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Direct MessagesDate/Time: Sat, 27 Apr 2024 08:07:39 +0000
historical data downloading and real-time chart updating
View Count: 2276
| [2013-12-01 18:36:09] |
| RQ - Posts: 50 |
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Guys I see in the Log of Changes and Improvements to Sierra Chart documentation you state: Performance improvements with historical data downloading and real-time chart updating. These improvements will be especially noticeable with historical tick data downloading. In the light of my considerable headaches in this area recently I welcome any updates and appreciate it immensely that SC are continuing to improve things in this area. I would be grateful if you could possibly expand on the above statement; I would like to understand fully what changes has been made. Thanks again. |
| [2013-12-02 05:28:17] |
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Very basically, using large data block caching methods to minimize reading and writing from/to Intraday files. And keeping an Intraday data file continuously open until disconnected from the data feed and the chart is closed. 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 |
| [2013-12-02 16:04:21] |
| RQ - Posts: 50 |
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Please see my findings on the recent data updates. I've set everything out as it happened today. Full details are available via attachment. Thanks
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Private File |
| [2013-12-03 07:52:57] |
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Please understand, that the changes we have made that you made reference to, and what you discussed in the PDF document are 100% unrelated to each other. There are two possibilities to what you have described. Either you are using one of the Renko studies (are you?) rather than the Renko setting in Chart Settings, or there is an inconsistency between historical data and the real-time data. The second case is very possible when using FXCM FIX Trading and it is not something we have any easy control over. Although there may be some differences with the historical data compared to the real-time data, does not necessarily mean though, that this will affect Renko bars because the differences we see is in the frequency of price updates but not with the prices themselves. Unless there is something else going on that we are not aware of. There is also a question as to when the first Renko bar in the chart begins to build. Is this different between the comparisons. There is no need to answer this for us. The question is more for you. In the end, if you are using the Renko studies, then please do not ask us for any further support on that because you should not be using those studies. And they should eventually be removed from the software. 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: 2013-12-03 08:17:31
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| [2013-12-03 08:05:29] |
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You must also follow the tick by tick data configuration instructions: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php To make sure data is stored tick by tick when using the Renko Bars setting in Chart Settings. 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: 2013-12-03 08:06:20
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| [2013-12-03 08:18:18] |
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To be clear about differences between historical and real-time data, this might only potentially apply when using FXCM FIX Trading. Not the service named SC Forex Data (FXCM). 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 |
| [2013-12-03 11:35:12] |
| RQ - Posts: 50 |
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First and foremost thank you very much for coming back after obviously giving considerable thought to my queries. I am NOT using Renko studies; I took them off all my charts a week ago. When doing so this caused havoc with my spreadsheets and custom studies which took quite a bit of sorting out. As you know there was also a bug in the system that affected the spreadsheets. So I can assure you I'm definitely not running Renko studies; to confirm I'm using Renko from chart settings. There are definitely inconsistency between historical data and real-time data. I am using FXCM FIX for my (real-time data). I am using one second for stored data as opposed to tick by tick. I have been trying to avoid using tick by tick because of the sheer volume. In the other hand I'm using exactly the same settings on SC Forex Data (FXCM). To confirm there are absolutely clear differences between historical (SC Forex Data (FXCM) and FXCM FIX data. The problem is if I'm forced to refresh my chart it is highly likely I will end up with a different picture completely because the reload uses historical data. During a discussion with FXCM they said and I quote; we have no idea what historical data SC uses and we have no control over this, it is down to SC (of course they would say that, I have come to expect nothing better from FXCM). Please confirm where you are getting the historical data from? If it is from FXCM; it's clear to me that FXCM are supplying real-time data through the FIX connection and something quite different through the (SC Forex Data (FXCM) connection. The real problem arises then when one has to refresh the chart (for whatever reason) because the differences is so pronounced in places that one gets an entirely different picture. And as I said yesterday if one were back testing or simply just checking the previous days trades it becomes a fruitless task and unreliable as the picture on the chart has changed from the what it was when using real-time data. So to confirm after reloading one's charts (at the beginning of day or any time whatsoever in between) there is absolutely no reliable way of checking previous trading activity. I would appreciate if you could let me have as much detailed information as possible regarding historical data, where it comes from etc; so I can go back to FXCM armed with the proper reliable information so that they cannot deny or ignore the facts. Thanks |
| [2013-12-04 11:35:35] |
| RQ - Posts: 50 |
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I am not having much luck; I had a brief Power cut this morning. Obviously this meant I had to reboot my computer and reopen my charts. Now I'm faced with a different picture on my charts. I'm now looking at a different picture because I had to update my charts using FXCM? historical data. Guys I need you please, please to fill in the blanks as requested in yesterday's post. |
| [2013-12-04 15:58:00] |
| RQ - Posts: 50 |
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Just as a courtesy; I wanted to let you know I done an experiment this afternoon whereby I opened up a new chart with just 1 min bars. NO Renko!!!!! After a couple of hours I opened up another new chart with the same symbol and with 1 min bars. So that was one live chart and one with historical data. I had the Kiwi on both charts. After extremely close examination I can say both charts were absolutely identical. The problem I'm having is the result of the Renko it seems. So I have no alternative but set the intraday data storage time unit to 1 Tick. I will keep my fingers crossed this resolves the problem. I will keep you posted. |
| [2013-12-04 18:14:22] |
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We needed some time to go over this. There are several things we need to consider and you have written a lot. I am using one second for stored data as opposed to tick by tick. I have been trying to avoid using tick by tick because of the sheer volume. You must use 1 Tick for the Intraday Data Storage Time Unit. This is certainly part of the problem.See the attachment. Could you let us know what the time zone is for that chart and the symbol. There is a repeating pattern in the middle of it that does not look correct. The historical data we provide comes from FXCM FIX demo data feed. The database is stored and serve to users. We use the demo data feed because it provides consistent data. The live account data feed, has inconsistencies in the number of price updates the last time we looked. We have reported this to FXCM previously. When you look at 1 Minute bars, do you notice a difference between the bars that were built from real-time data and after the data is re-downloaded for them, using FXCM FIX Trading and SC Forex Data (FXCM). We want to understand whether you notice a difference separately for each service. After a couple of hours I opened up another new chart with the same symbol and with 1 min bars. This is not a valid test. You actually have to perform a Delete and Download Data operation.
So that was one live chart and one with historical data. I had the Kiwi on both charts. After extremely close examination I can say both charts were absolutely identical. 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 |
 2013-12-05_070629.png / V - Attached On 2013-12-04 18:07:32 UTC - Size: 124.46 KB - 451 views |
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