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Date/Time: Sun, 05 May 2024 20:54:27 +0000



How to : aggregated Times and Sales

View Count: 2886

[2019-02-22 13:31:13]
User590016 - Posts: 50
Hello,

Is it possible to plot an aggregated T&S on SC just like on other trading platforms in terms of reconstructed tape?

https://www.linnsoft.com/videos/consolidated-tape



Thanks
Date Time Of Last Edit: 2019-02-22 18:12:54
[2019-02-22 19:08:36]
Sierra Chart Engineering - Posts: 104368
Yes there are several combining options available. Refer to:
Time and Sales Window: Combine Records >> Do Not Combine

You can open the Time and Sales Settings window, following the instructions here:
Time and Sales Window: Settings Menu
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: 2019-02-22 20:10:37
[2019-02-22 19:41:01]
User590016 - Posts: 50
I did that with infinity‘s and it doesnt work... do i need a specific data feed for that?
[2019-02-22 20:12:15]
Sierra Chart Engineering - Posts: 104368
What Combine Records option did you use?
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
[2019-03-05 10:53:26]
User590016 - Posts: 50
I used the only one who made sense to me because it is the only one who reconstructs it as it is.
- Combine Records >> Combine Records into Exchange Reported Original Summary Trade

This option won't do anything when I use Infinity's feed and they told me that it should work...
[2019-03-05 18:04:16]
Sierra Chart Engineering - Posts: 104368
Here is the documentation for that setting:
Time and Sales Window: Combine Records >> Do Not Combine

It requires the 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
[2020-08-13 13:46:39]
User336770 - Posts: 30
It requires the Sierra Chart Exchange Data Feed.

Does it mean that this feature will only work if we subscribe to your data? Wow... In a broker with CQG data offering the same CME symbol, it won´t work?
[2020-08-16 12:53:04]
User336770 - Posts: 30
Sierra SC, can you please reply the question above? ^^^

This option only works if we subscribe to your own data, the denali exchange stuff??

If my data is CQG from broker, even if the symbol is from CME, it won´t work?
[2020-08-16 13:39:21]
Sierra Chart Engineering - Posts: 104368
The Combine Records into Exchange Reported Original Summary Trade does only work with Denali Exchange Data Feed:
Denali Exchange Data Feed

Not sure why that would be surprising. This is advanced functionality which has special trade identification requirements which no other data feed provides.

If my data is CQG from broker, even if the symbol is from CME, it won´t work?
Yes this is correct.
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: 2020-08-16 13:40:08

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