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Direct MessagesDate/Time: Sat, 20 Apr 2024 03:59:53 +0000
Custom Calculated Symbol
View Count: 516
| [2021-02-10 16:14:23] |
| eaglefutures - Posts: 40 |
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Hello I am trying to get the following symbol to work. {CLJ21-NYMEX}+{CLK21-NYMEX} It plotted a historical chart , however with no volume on all bars, some bars have volume, however it does not match if I add the two symbols volume manually. I understand this was being worked on. I am on packaged 3 with delayed data, this updates normally on a single symbol with the 10 min delay, could this be the starting problem. ie realtime data required for these types of symbols? Please can you assist with the following questions 1) Do custom symbols update on streaming delayed data ( its not updating) 2) I get an FSE error when plotting even though there is price data. 3) Do I require a real time subscription for seeing volume on the instrument. 4) The documentation mentions that Volume etc is supported , does this also apply to Volume at price studies ? Everything else is working fine including normal exchange traded spreads |
| [2021-02-11 06:39:57] |
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Custom calculated symbols only work with Intraday charts. Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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 |
| [2021-02-11 11:52:03] |
| eaglefutures - Posts: 40 |
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This is the combined chart CLJ21+CLK21 below, if you look at the bar highlighted with a yellow arrow. The total volume is 29 for the combined instruments. And notice everything is traded at the offer. The timestamp is 0338, on 30 Sec bars http://www.sierrachart.com/image.php?Image=16130394953.png This is the CLK21 image http://www.sierrachart.com/image.php?Image=1613039664425.png notice there are some bids and offer trades for the timestamp 0338. Total Volume her is 7 Total volume with 4 Bid and 3 Ask Then this is CLJ21 http://www.sierrachart.com/image.php?Image=1613044169956.png The same timestamp the total volume is 27 with 23 traded at the ask and 4 at bid So there is a discrepancy in the total volumes as well as the actual split between bids and offers on the combined instrument. Please let me know if there is something I need to do on my end. Thank you for your assistance. Best wishes |
| [2021-02-11 14:08:04] |
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You definitely cannot use the Numbers Bars study with a custom calculated symbol. That is not going to work properly and it is not something we would help with.
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: 2021-02-11 14:08:28
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| [2021-02-11 14:35:02] |
| eaglefutures - Posts: 40 |
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Thank you for the clarification. However should the total volume then not add up to the same ie 27 + 7 = 34 Here it adds as 29 missing 5 contracts. Also are you able to clarify then what is meant by bidvolume and askvolume being available in the below link. As everything is shown as at the bid Custom Calculated Symbols: Custom Calculated Symbols Volume Calculations |
| [2021-02-12 07:45:52] |
| eaglefutures - Posts: 40 |
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Hello Sierra Team Any feedback on above would be appreciated. |
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