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Date/Time: Sat, 02 Jul 2022 23:45:59 +0000



Market Statistics plans on Sierra Chart end

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[2014-01-05 10:49:23]
Andreas - Posts: 523
Hello Support,

i understand that you already provide some statistics which is shown in http://www.sierrachart.com/index.php?l=doc/helpdetails66.html .

However, right now i am subscribed to iqfeed just to get NYSE Advances/Declines, Nasdaq 100 Adv/dec, SP500 Adv/dec and TICK.

Can you give an estimate if and when you add nasdaq/ sp500 adv/dec to your statistics feed?

also, is it possible to elaborate a little more on the planned symbols you want to provide? at what time?

thanks a lot!

Andreas
[2014-01-07 14:34:20]
Andreas - Posts: 523
any info from sierra chart?
[2014-01-07 18:03:26]
Sierra Chart Engineering - Posts: 103558
All of these will be available in our new market statistics data feed:
NYSE Advances/Declines, Nasdaq 100 Adv/dec, SP500 Adv/dec and TICK.

However, please provide us the exact IQ Feed symbols you are using so we have an understanding of exactly what these are referring to. For example, are these the ratio or difference of the number of advancing issues and declining issues in the current trading day?

We expect the new market statistics to be ready in February.

You can find more information in this section here:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#UpcomingFunctionality
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
[2014-01-07 18:08:27]
Andreas - Posts: 523
thank you for your reply.. i am really looking forward into this and will definitely subscribe to the feed, once those symbols are available.

the symbols i need are as follows:

JI6T.Z
JI5T.Z
JIRT.Z
JINT.Z
TICK.Z
VIX.XO

Do you calculate those stats for your own or do they come from a service provider (CQG?)? I am asking as the TICK calculation from IQFeed is off a bit and it would be awesome if your TICK would be correct.

thanks a lot,
Andreas
[2014-01-09 10:24:07]
tobi - Posts: 349
Will your new market statistics data feed (including US Dollar Index) be available in "Sierra Chart Real-Time and Historical Futures Data Feed" exclusively, or will the new feed be available with package 3 and higher as the "old" market statistics data feed is?
[2014-01-09 10:28:37]
Sierra Chart Engineering - Posts: 103558
The market statistics will be calculated ourselves.

The market statistics will be available with Sierra Chart package 3.
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
[2014-01-10 16:36:24]
SgtJ - Posts: 154
The market statistics will be calculated ourselves.

From a user perspective it might be easier to connect to the TOS fix server since all of the market statistics are already created.
[2014-01-10 20:07:17]
Sierra Chart Engineering - Posts: 103558
We do not trust anyone to do market statistics other than ourselves.
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
[2014-01-14 17:36:08]
WarriorTrader - Posts: 224
Hello,

Any plans for NYSE cash index WITH the volume?


Thx,
WT
imageNYSE-Volume.png / V - Attached On 2014-01-14 17:35:20 UTC - Size: 196.63 KB - 381 views
[2014-01-14 19:06:03]
Sierra Chart Engineering - Posts: 103558
Yes. This will be added.
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
[2014-01-14 19:47:18]
jsoviero - Posts: 84
+1 for all of the above, thanks for this asap!
[2014-01-15 10:26:23]
Rusty - Posts: 38
We do not trust anyone to do market statistics other than ourselves.
You are wise. I commend you for taking personal responsibility for the accuracy of the data you are disseminating.

In 2004 I reported to StockCharts that after their cut-over to a new Thomson API the NASDAQ Composite tick ($TICKQ) values were "significantly higher than would be expected, and they disagree with other reporting services". Specifically their daily 1-minute values were averaging roughly +200 points higher than the NASDAQ-reported values. I conjectured that Thomson had changed their calculation from the difference between all NASDAQ issues on an uptick and all issues on a downtick, to issues on an uptick minus issues on a downtick plus unchanged issues. I sent them comparison charts, but they didn't respond. Their reported data was wrong for 6 1/2 years. In May of 2011 it unexpectedly corrected and lined up with the NASDAQ OMB feed.

As you say, you can't trust the calculations of an external service - and you can't depend on their support when you need it.
[2014-01-15 14:16:23]
User16114 - Posts: 153
can you provide IQFeed symbol VI7T.Z (NYSE COMPOSITE INDEX VOLUME)?

or better still...

the NYSE COMPOSITE INDEX VOLUME from the NYSE website

http://www.nyse.com/about/listed/lcddata.html?ticker=NYA

VI7T.Z is approximately 5 to 10% less volume than the NYSE website source.

The following PDF from the NYSE website describes the index - what I'm after is the VOLUME on this NYSE COMPOSITE INDEX.

http://www.nyse.com/pdfs/NYSEEuronext_CompIndex.pdf
[2014-01-15 17:27:05]
WarriorTrader - Posts: 224

Date Time Of Last Edit: 2014-01-15 17:33:29
[2014-01-16 03:29:40]
Sierra Chart Engineering - Posts: 103558
We will add this to our list of symbols to add.
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
[2014-01-16 11:42:35]
User16114 - Posts: 153
1. How will we know when NYSE COMP VOLUME is added?

2. When SPX.XO, TICK.Z and NYSE COMP VOLUME are all provided I'd like to run the SC version and IQFeed's version of these symbols side by side for a period of time. Then cancel IQFeed later.

Is #2 above possible?

Thanks!
[2014-01-18 00:46:36]
Sierra Chart Engineering - Posts: 103558


1. There will be an announcement, also check back in one month.

2. We see no reason why not.
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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