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Direct MessagesDate/Time: Sun, 05 May 2024 03:02:50 +0000
Ask/Bid difference
View Count: 1095
| [2018-08-30 16:28:54] |
| User750920 - Posts: 274 |
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I am in the process of switching from one charting program to Sierra. When comparing the volume of the bars between them the actual volume is almost same. The Ask/Bid difference however is significantly different. How can this be the case. I could see some difference but what I see is more than I thought should be.
Date Time Of Last Edit: 2018-08-30 17:10:26
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| [2018-08-30 18:25:22] |
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Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration If that does not resolve the issue, then use the Sierra Chart Exchange Data Feed for data: 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 Date Time Of Last Edit: 2018-08-30 18:26:05
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| [2018-08-31 00:01:09] |
| User750920 - Posts: 274 |
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Okay did everything and the tick by tick is verified. When I did the Edit>Delete All Data and Download for the ES all was okay. However when I did the same for GGCZ8 the message log popped up and I have no idea what any of the information means. So I cleared the log and repeated the Delete All Data and Download. Should I post the contents of the log here or not. I did not know if there is any sensitive info that should not be posted. Thanks |
| [2018-08-31 00:57:24] |
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If there is any problem with the data for GGCZ8, then do provide the Message Log. No there is no sensitive information there. Here are the specific instructions: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download". After about a minute provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2018-08-31 01:45:38] |
| User750920 - Posts: 274 |
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Before I post the message log below I wanted to mention that I deleted all but 2 studies in the chart and when I did the Edit>Delete Data and Download again the message log did not pop up. So maybe there was something wrong with one of the Studies I had added. Tomorrow I will add the studies again and see what happens. FYI I do have the exact same chart for the ES (with all the studies and no issues). Here is the log as it stands now. Software version: 1785 64-bit | 2018-08-30 18:39:25 Usage end date: 2018-09-06 | 2018-08-30 18:39:25 Enabled for: Advanced Features. | 2018-08-30 18:39:25 Enabled for: Advanced Features 2. | 2018-08-30 18:39:25 Enabled for: Sierra Chart Historical Data Service. | 2018-08-30 18:39:25 Allow Support for Sierra Chart Data Feeds is enabled. | 2018-08-30 18:39:25 Current selected Data/Trading service: GAIN Capital/OEC | 2018-08-30 18:39:25 Chart Update Interval: 500 | 2018-08-30 18:39:25 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2018-08-30 18:39:25 2018-08-30 18:39:25 Local computer time | 2018-08-30 18:39:25 2018-08-31 01:39:25 Local computer time in UTC | 2018-08-30 18:39:25 2018-08-30 18:39:25 Local computer time in SC Time Zone | 2018-08-30 18:39:25 2018-08-30 23:39:37 Server time in UTC | 2018-08-30 18:39:25 Local computer UTC time and Server UTC time difference: 5 seconds. | 2018-08-30 18:39:25 Program path: C:\SierraChart\ | 2018-08-30 18:39:25 Data Files path: C:\SierraChart\Data\ | 2018-08-30 18:39:25 OS Version Number: 6.1 | 2018-08-30 18:39:25 Locale Setting: C | 2018-08-30 18:39:25 Intraday data recording state for symbol GGCZ8 is set to download 'Pending'. | 2018-08-30 18:40:00 Reloading all charts with filename: GGCZ8.scid | 2018-08-30 18:40:00 HD Request # 14 | Downloading Intraday chart data for GGCZ8 to the file GGCZ8.scid. Service: oec | 2018-08-30 18:40:00 HD Request # 14 | Download start date-time: 2018-02-25 17:40:00.000 | 2018-08-30 18:40:00 HD Request # 14 | Using server: ds4.sierracharts.com port 10149 | 2018-08-30 18:40:00 Socket (142) | Creating socket. | 2018-08-30 18:40:00 Socket (142) | Connecting to IP: 192.81.56.146. | 2018-08-30 18:40:00 GGCZ8 #9 | Reloading chart. | 2018-08-30 18:40:00 GGCZ8 #9 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\GGCZ8.scid | 2018-08-30 18:40:00 GGCZ8 Flex Renko 2-0-1 #6 | Reloading chart. | 2018-08-30 18:40:00 GGCZ8 Flex Renko 2-0-1 #6 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\GGCZ8.scid | 2018-08-30 18:40:00 HD Request # 14 | Setting DTC encoding to Binary VLS | 2018-08-30 18:40:00 HD Request # 14 | Sending historical data logon request message. | 2018-08-30 18:40:00 GGCZ8 #10 | Reloading chart. | 2018-08-30 18:40:00 GGCZ8 #11 | Reloading chart. | 2018-08-30 18:40:00 GGCZ8 #10 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\GGCZ8.scid | 2018-08-30 18:40:00 GGCZ8 #11 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\GGCZ8.scid | 2018-08-30 18:40:00 HD Request # 14 | Requesting Intraday data. Start date-time: 2018-02-25 17:40:00. Record interval: 0. Symbol: GGCZ8 | 2018-08-30 18:40:00 HD Request # 14 | Decompressing data. | 2018-08-30 18:40:00 HD Request # 14 | Receiving Intraday data for GGCZ8 starting at 2018-02-25 17:46:21 | 2018-08-30 18:40:01 HD Request # 14 | Timestamp of first Intraday data file record written: 2018-02-25 17:46:21 | 2018-08-30 18:40:01 Socket (142) | Initiating close of socket by core. | 2018-08-30 18:40:13 Socket (142) | Shutdown started. Waiting for graceful close. | 2018-08-30 18:40:13 Historical data download thread signaled to stop. | 2018-08-30 18:40:13 HD Request # 14 | Received 4513565 records from 2018-02-25 17:46:21 to 2018-08-30 18:40:00 (186.0 days) and wrote 4513565 records for GGCZ8 | 2018-08-30 18:40:13 Added 44 Time and Sales records to Intraday data file for GGCZ8 after download. | 2018-08-30 18:40:13 HD Request # 14 | Completion time: 12s | 2018-08-30 18:40:13 HD Request # 14 | Intraday data download complete for GGCZ8. Unique request ID: 13 | 2018-08-30 18:40:13 Removed historical data download ID 13 | 2018-08-30 18:40:13 Real-time Intraday chart data file updates started for GGCZ8 | 2018-08-30 18:40:13 Intraday chart data file opened for GGCZ8 | 2018-08-30 18:40:13 Socket (142) | Socket gracefully closed by remote side. | 2018-08-30 18:40:13 Socket (142) | Closed. | 2018-08-30 18:40:13 Opened cached Intraday file: C:\SierraChart\Data\GGCZ8.scid | 2018-08-30 18:40:16 |
| [2018-08-31 02:38:31] |
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We do not see anything unusual in this Message Log. The Historical data download looks fine.
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 |
| [2018-08-31 03:44:25] |
| User750920 - Posts: 274 |
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Thank you for checking, as I mentioned I deleted some of the Studies and then it seemed to work. Tomorrow I will add them back and see what happens
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| [2018-08-31 18:25:07] |
| User750920 - Posts: 274 |
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Back to the original question... After doing everything there is still a difference between the Ask/Bid Difference (Delta) per bar between the 2 programs. I am using the same datafeed for both so why is one program counting Bid volume as Ask volume and vice versa as the total volume of Bids and Asks for each price of the bar is the same. The only difference is where they are parsed (ask versus bid) which makes the Delta different. Thanks |
| [2018-08-31 18:27:28] |
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You will need to use the Sierra Chart Exchange Data Feed for good quality data. Sierra Chart Exchange Data Feed We cannot provide any further help definitively. 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: 2018-08-31 18:27:44
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| [2018-08-31 18:56:08] |
| User750920 - Posts: 274 |
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Thanks and understood - I just did not know why the bids and asks were being parsed differently between Sierra and 2 other platforms (the other 2 are basically identical). Just trying to understand. Since I am trying to limit costs at the moment I will just stick with my brokerage feed for the time being.
Date Time Of Last Edit: 2018-08-31 18:57:59
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| [2018-08-31 19:13:13] |
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Sierra Chart does use a good method to determine bid volume and ask volume but there is no standard for this. Gain Capital does not provide an indication of whether a trade is at the bid or ask. This is why there is a difference. The Sierra Chart Exchange Data Feed uses the indicator direct from the CME multicast data feed so it is always accurate.
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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