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[Locked] - Reconstructed tape

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[2020-07-06 23:58:14] #1 [Go To First Post]
User425645 - Posts: 113
Hello, I was wondering how one might go about building a reconstructed tape with sierra charts? Any help is greatly appreciated. Thanks for your time.

[2020-07-07 08:28:20] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We see you are using CQG. The first thing is to stop using CQG and switch to the Sierra Chart Order Routing Service with the Denali data feed: Sierra Chart / Trading Technologies Futures Order Routing Service Denali Exchange Data Feed You can then use this option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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

[2020-07-10 06:43:59] #3 [Go To First Post]
User425645 - Posts: 113
hello again, thanks for the quick reply - i was wondering if it was possible to have a reconstructed tape settings on the large volume indicator study so that the blocks show up on my charts. Thanks again

[2020-07-10 20:16:39] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes only through this option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Which requires the Denali Exchange 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

[2020-07-21 15:29:47] #5 [Go To First Post]
User356762 - Posts: 37
hey there, I have the Denali data feed but was wondering if the order routing service is also a MUST for the reconstructed tape? TIA

[2020-07-21 19:59:11] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You just need the Denali Exchange Data Feed in order to have the reconstructed tape. 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

[2021-04-13 16:04:54] #7 [Go To First Post]
Mr.Arsov - Posts: 16
Is it possible to plot on a chart T&S data with the option "combine by time and type"?

[2021-04-13 17:14:42] #8 [Go To First Post]
Woodzy76 - Posts: 9
Is it possible to plot on a chart T&S data with the option "combine by time and type"? I'm also looking for this option

[2021-04-13 20:07:51] #9 [Go To First Post]
Sierra_Chart Engineering - Posts: 14064
No this is not supported with those studies. We will have to look at that. 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

[2021-04-13 21:37:18] #10 [Go To First Post]
@TRADE_YOUR_PLAN - Posts: 126
I would absolutely love what post #7 suggests. A++ request.

[2021-04-16 00:43:15] #11 [Go To First Post]
cmet - Posts: 534
If you're trading futures, just use same Price and Time, it will show you a very good representation of true order size.

[2021-04-17 17:10:40] #12 [Go To First Post]
User356762 - Posts: 37
Would also love the option that #7 suggests. Or any tape combination would be really cool. People have attempted to recreate it themselves with the large volume trade indicator study but it doesn’t seem to be nearly as accurate as the actual time and sales. It’s an attempt at visualizing the time and sales.

[2023-03-19 16:19:29] #13 [Go To First Post]
IldeFx - Posts: 6
Hello! Is there any update about updating the "Large volume trade indicator" study in order to combine trades base on "time and type"? Date Time Of Last Edit: 2023-03-19 16:20:18

[2023-03-20 07:55:25] #14 [Go To First Post]
Sierra_Chart Engineering - Posts: 14064
This is something we would not develop. 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

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