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Date/Time: Fri, 19 Aug 2022 17:29:58 +0000



[Locked] - Notice: New Market Statistics Data Feed

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[2014-02-19 06:31:19]
AKR - Posts: 495
are the new stats available for AMP/TT as well already?
[2014-02-19 08:19:39]
Sierra Chart Engineering - Posts: 104221

In case you have any questions regarding the calculation of the other FX indexes, please let me know.
We still need to think about these.

will there some time also come internals for european exchanges? or also via tele trader?
We will be offering the Tele-trader data feed and if they do not calculate these, we do not foresee this as something easily offered by us. It would be rather complicated and probably costly.

US Dollar Index:
Would it be possible to add a little more historical data?
- for intraday charts ~ 3 month
- for historical charts ~ 5 years
Maybe you could use / "import" the data from $DXY symbol from your SC Historical Data Service?
We have to see about this.

are the new stats available for AMP/TT as well already?
Yes. This is available now. Restart Sierra Chart to get the new market statistics symbols.
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
[2014-02-19 14:28:45]
Andreas - Posts: 523
hi,

thanks for this awesome release. its timing was just right!

what i miss though is the russel2000 stats (have read about this a few posts above, so i wait for this one) and the vix (really iss it)..? am i just blind or are those just not yet available?

thanks you so much!
Andreas
[2014-02-19 16:23:35]
Sierra Chart Engineering - Posts: 104221
We will see about the Russell 2000 statistics.

The Volatility Index should be available before the end of this month. But it will require the Sierra Chart Futures/Index data feed for 35 USD a month.
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
[2014-02-19 16:25:04]
Andreas - Posts: 523
excellent.. i am subscribed to the futures data feed, so this isnt an issue.

thx for the quick response,
Andreas
[2014-02-19 19:05:00]
Handle - Posts: 36
SC Engineering, this is a list of the Calculated Stats that DTN IQ makes available for the Russell 2000:

I would be very happy if you all you could provide was just the Russell 2000 Advance/Decline

Thank you.


JIRT.ZRUSSELL 2000 NET ISSUES
DIRD.ZRUSSELL 2000 $ VOL DOWND
IRN.ZRUSSELL 2000 $ VOL NET
DIRT.ZRUSSELL 2000 $ VOL TOTAL
DIRU.ZRUSSELL 2000 $ VOL UNCH
GDIRA.ZRUSSELL 2000 $ VOL UP
AIRT.ZRUSSELL 2000 AVERAGE PRICE
IRRT.ZRUSSELL 2000 ISS ADV DEC RATIO
IIRA.ZRUSSELL 2000 ISSUES ADVANCES
IIRD.ZRUSSELL 2000 ISSUES DECLINES
JTRT.ZRUSSELL 2000 ISSUES NET TICK
JVRT.ZRUSSELL 2000 ISSUES NET VOLUME
IIRT.ZRUSSELL 2000 ISSUES TOTAL
IIRU.ZRUSSELL 2000 ISSUES UNCHG
VIRD.ZRUSSELL 2000 ISSUES VOLUME DOWN
VIRT.ZRUSSELL 2000 ISSUES VOLUME TOTAL
VIRU.ZRUSSELL 2000 ISSUES VOLUME UNCH
GVIRA.ZRUSSELL 2000 ISSUES VOLUME UP
PRRM.ZRUSSELL 2000 MINI PREM
TIRD.ZRUSSELL 2000 TICKS DOWN
TRRT.ZRUSSELL 2000 TICKS RATIO
TIRT.ZRUSSELL 2000 TICKS TOTAL
TIRA.ZRUSSELL 2000 TICKS UP
RIRT.ZRUSSELL 2000 TRIN
[2014-02-19 19:40:19]
SgtJ - Posts: 154
Russell 2k: Net Volume, and Net Tick would be helpful.
[2014-02-20 05:12:22]
tobi - Posts: 349
US Dollar Index:
Would it be possible to add a little more historical data?
- for intraday charts ~ 3 month
- for historical charts ~ 5 years
Maybe you could use / "import" the data from $DXY symbol from your SC Historical Data Service?

SC: We have to see about this.

PLEASE do so, otherwise support/resistance levels can not be defined for quite a long time!
[2014-02-20 12:58:29]
maxima120 - Posts: 139
what is the meaning of NYSE and NASDAQ TICKs at the hours when the exchanges closed? the SC still feeds the data even then... should you just shut down the feed while the stocks are not traded?
[2014-02-20 13:20:28]
Sierra Chart Engineering - Posts: 104221
Some stocks do continue trade.

