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cumulative delta volume problem

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[2019-01-18 15:02:05] #1 [Go To First Post]
pentus - Posts: 6
Hi, I have an Interactive Brokers connection with sierra chart. I also have Sierra chart historical and real time data feed activated on the website. How do i know if my bid and ask volume data comes from Interactive brokers data feed or from Sierra chart data feed ? Please see the attached files to refer to my bid/ask volume problems and how they look like. Also, does the cumulative volume delta indicator has accurate values ? thanks, Date Time Of Last Edit: 2019-01-18 15:03:16


Eurostoxx cumulative delta volume jump.PNG / V - Attached On 2019-01-18 15:02:41 UTC - Size: 50.76 KB - 341 views JPY futures cumulative delta volume values.PNG / V - Attached On 2019-01-18 15:02:44 UTC - Size: 57.16 KB - 394 views ES cumulative delta volume data missing.PNG / V - Attached On 2019-01-18 15:03:08 UTC - Size: 52.79 KB - 384 views

[2019-01-18 19:27:35] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The EUREX data is going to be from Interactive Brokers unless you activate the EUREX exchange: https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures For the CME future symbols, re-download the data in those charts: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. In the case of CME symbols when using the Sierra Chart Exchange Data Feed, the Cumulative Delta Bars study will provide accurate data. But just be sure to fully re-download the data in the chart to make sure the data is coming from that data feed. And there is a reasonable level of accuracy, when using EUREX data from the Sierra Chart Exchange Data Feed. With Interactive Brokers data there is not going to be any reasonable accuracy. 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: 2019-01-18 19:33:11

[2019-01-21 10:24:48] #3 [Go To First Post]
kremat0r - Posts: 41
Hi I want to use IB account + sierra chart + data from sierra ( real and history). I trade only FDAX and FDXM. Do I understand it correctly, I need: 1. Real IB brokers account ( have it long time). without any data subscription, because it's totally not accurate. 2. Sierra Chart with Advanced Features (Service Package 5) 3. Eurex with Market Depth 21.00 USD / month With this all date will come directly from sierra? DO you have some advice? Thanks for help

[2019-01-21 10:35:57] #4 [Go To First Post]
pentus - Posts: 6
you also need to pay for sierra chart real and historical data to get the data directly from Sierra. When you activated and paid for sierra data then yes sierra will integrate their data through your IB connection automatically. This Eurex with market depth is NOT data, it is Exchange access, and yes, you need that too.

[2019-01-21 11:01:28] #5 [Go To First Post]
kremat0r - Posts: 41
So additional one of these?: For 100 Real-Time Symbols: 1st connection 35.00 USD/month. 2nd connection 20.00 USD/month. 3rd connection 20.00 USD/month. 4th connection 20.00 USD/month. For 200 Real-Time Symbols: 1st connection 45.00 USD/month. 2nd connection 25.00 USD/month. 3rd connection 25.00 USD/month. 4th connection 25.00 USD/month. For 500 Real-Time Symbols: 1st connection 75.00 USD/month. 2nd connection 40.00 USD/month. 3rd connection 40.00 USD/month. 4th connection 40.00 USD/month. For 20 Real-Time symbols (Cash Indices Only): 1st connection 15.00 USD/month. 2nd connection 15.00 USD/month. 3rd connection 15.00 USD/month. 4th connection 15.00 USD/month. For 20 Real-Time Symbols: 1st connection 25.00 USD/month. 2nd connection 20.00 USD/month. 3rd connection 20.00 USD/month. 4th connection 20.00 USD/month. For my example these will be enough: For 20 Real-Time Symbols: 1st connection 25.00 USD/month. Going to the end, all fees: 25USD - Data feed pricing 21USD - Eurex Exchange 21.78 -33USD - Sierra Chart with Advanced Features (Service Package 5) (depends of discount)

[2019-01-21 11:06:21] #6 [Go To First Post]
pentus - Posts: 6
should be correct, yea

[2019-01-21 19:52:24] #7 [Go To First Post]
John - SC Support - Posts: 31159
Yes this is correct. 25USD - Data feed pricing 21USD - Eurex Exchange 21.78 -33USD - Sierra Chart with Advanced Features (Service Package 5) (depends of discount) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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