Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 04 May 2024 12:25:42 +0000
Sierra Chart data feed
View Count: 614
| [2020-06-16 07:41:55] |
| User239984 - Posts: 8 |
|
I have been comparing tick data from Sierra Chart (delayed data feed) and IQFeed. Ticks have around 2-3 times different volumes. Could it be due to the delayed data in Sierra? Any other reasons? I define tick as a price change - a new tick starts when the price changes. And I use a tick chart in SC. And I generate the ticks from raw IQFeed.
|
| [2020-06-16 07:48:42] |
| |
|
No it is not related to the delayed data at all. Tell us the symbol you are comparing. Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration 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: 2020-06-16 07:49:05
|
| [2020-06-16 08:17:13] |
| User239984 - Posts: 8 |
|
I am comparing ESU2020 symbol. I am loading only 1 day of data, as suggested in the link. Also, logs say that the record interval: 0. I use range-per-bar New bar on range met & Open=Close (in ticks) set to 1, to get ticks the way I defined them above. What could be the source of the problem? Shall I expect more accurate results if collecting data trade-by-trade from SC? Thanks! |
| [2020-06-16 08:34:06] |
| |
|
Really, we have to put a limit on the support we provide. There is absolutely no problem whatsoever with the data provided by the Sierra Chart Historical Data Service or the Denali Exchange Data Feed or the Delayed Exchange Data Feed for ESU20. How you are coming to a conclusion there is a problem is unknown to us. And this is just not within the scope of our support. 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 |
| [2020-06-16 08:35:14] |
| User239984 - Posts: 8 |
|
I see, thanks for your reply.
|
| [2020-06-16 09:32:02] |
| |
|
We think we know where the problem is. You probably are comparing to an IQ Feed continuous contract symbol. Therefore, refer to: Continuous Futures Contract Charts 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 |
| [2020-06-16 11:32:56] |
| User239984 - Posts: 8 |
|
I have found a problem - it was in IQFeed. Sorry for wasting your time! You do a great job! Please remove this thread - it is my mistake.
|
To post a message in this thread, you need to log in with your Sierra Chart account: