data for more than 100 symbols. You can do that here:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures
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: 2017-10-20 09:44:22
[2017-10-20 11:20:39]
User880728 - Posts: 3
Thanks for your reply. The ability to add all the symbols in an exchange with one click would be great, however the Nasdaq Exchange alone has around 3000 symbols. With the Sierra max limit of 500, it seems like we have a problem in creating a most basic exchange scanner, unless I am missing something?
[2017-10-20 19:11:27]
Sierra Chart Engineering - Posts: 104368
First of all tracking 3000 symbols in real-time, should not be necessary and the idea this is going to work right with TD Ameritrade if you are using that data feed directly, we would find incredibly hard to believe. There are not many data feeds capable of this.

The Sierra Chart Exchange Data Feed is capable of that, but we would have to obtain for you a custom price.

But that is not really necessary because the with the process of scanning, you just need to rely on the historical data and the chart data will be downloaded and up-to-date during the process of scanning.

Is your formula going to be based upon Intraday chart data or Daily bar data?
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: 2017-10-20 19:11:57
[2017-10-23 12:39:30]
User880728 - Posts: 3
I guess it will be based on both historical and Intraday data.

For instance: If you are scanning for a gap up from the previous day, it would need to scan Previous days close (historical close) and compare current price(Intraday).
Or another example: if searching for a stock moving on volume with a quick price spike, it would need to scan intraday data.

I'm not sure if you would need to continuously scan all 3000, maybe I am mistaken in my approach. Any pointers would be appreciated.
[2017-10-23 15:15:39]
ganz - Posts: 1048
SC Support

Looks like SC Team is extremely qualified and advanced.

Why just not allow users to get T&S and Daily data directly from an SC Data Server, using python 4 exmpl, in order to use pandas.pydata.org for stocks and options.

Another point is allow to place trades directly to SC Server using python. Set the transaction limit as 3-5 trades per second ?

It may expands the user base and adds exlusive/crossplatform feature.
It also makes possible to add some Emerging markets to trade through your servers.

imho.

Thnx.
[2017-10-25 00:44:29]
Sierra Chart Engineering - Posts: 104368
In response to post #5, the additional functionality needed is now available.

Update Sierra Chart to the latest prerelease following these instructions:
Software Download: Fast Update

Here is the relevant documentation:

Changing the Symbol of a Chart: Automatically Inserting Symbols for Exchange or Index

Study/Chart Alerts And Scanning: Scanning for Alert Condition Across Multiple Symbols

Study/Chart Alerts And Scanning: Scanning Large Number of Intraday Charts


In response to post #6, the best way to do this is to use the DTC Protocol Server:
Data and Trading Communications (DTC) Protocol Server

You can use JSON encoding and Python with the server. That is easy.
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: 2017-10-25 00:45:00

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