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Date/Time: Fri, 19 Apr 2024 20:19:05 +0000



SC own real-time data feed. Few questions

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[2014-02-07 21:39:15]
maxima120 - Posts: 144
1. I would suggest to put the SC Market Statistics feed on to the Supported Data and Trade Services page. I found that you have it by pure chance.. I am sure lot more people would buy package 3 to just have this.

2. I saw this on the future dev list: "S&P 500 futures premium. YM futures premium. DAX futures premium."
What are these?

3. Another thing at the same place: "Our own calculated $TICK, $TRIN ... US Dollar Index. These will be our own highly reliable precisely calculated statistics/indexes as good as or better than what are considered the best data feeds out there."
It implies that the current implementation of the market stats aren't good? Could you please explain what is wrong with the current ones? (I am not being sarcastic - I just need to know if the current data isn't accurate so I know to take it with a pinch of salt... or not?)

Thank you
Date Time Of Last Edit: 2014-02-07 21:52:19
[2014-02-07 21:45:10]
Sierra Chart Engineering - Posts: 104368
1. OK.

2. This is the difference between the cash market index and the futures prices.

3. We really cannot comment on this with any definiteness because what is good and what is not good, is up to every individual user. We are told that the current market statistics that we currently provide do not always match closely what someone sees on Trade station or IQ Feed. Therefore, they must not be "good". But all of this is very subjective. Come to your own conclusions. Also with a value which is constantly changing and calculated off of thousands of stocks, to arrive at any definite conclusions is very hard.

Now that we are doing our own market statistics calculations, one thing we are finding is that near the open of the day, our market statistics may not be matching what IQ Feed and trade station shows, but we know our calculations are correct which suggests that what they are doing is wrong. So in the end who really knows.

If we did not answer your questions clearly, it is because it is just too difficult to give a definite answer.
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: 2014-02-07 21:48:17
[2014-02-07 21:50:54]
maxima120 - Posts: 144
no that's fine thank you.. when are you planning to start selling the own stats? will they be available side-by-side with the 'old' ones?

is there a discussion on the forum comparing for example SP500 cash on open to the IQ Feed? I am really interested how far away and for how long
Date Time Of Last Edit: 2014-02-07 21:51:19
[2014-02-10 07:48:42]
Sierra Chart Engineering - Posts: 104368
There will not be any additional charge for the market statistics. We have to see if they will be available side-by-side with the old ones. That is not the intent, but because the symbology is different they may end up working that way for a while.

We hope to get the NYSE TICK out this week.

is there a discussion on the forum comparing for example SP500 cash on open to the IQ Feed? I am really interested how far away and for how long
We really do not understand this.
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
[2014-02-11 21:24:46]
maxima120 - Posts: 144
is there a discussion on the forum comparing for example SP500 cash on open to the IQ Feed? I am really interested how far away and for how long
you mentioned that your SP500 cash index is a bit off from $INX on the open of the market.. I am interested to find how far your version is off and how long this effect lasts (is it first tick only or few first seconds or minutes etc)..

I asked whether this was discussed somewhere on this board so I can learn the details..
[2014-02-11 21:30:04]
Sierra Chart Engineering - Posts: 104368
No. What we were talking about is the NYSE TICK calculation compared to trade station and IQ Feed. The S&P 500 cash index that we will offer will be exact.
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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