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Direct MessagesDate/Time: Thu, 18 Apr 2024 07:17:19 +0000
Sierra Chart with CTS T4 data during inactive market
View Count: 1494
| [2013-12-17 07:03:40] |
| jagoankita - Posts: 24 |
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Hi, I run 1 minute Sierra Chart for ES future with CTS T4 data. On Sunday night at 20:34 and 20:35 the bars didn't show up until 20:36, then it appeared 3 bars at the same time at 20:36. The delayed bars occur many times during inactive market when there were no trade at the exchange. I check mark the box "Include columns with no data" at the Chart Setting but it won't work. (It works on SC with Interactive Brokers data). I would like to know how to setup, so the chart will always draw the bars right away follow the computer clock every minute even if there wasn't any trade at the exchange. Thanks. |
| [2013-12-17 22:35:32] |
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Include Columns with No Data will not help in this case. It should not be used to try to solve this problem. Sierra Chart will always immediately update the charts when data is received. So this sounds like a CTS T4 problem. For all of the possible causes of this problem refer to help topic 3 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails3.html 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: 2013-12-17 22:36:19
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| [2013-12-18 15:12:03] |
| jagoankita - Posts: 24 |
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Hi, I got response from CTS as follows: "In Fast Trade mode (what you would use when charting), we deliver every single trade the moment it happens. There is no buffering. Our API provides historical chart data, and then it is your responsibility to keep it updated with the live trades coming off of our Fast Trade feed. (E.g. We have no way of giving you a 1 minute bar and then giving you an updated 1 minute bar after a trade occurs.) Your question refers to when bars are updated, however we don’t do that. We only provide the raw data coming from the exchange in real time. You will need to contact Sierra Chart to ask them how their software works." In very slow market it can reach several minutes without any single trade occur. May be the chart that will always graph every single bars (1 minute) synchrony with the computer clock should be based on mid price of the best bid and ask prices and not last trade. Date Time Of Last Edit: 2013-12-18 15:22:57
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| [2013-12-18 23:00:10] |
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Sierra Chart uses Smart Trade by default. Refer to: https://www.sierrachart.com/index.php?l=doc/CTS_T4.php#SetupInstructions Sierra Chart processes and displays all data immediately as it is received. Other than the information given in help topic 3, we have no other information on the subject/problem described: http://www.sierrachart.com/index.php?l=doc/helpdetails3.html If there actually is not trading occurring for the particular market you are following, and only bid and ask price changes, then you can chart the bid and ask prices. Refer to: https://www.sierrachart.com/index.php?l=doc/doc_RecordingModes.php 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: 2013-12-18 23:00:34
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