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Direct MessagesDate/Time: Wed, 24 Apr 2024 23:37:58 +0000
TuS
View Count: 1833
| [2013-12-23 20:11:57] |
| User39772 - Posts: 311 |
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Hello, after several tests I found that TuS in SC does not show all the data that is available from the data feed. E.G. share sizes < 100 seem to be ignored and do not show up in the TuS stream. Trades filled between Ask and Bid appear as if they are filled at ask or bid. For me it is important to have unfiltered data available in TuS. Is it possible to implement TuS is such a way that the trader can decide what he wants to see and what not ? |
| [2013-12-23 20:19:13] |
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There are two causes of this. You are using a substandard data feed or you have set up filtering. Go to the Settings menu on the Time and Sales window and make sure there are no Filtering 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: 2013-12-23 20:19:26
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| [2013-12-24 10:51:46] |
| User39772 - Posts: 311 |
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I use: a) IQFeed + SC (prints < 100 share are not visible in TuS) b) IQFeed + other Tool (prints < 100 shares are visible in TuS + all shown by SC TuS ) Since I have no filters set, I assume this is an internal issue of SC. The other issue regarding the prints filled between Bid and Ask has nothing to do with the data feed, since the charting tools handle this. In the second tool I use it is possible to color code every possible state a print might have. Happy christmas and a profitable new year ! |
| [2013-12-24 16:22:28] |
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1. There is exactly 0% chance of this being possible if you are not using filtering on the Time and Sales window. You must be. What symbol are you looking at? Are you sharing IQ Feed data across copies of Sierra Chart? Please look at the data within the copy of Sierra Chart connected to IQ Feed. This is not internal SC issue. There is 0% chance of this. 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 |
| [2013-12-24 17:07:08] |
| User39772 - Posts: 311 |
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Pls. see attached files. They show TuS of SC and the other tools and the TuS settings of SC filters. As you can see no filters set. Yes I use two instances of SC. One connected to IQFeed directly. The problem appears in both instances, i.e. in the SC instance connected to IQFeed and in the second instance. It is the case with every symbol, e.g. AAPL (see file) but also with other symbols. |
 Filter.gif / V - Attached On 2013-12-24 17:04:10 UTC - Size: 5.96 KB - 442 views |
| [2013-12-24 17:25:27] |
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This is interesting. We had a look at the raw IQ Feed data feed and these other apparent trades are identified with an "o" identifier. This is not indicated to be a trade. So this is misidentification and/or mis-documentation by IQ Feed. They are the ones responsible for this issue. We will ask them about this, but we will go ahead and start including these updates as trades. 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 |
| [2013-12-31 09:09:52] |
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Here you can see the consequence of the change that we made for you: IQFeed Real-time Volume is Not the same as Back-filled Historical Intraday Volume So in order to satisfy your request, we create a problem for another user. This is why sometimes, we just say no to certain requests from users because we cannot cause problems. What are we to do? 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: 2013-12-31 09:10:36
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| [2013-12-31 11:14:12] |
| User39772 - Posts: 311 |
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Hello, thank you for the info. I understand your point of view ! My point is: Why should a trade of 89, 90, 99 shares that has been executed at the exchange not be counted for the calculation of volume or not be shown not in the TuS, while a trade of and above 100 shares is processed and shown ? Don't we miss 99 + 90 + 89 shares in volume in this example ? One trader needs to know about every single trade that comes from the exchange because he is tape reading, another trader maybe not. Why not making SC a little bit more flexible, so that the user can set it up for his needs. In this case, why not preparing a dialog to the user that enables him to set up SC for the use in connection with IQFeed. Then the trader can decide by hismself which trades are processed for TuS and volume for his analysis, and which are not. This could be solved by just making some internal settings of SC configurable to the user and explain it is the documentation. These settings currently seem to be loaded with default values while SC is initialized. Then you will not have to decide which trades to be shown and which not. I can't decide it either, because it depends on every single user and his trading style. SC has so many possibilities to enable/disable individual settings, why not just adding a few more ? Thank you and I wish you a happy new year 2014 ! Date Time Of Last Edit: 2014-01-06 19:35:22
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| [2014-01-06 14:42:37] |
| User39772 - Posts: 311 |
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Hello, how do you intend to proceed ? |
| [2014-01-06 19:51:11] |
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You really should ask DTN IQ Feed your questions. They have the ability to control all of this on their side. They are the ones who are identifying the smaller trades differently. The smaller trades are no longer added to chart bars but will still be included in the Time and Sales window. This is our decision. This is how it works in the latest version, 1070. 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 |
| [2014-01-06 19:52:47] |
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We will see about adding an option related to this, but we may not get to this for a while.
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: 2014-01-06 19:53:04
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