We have released the new Russell 2000 statistics. Currently they are available when the Service selected in Sierra Chart is "SC Market Statistics".

We will be adding them into the list of Market Stats for all of the other services.
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: 2014-02-20 13:21:27
[2014-02-20 13:28:11]
maxima120 - Posts: 139
I am not specialist in stocks. however i can help you with the insight on how it works. extended hours trades arent regular trades - these are matches by the exchange of the orders placed by the brokers. you should not calculate these because the nature of the tick is that - how the markets move. the extended hours moves doesnt make sense in this because you cannot cancel trades for example. so basically TICK outside normal hours is not the same TICK as the traders perceive it. this also threw off 'usual' calculations traders do with the TICKs. you might want to release this data if you have access to for example NYSE OpenBook which provides info on the extended hours book and matches but as a separate symbol. let it be used by someone who is interested in exotics.

meanwhile could you please disable explicitely the calculations outside the public trading hours of the relevant exchanges.

after all the sensible strategy to roll out a major upgrade is to replicate what was working 1:1... If you think the new stuff is useful for some users - please discuss it with the parties interested but not on account of those who wants things how they were..

Thank you
Date Time Of Last Edit: 2014-02-20 13:28:51
[2014-02-20 13:34:51]
Sierra Chart Engineering - Posts: 104221
By default the calculations outside of the normal trading hours are removed from the chart through the Session Times.

What you need to do is go to Chart >> Chart Settings >> Apply Global Symbol Settings for the market statistics chart.
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
[2014-02-20 13:35:37]
maxima120 - Posts: 139
fair enough
[2014-02-20 13:46:22]
Discount - Posts: 73
DTN IQ Feed has these symbols,PREM.Z, PRYM.Z, and TIKI.Z. Does Sierra now offer them? Also, how about the DOW TRANS? Can you tell me how I can get these symbols for Sierra. Thanks
[2014-02-20 18:04:03]
SgtJ - Posts: 154
NVOL-SP doesn't seem to update in realtime, just backfills.

TICK-NASDAQ is working fine.
[2014-02-20 18:06:02]
maxima120 - Posts: 139
my TICK - NQ stopped to work today mid-day.. worked fine yesterday and today morning
[2014-02-21 01:42:19]
Sierra Chart Engineering - Posts: 104221
We are looking into posts 39 and 40.
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: 2014-02-21 01:49:52
[2014-02-21 15:05:19]
Andreas - Posts: 523
same here with NISS-*

they do not update in real time.. however, they did yesterday and the day before..

Andreas
[2014-02-21 15:06:25]
Zosimus - Posts: 344
Same problem with NISS-NYSE, NISS-SP.
[2014-02-21 15:27:04]
User54027 - Posts: 128
TRIN NYSE Not Updating either
NISS SP not updating
NVOL SP not updating
NVOL NYSE not updating

Justin
[2014-02-21 15:29:41]
Andreas - Posts: 523
are you guys on the stats feed? or do you are subscribed to the futures data feed?

i am on the futures feed..

andreas
[2014-02-21 15:50:36]
maxima120 - Posts: 139
stats feed
[2014-02-21 17:48:56]
Marmany - Posts: 291
SC 1094 Transact data
NISS-NYSE not showing any intraday data after market close on 19th Feb.

Please advise
[2014-02-21 17:54:44]
Sierra Chart Engineering - Posts: 104221
We are checking on 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
[2014-02-21 18:45:41]
Sierra Chart Engineering - Posts: 104221
You should all be getting data now on all of the market statistics symbols that you see listed in File >> Find Symbol >> Market Stats. If not, let us know what the primary Service you have set Sierra Chart to is. This is in File >> Data/Trade Service Settings >>Service.

For some Services, the list of available market statistics symbols is not complete and we are updating them now.

The Russell statistics have also now been added. However, the symbols are not available for all of the supported Trading services. We are working on adding 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
[2014-02-21 18:54:59]
Andreas - Posts: 523
I can confirm that the issue has been resolved and the Stats are updating.

Thank you for your quick Resolution!

Andreas

Edit: i am on cqg
Date Time Of Last Edit: 2014-02-21 19:27:46

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