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futures butterfly quotes

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[2020-01-29 22:44:57] #1 [Go To First Post]
arruga - Posts: 249
Hi I went to symbol settings, grabbed an existing spread symbol and duplicated it In the new name, following indications, I entered the butterfly, for ex: {HEJ20}-2*{HEK20}+{HEM20} Left all settings unchanged It's not working Also, the new category I created for it under settings so I could find it quickly is not showing either Could you please point me to how I'm going wrong here? thanks

[2020-01-30 20:12:53] #2 [Go To First Post]
arruga - Posts: 249
Trying with an even simpler inter-commodity spread: {CLH20}-{HOK20} Can't get it to work I've also tried this nomenclature {CL-202003-NYMEX}-{HO-202005-NYMEX} I am following the instructions: I am checking Use custom symbol settings values I am setting Uses Formula Operators setting to Yes I am disconnecting and reconnecting I can see the symbol under Custom Symbols category, but it loads nothing (download failed message) Other than the name format, it's not clear on the extensive list of symbol settings that need to be applied. For example, what should be specified under SC Data Symbol? Same, {CL-202003-NYMEX}-{HO-202005-NYMEX} ? or something like CL?##-HO?##.FUT_SPREAD.NYMEX? Neither worked for me Or any other critical setting ? Could you please provide some guidance? Are there any links/tutorials from start to finsh creating custom symbols? Thanks

[2020-01-31 20:30:48] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 14006
For example, what should be specified under SC Data Symbol? This should be unset. The only settings that need to be set are explained here: Custom Calculated Symbols: Instructions We need you to update to the current version which is 2040 instructions: Software Download: Fast Update This is important for proper historical data support for these symbols. And the symbols you need to use in the formula symbol will be the Interactive Brokers formatted symbols, in your case. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-01-31 20:31:30

[2020-02-04 06:50:29] #4 [Go To First Post]
arruga - Posts: 249
It's worked fine for the most part... However here's an example in which I'm getting wrong pricing: 2*{ZC-202007-ECBOT}-{LE-202010-GLOBEX} This is an inter-commodity spread. The underlyings trade in different exchanges, have different multipliers and different trading hours. I wonder it any of these would cause something not work quite rightly? I haven't modified any of the multiplier settings when creating the symbol Bottom line, I'm not getting the right spread pricing... I don't know what's being calculated Please advise thanks

[2020-02-04 07:17:06] #5 [Go To First Post]
arruga - Posts: 249
... just to add another example where pricing is wrong: {ZL-202005-ECBOT}-{ZS-202011-ECBOT}

[2020-02-04 07:25:16] #6 [Go To First Post]
arruga - Posts: 249
.. and just to add one more, using the full IB format name, with multiplier included, still doesn't work.. in this case, it calculates nothing: {ZL-202005-ECBOT-USD-60000}-{ZS-202011-ECBOT-USD-5000}

[2020-02-04 07:41:26] #7 [Go To First Post]
arruga - Posts: 249
and one more {EUR.USD-202012-GLOBEX-USD-125000}-{GC-202012-NYMEX-USD-100} sorry..just provding few examples in case you can detect an error pattern and provide guidance much appreciated

[2020-02-04 19:05:57] #8 [Go To First Post]
arruga - Posts: 249
PLEASE! I'm pretty sure to do it must have to do with multipliers for the different underlyings, but it doesn't seem to like using the full IB format name, with multipliers included. I'm following exactly the format as indicated: [underlying symbol]-[4 digit year 2 digit month]-[exchange]-[optional currency code]-[optional multiplier] Ex: ZL-202005-ECBOT-USD-60000 And then the indications to build the spread symbol: Ex: {ZL-202005-ECBOT-USD-60000}-{ZS-202011-ECBOT-USD-5000} Not calculating anything off of those entries... Inside the settings window, I haven't touched the multiplier inputs, or any other setting,as indicated in the SC instructions Please advise thanks

