Login Page - Create Account

Support Board


Date/Time: Thu, 28 Mar 2024 16:41:50 +0000



Bid/Ask Volume data different with the same CQG data feed on the same symbol

View Count: 1410

[2018-06-27 19:32:35]
nioko54130 - Posts: 108
hello dear support board!

i write this message for you because i have met a little problem with my chartbook!

As you already know, i have built a great home made custom indicator which is called the CMMA !
it is the Cumulative Market Making Aggressivity that i have calculated mainly with the bid/ask volume data
and the price data.

And the problem is that i have different CMMA result even if i'm using a centralised futures data feed! (CQG)

it is the case with the e mini nasdaq100 for example! i have sometime large different value between my CMMA value
and the CMMA value on the computer of other users! and that, even if it is on the same time frame, and on the same
instrument..

How could i fix that please?

I h ave also noticed that : when i switching from the SierraChart version 1752 to the Sierrachart version 1770, i have also others
difference between these bid/ask volume value

thank's for your help
[2018-06-30 21:09:27]
nioko54130 - Posts: 108
is there some one here who has met this kind of problem ?

is this problem happening with the futures sierrachart data feed?
maybe it will be better than CQG, regarding this issue?

Any idea please?

thank's
[2018-06-30 21:30:08]
Sierra Chart Engineering - Posts: 104368
The first thing to check is to make sure that tick by tick data is being used on the Sierra Chart installations that you are using the study on. Refer to:

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
[2018-10-04 14:17:16]
nioko54130 - Posts: 108
thank's you!

the intraday data storage time unit is correctly set! on 1 tick.
But i have noticed some difference into my delta volume data and the uptick/downtick volume data
on the CTS T4 data feed on two different computer. Especially on the 6E futures contract from CME.

Can you provide to me a solution to understand how we can have some difference?? i have checked the "refresh rate in milli seconds" settings, and it's the same. 10 milli second.

How could i prevent from that?

thank's for your help
[2018-10-04 19:35:28]
Sierra Chart Engineering - Posts: 104368
This question is not within the scope of our support. We can only recommend that you use the Sierra Chart Exchange Data Feed:

Sierra Chart Exchange Data Feed
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
[2018-10-05 08:14:03]
Sierra Chart Engineering - Posts: 104368
If you are referring to Cumulative Delta Bars, have a look at this section here in regards to this:
Cumulative Delta Bars - Volume: Resolving Cumulative Delta Bars Differences
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account