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Direct MessagesDate/Time: Sat, 04 May 2024 21:48:10 +0000
UB 30 min Number Bars Delta Imbalance Chart doesn't agree with chart from another platform
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| [2020-07-17 14:01:32] |
| ycomp - Posts: 274 |
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I have 2 versions of the same chart up - 30 min UB footprint / number bars... sierra and footpint in ATAS they are delta imbalance with 300% the problem is that they don't agree with each other. not even close. I realize that the numbers wouldn't be exact but this ATAS footprint has a lot of 0s on the bid and ask, and since it is a strong move down I suspect that is the correct one. Sierra doesn't have any 0s, nor any imbalances. Could someone tell me what settings I might need to tweak to get them to (roughly) agree? at the least there should be some imbaalances showing up on both charts in my estimation. |
 Sierra.png / V - Attached On 2020-07-17 13:56:24 UTC - Size: 17.99 KB - 251 views Attachment Deleted. |
| [2020-07-17 16:06:25] |
| ycomp - Posts: 274 |
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another comparison note: both platforms start the bars at the same time.. it's not due to different time stamps at the start of bars, those match Date Time Of Last Edit: 2020-07-17 16:41:10
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| 2020-07-18 00_03_37 Sierra vs ATAS UB 30M Delta Footprint.png / V - Attached On 2020-07-17 16:06:13 UTC - Size: 132.8 KB - 225 views |
| [2020-07-17 18:54:44] |
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You are using Interactive Brokers and we have fully terminated all technical support related to that garbage. We have repeatedly told you to use the Denali Exchange Data Feed but you continue to ignore us. We have no idea why you are posting. 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: 2020-07-17 18:55:06
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| [2020-07-17 19:52:14] |
| ycomp - Posts: 274 |
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I do not have and have never used Interactive Brokers, I don't even have an account with them... both feeds are not aggregated. One is gain, one is rithmic. I understand that the connection with TT is better but if you search the messages you will see that I did try to get TT but it was not available for the broker I had before and I was not able to find another broker with TT support. It is only supported by a couple of clearing firms. It is just not possible for everyone to get on TT... TT is not well supported by the brokers. Please tell me at least which is the correct one? I think the gain one (ATAS) is probably the correct one, right? because the Rithmic/Sierra Chart one has no zeros. |
| [2020-07-17 19:59:08] |
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Ok after checking again we do see you are not using Interactive Brokers. We must have been looking at another user or the Interactive Brokers service was previously selected. understand that the connection with TT is better No this is definitely not the case. The Denali Exchange Data Feed is completely unaffiliated with TT. Here is the documentation for the Denali Exchange Data Feed: Denali Exchange Data Feed What you will want to do is use the Sierra Chart Historical Data Service in a separate installation of Sierra Chart: Sierra Chart Historical Data Service Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Those charts will be accurate and you can make comparisons to them. 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: 2020-07-17 20:00:53
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| [2020-07-17 20:04:08] |
| ycomp - Posts: 274 |
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so, wait... to get the Sierra feed I don't need a clearing firm with TT support?
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| [2020-07-21 13:54:33] |
| John - SC Support - Posts: 31362 |
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Yes, you can use the Denali Exchange Data Feed regardless of your clearing firm/broker. Refer to the information here: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services 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: 2020-07-21 19:19:34
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