[2020-02-04 19:09:36] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
One thing to be aware of is the symbols you use in the formula symbol, must be symbols which are already listed in File >> Find Symbol. You cannot use different ones. Regarding this: 2{ZC-202007-ECBOT}-{LE-202010-GLOBEX} Look at charts for these individuals symbols and make sure the data looks correct. And then provide an image of the chart for that formula symbol above: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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: 2020-02-04 19:10:27

[2020-02-05 20:07:03] #10 [Go To First Post]
arruga - Posts: 249
W/r to your querstin: 2{ZC-202007-ECBOT}-{LE-202010-GLOBEX} The individual symbols load fine: This is ZC-202007-ECBOT http://www.sierrachart.com/image.php?Image=1580931698297.png And this is LE-202010-GLOBEX http://www.sierrachart.com/image.php?Image=1580932175536.png Both load just fine, and compare exactly as their displays in IB/TWS (and other) W/r to the spread I built: 2{ZC-202007-ECBOT}-{LE-202010-GLOBEX} This is what I get: http://www.sierrachart.com/image.php?Image=1580932456202.png What we should be getting is a price trend like the attached, which is taken from IB directly from the very same symbols. If I correct the spread definition, adding the multipliers, in IB symbol name format like so: 2*{ZC-202007-ECBOT-USD-5000}-{LE-202010-GLOBEX-USD-40000} ... but get nothing The same has happened with many other custom symbols I've created Please advise


ZC_LE_Spread.JPG / V - Attached On 2020-02-05 19:47:44 UTC - Size: 175.82 KB - 247 views Attachment Deleted.

[2020-02-07 08:21:45] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you do the math you can see that the result is absolutely correct based on the formula. It does not matter what the interactive brokers chart shows, that is irrelevant. 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

[2020-02-11 07:23:33] #12 [Go To First Post]
arruga - Posts: 249
As a matter of facts, maths don't add up. For the example we're talking baout; 2{ZC-202007-ECBOT}-{LE-202010-GLOBEX} This is the single stand alone LE: http://www.sierrachart.com/image.php?Image=1581365295692.png In this other one, http://www.sierrachart.com/image.php?Image=1581365383527.png I got: ZC symbol 2 ZC LE overlay (LAST) And then 2ZC - LE In the last char at the bottom, I overlaid the calculated Sierra custom symbol 2{ZC-202007-ECBOT}-{LE-202010-GLOBEX} A 'manual calculation', using subgaph multiplication, and then susbtraction to compute 2ZC-LC shows that the custom symbol is vertically displaced. Further, this straight calculation disregards the fact that the symbols are quoted with different multipliers... how to set up the multipliers for the custom symbols is not clear. Also, when I enter the full symbol with IB format as indicated by SC, with currency and multiplier, it does nothing. 2{ZC-202007-ECBOT-USD-5000}-{LE-202010-GLOBEX-USD-40000} http://www.sierrachart.com/image.php?Image=1581405626226.png

[2020-03-06 05:29:20] #13 [Go To First Post]
arruga - Posts: 249
?? any reply on the different multipliers and symbol format?

[2020-03-08 19:24:57] #14 [Go To First Post]
arruga - Posts: 249
Here another example not working... {CL-202007-NYMEX}-{RB-202012-NYMEX} If I enter the spread as above, it gives me something, but it's wrong... If I enter the full symbol format, with their multipliers, {CL-202007-NYMEX-USD-1000}-{RB-202012-NYMEX-USD-42000} it gives me nothing... nothing I'm pretty sure it's to do with the multipliers. The original price quotes (from the trading service) come already with a multiplier. Within the settings for the custom symbol, newly created, there is "source data multiplier" field (default=1), but when there is a spread and the two symbols have different multipliers, how is this dealt with?

[2020-03-11 00:31:24] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No it is not related to the multipliers. And you need to use the symbols that you see in File >> Find Symbol. Do not create an unlisted symbol. It may not work properly. We are going to be doing some testing to verify the accuracy of the custom calculated symbols. 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: 2020-03-11 00:31:54

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