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Date/Time: Thu, 28 Mar 2024 20:31:46 +0000



Issue with session times and candles opening / closing

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[2019-06-17 11:09:33]
User710679 - Posts: 43
hi,

i am trying to use 1mil volume candles. In order to do that i define the session times as follows.

Start time: 23:00
End time: 22:00

No evening session.

The problem is that i am getting the following:

- One volume candle that starts at 23:00 (which is fine), right when the session starts as defined.
- Another one that starts at 0:00. This is not correct.

how can i fix this and have just one candle starting at 23:00 and ending once i have 1mil volume traded?

thanks a lot!

David
image1.PNG / V - Attached On 2019-06-17 11:06:16 UTC - Size: 44.29 KB - 251 views
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[2019-06-17 14:02:37]
Sierra Chart Engineering - Posts: 104368
We see you are using IQ Feed. What is the reason to use IQ Feed? You are going to get a much better quality of service and much lower cost by using the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

Anyway, we are not observing this issue:
http://www.sierrachart.com/image.php?Image=1560780411267.png (Updated screenshot. Disregard the duplicate September 2019 line at the end of the chart. We will take care of that. )


Therefore, the issue you are having would seem to be related to an IQ Feed out of order time stamping problem.

Another reason to use our data feed. There is no reason not to use it. You are going to be better off.

You also need to disable this option:
Chart Settings: New Bar at Session Start (Chart >> Chart Settings >> Session Times >> Intraday Chart Session Times 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: 2019-06-17 14:07:31
[2019-06-17 17:54:08]
Sierra Chart Engineering - Posts: 104368
We have given this some more thought. What we want you to do is re-download the data fully in the chart and see if this clears the problem:

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.
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: 2019-06-17 17:54:20
[2019-06-18 19:59:04]
User710679 - Posts: 43
I tried a different feed (GAIN) and it works fine. HOwever, it was lagging today when it was volatile at the RTH opening. Do you think that by using Sierra Data feed, it will behave better?

thanks!
[2019-06-18 20:34:39]
Sierra Chart Engineering - Posts: 104368
Yes of course. Absolutely. And you have the ability to control the number of levels of market depth and also use low bandwidth mode:

https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels

Sierra Chart Exchange Data Feed: Low Bandwidth Option
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
[2019-06-18 20:51:41]
User710679 - Posts: 43
i just signed up for the trial.

which service should i use under Date/Trade service settings? SC Data - All services (data)?


thanks!
[2019-06-19 04:22:51]
Sierra Chart Engineering - Posts: 104368
Yes but we also see you have activated the Sierra Chart Exchange Data Feed and a nonprofessional CME exchange.

What futures trading/brokerage service do you use? For the reason why we ask this question, refer to:

Sierra Chart Exchange Data Feed: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges
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
[2019-06-19 08:53:59]
User710679 - Posts: 43
Perfect! now i have everthing ready and working.

I will monitor how it behaves today with FOMC :)

Thanks a lot!

David
[2019-06-19 16:10:24]
User710679 - Posts: 43
i forgot to mention that i have stage5 (GAIN)
[2019-06-19 16:59:18]
Sierra Chart Engineering - Posts: 104368
In this case follow the instructions here:
Sierra Chart Exchange Data Feed: Integration with Trading Services (Integration with Trading Services)
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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