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Direct MessagesDate/Time: Thu, 25 Apr 2024 16:12:10 +0000
Combined Filtering in T&S Window not working
View Count: 1285
| [2018-04-17 08:42:35] |
| Cavalry3162 - Posts: 523 |
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hello SC, on http://www.sierrachart.com/index.php?page=doc/TimeandSalesWindow.html you state Combined Filtering >> Volume >= | Volume <= : These controls display and set the minimum and maximum volume of the combined trades that will be displayed in the Time and Sales window. This is for filtering out trades that do not fall within the specified volume range. Combined Volume filtering applies to summed trades after they are combined into a single record when Combine Records is set to any value other than Do Not Combine
For example: If you only want to see trade records that have an individual volume of 10 or greater, then type 10 in the Volume >= Input Filtering text box. however, i do net get this to work.. see attached screenshot.. no matter what i put into "Volume >=" it still shows me all trades.. please advise thanks, Andreas Date Time Of Last Edit: 2018-04-17 08:48:57
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 2018-04-17_04-38-02.jpg / V - Attached On 2018-04-17 08:42:13 UTC - Size: 178.1 KB - 345 views |
| [2018-04-17 19:32:10] |
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We are going to do some testing.
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: 2018-04-17 20:26:26
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| [2018-04-17 20:27:48] |
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As noted in the text you quote - Combined Volume filtering applies to summed trades after they are combined into a single record. Therefore, the filtering you have put in will only filter out those Combined trades that are greater than 10. The documentation has been updated: When using Combine Records into Exchange Reported Original Summary Trade, then both the Input Filtering and the Combined Filtering settings apply. When multiple individual trades are combined into a summary trade, then the Combined Filtering settings apply. When there is no combining, then the standard Input Filtering settings apply. So both must be specified.
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 |
| [2018-04-17 21:05:04] |
| Cavalry3162 - Posts: 523 |
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so, in Order to only see trades (regardless if combined or not) with vol >= 10 i have to set both Filters to 10, right?
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| [2018-04-17 21:18:15] |
| Cavalry3162 - Posts: 523 |
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and, only to make sure.. if i enter 10 in both vol filters... if a combined trade originally were 5 „sub trades“ with a vol of 2, it still shows up as the combined filtering takes precedence over both of the filters, right? thanks, Andreas |
| [2018-04-18 04:45:28] |
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Yes in response to post #4. In regards to post #5, we realize there is a problem we need to solve related to this and that will be done in the next release. 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 |
| [2018-04-18 14:59:33] |
| Cavalry3162 - Posts: 523 |
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OK, so, does the issue you mention have something to do with the attached screenshot? if not, please take a deeper look as filtering right now doesnt really work, then.. thanks a lot, Andreas P.S. i am on 1733 already but am not sure if the fix you "promised" for this (the next) version should already be implemented. |
| 2018-04-18_10-50-50.jpg / V - Attached On 2018-04-18 14:58:13 UTC - Size: 333.45 KB - 372 views |
| [2018-04-18 19:09:51] |
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We are not going to look at the screenshot at this time. Wait for the next release. It probably was not yet released.
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: 2018-04-18 19:11:24
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| [2018-04-23 07:34:05] |
| Cavalry3162 - Posts: 523 |
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as we've seen another 2 releases going by and the issue shown in the screenshot posted above is still not fixed, you may want to take a look... on a side node: i wonder how one can really refuse to use additional informations (screenshot with explanation) to fix an issue (s)he made... thats beyond me... even if you say, well its not really additional cause i knew, the chance of missing something is pretty high.. not to mention that it looks like kindergarten... |
| [2018-04-23 08:55:08] |
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We see why there still is a problem and we will implement a solution in the next release. We did have a quick look at the screenshot, but it was not really relevant because we understand clearly the reason for the problem and it was also taken at a time before the change was released. 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: 2018-04-23 08:55:50
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| [2019-01-07 18:15:48] |
| Andy Sureway - Posts: 93 |
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Hi Sierra team, It seems that there is still some issue with the Combined Filtering of the time and Sales data. What I want is to only show combined trades of 100 or larger. It seems that the filter is only applied to trades with multiple sub-trades. Trades with single sub-trades are never examined. Therefore they are still showing up. Thanks! |
| Screen Shot 2019-01-07 at 10.09.33 AM.png / V - Attached On 2019-01-07 18:12:27 UTC - Size: 400.69 KB - 281 views |
| [2019-01-07 19:17:50] |
| Andy Sureway - Posts: 93 |
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Well by also setting the Input Filtering Volume >= 100, the small single subtrades with sizes below 100 got filtered out. I would like to confirm whether this is the suggested setting? I.e., to filter combined trades less than 100, both Input Filtering and Combined Filtering should be used. Thanks! |
| [2019-01-08 03:32:48] |
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This is what the documentation already says: When using Combine Records into Exchange Reported Original Summary Trade, then both the Input Filtering and the Combined Filtering settings apply. When multiple individual trades are combined into a summary trade, then the Combined Filtering settings apply. When there is no combining, then the standard Input Filtering settings apply. So both must be specified.
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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