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Date/Time: Thu, 28 Mar 2024 20:02:03 +0000



Sierra Chart Data Feed

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[2014-01-07 02:52:49]
gmorgan111 - Posts: 121

I currently use DTN IQ as my source data feed. This is so I can accurate historical bid and ask tick data. My executable data feed (Rithmic)does not provide this. I trade with cumulative delta volume and cumulative delta tick which is why I use DTN IQ for the accurate historical tick data. How does Sierra Chart Data Feed compare with the DTN IQ data feed? Also according to your instructions I will no longer need to run two copies of Sierra chart with DTN IQ as my source and Rithmic as my executable feed. How would I run Sierra Chart Data Feed and Rithmic data feed to execute my trades.

Thanks
[2014-01-07 03:08:35]
Sierra Chart Engineering - Posts: 104368
What symbol are you charting and then we will do a comparison for you to IQ Feed.


The Sierra Chart data feed is integrated with all supported trading services without any special configuration. You only need to activate the Sierra Chart market data feed on your account.
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: 2014-01-07 03:09:39
[2014-01-07 04:30:29]
gmorgan111 - Posts: 121

I currently trade the ES, YM and TF
Also how would I incorporate Sierra Chart Data Feed with Rithmic. Would I still need to run a source copy of Sierra Charts?

thanks
[2014-01-07 05:40:41]
Sierra Chart Engineering - Posts: 104368
We definitely are 100% confident that the ES and YM data is going to be perfect. This is sourced straight from the CME FAST FIX feed. For the TF, we will do a check on this now.

No, you do not need to run a source copy of Sierra Chart any longer.
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 06:00:19]
Sierra Chart Engineering - Posts: 104368
We have compared TF March 2014 between IQ Feed and our own market data feed and there is for the most part a 100% match. Below are the results.

The table columns are Date, Time, Open, High, Low, Last, Volume, Number of Trades.

IQ Feed:

2014-01-06 23:00:00  1146.4  1146.6  1145.4  1145.7  118  109
2014-01-06 22:00:00  1145.8  1146.5  1145.7  1146.5  78  75
2014-01-06 21:00:00  1145.0  1146.2  1144.8  1145.9  130  105
2014-01-06 20:00:00  1143.7  1145.0  1143.7  1145.0  207  172
2014-01-06 17:00:00  1143.2  1143.5  1142.5  1143.2  266  195
2014-01-06 16:00:00  1143.8  1145.1  1143.2  1143.2  3871  2489
2014-01-06 15:00:00  1146.5  1146.6  1143.2  1143.8  20416  13186
2014-01-06 14:00:00  1146.9  1147.6  1145.1  1146.5  9092  6421
2014-01-06 13:00:00  1146.3  1147.5  1143.6  1146.8  14581  9100
2014-01-06 12:00:00  1147.0  1147.6  1144.3  1146.3  7906  6181
2014-01-06 11:00:00  1147.7  1148.8  1144.6  1147.0  9608  8248
2014-01-06 10:00:00  1151.3  1154.2  1147.1  1147.7  13398  11761
2014-01-06 09:00:00  1156.5  1159.3  1148.3  1151.3  18975  15091
2014-01-06 08:00:00  1155.6  1156.6  1155.0  1156.4  802  711
2014-01-06 07:00:00  1154.9  1156.4  1154.2  1155.6  494  394
2014-01-06 06:00:00  1153.8  1155.7  1153.8  1154.9  311  249
2014-01-06 05:00:00  1153.5  1154.6  1153.1  1153.8  240  208
2014-01-06 04:00:00  1152.1  1153.6  1151.7  1153.4  381  325
2014-01-06 03:00:00  1153.1  1155.2  1151.8  1152.2  687  519

Sierra Chart market data feed:

2014-01-06 23:00:00  1146.4  1146.6  1145.4  1145.7  118  109
2014-01-06 22:00:00  1145.8  1146.5  1145.7  1146.5  78  75
2014-01-06 21:00:00  1145.0  1146.2  1144.8  1145.9  130  105
2014-01-06 20:00:00  1143.7  1145.0  1143.7  1145.0  207  172
2014-01-06 17:00:00  1143.2  1143.5  1142.5  1143.2  266  195
2014-01-06 16:00:00  1143.8  1145.1  1143.2  1143.2  3871  2489
2014-01-06 15:00:00  1146.5  1146.6  1143.2  1143.8  20416  13186
2014-01-06 14:00:00  1146.9  1147.6  1145.1  1146.5  9092  6421
2014-01-06 13:00:00  1146.3  1147.5  1143.6  1146.8  14581  9100
2014-01-06 12:00:00  1147.0  1147.6  1144.3  1146.3  7906  6181
2014-01-06 11:00:00  1147.7  1148.8  1144.6  1147.0  9608  8248
2014-01-06 10:00:00  1151.3  1154.2  1147.1  1147.7  13387  11751
2014-01-06 09:00:00  1156.5  1159.3  1148.3  1151.3  18975  15091
2014-01-06 08:00:00  1155.6  1156.6  1155.0  1156.4  802  711
2014-01-06 07:00:00  1154.9  1156.4  1154.2  1155.6  494  394
2014-01-06 06:00:00  1153.8  1155.7  1153.8  1154.9  311  249
2014-01-06 05:00:00  1153.5  1154.6  1153.1  1153.8  240  208
2014-01-06 04:00:00  1152.1  1153.6  1151.7  1153.4  381  325
2014-01-06 03:00:00  1153.1  1155.2  1151.8  1152.2  687  519

The bid volume and ask volume also matches nearly 100% perfect.
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: 2014-01-07 07:20:47
[2014-01-07 07:22:38]
Sierra Chart Engineering - Posts: 104368
Another advantage to using the Sierra Chart Real-time and Historical Futures data feed is that there are not any limitations with the downloading of historical tick by tick data.

You can download as much as you want at any time of day. Unlike with IQ Feed, you are restricted 8 days of tick data during market hours.

This is one of the reasons why we developed our own market data feed.


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 14:26:40]
gmorgan111 - Posts: 121

Ok thank you. I still do not understand how to use this along with Rithmic. I use Rithmic as my executable feed because that is what my introducing broker AGN supports. So to execute my trades I need to use Rithmic don't I? How do I incorporate The Sierra Chart Real time and historical tick data at the same time as Rithmic?

Thanks
[2014-01-07 18:21:53]
Sierra Chart Engineering - Posts: 104368
You just you just need to follow through the step-by-step instructions here:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

Once you activate the Sierra Chart data feed on your Sierra Chart account, and you are connected to Rithmic, you will automatically start receiving the feed. It is that easy.
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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