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Date/Time: Tue, 28 May 2024 05:03:42 +0000



[User Discussion] - T & S vs Number Bar Data

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[2014-03-11 12:59:42]
Profile Trader - Posts: 168
I have noticed at times that my T&S (using combine at price and time) will show a large print that is not reflected in the volume in my number bar study at that price. Is there some logic that filters some trades like block or spread trades out of the number bar study?

Thanks,

Doug
[2014-03-11 18:09:34]
Sierra Chart Engineering - Posts: 104368

Futures spread trades are completely filtered from charts and time and sales data.


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: 2014-03-11 18:10:10
[2014-03-11 18:35:24]
Profile Trader - Posts: 168
I have taken a snapshot of one of the times I noticed this. Can you please advise why I would be seeing volume in T&S that would not show up in the number bars? This is only one of the times I have noticed this, there are many more.

Thanks,

Doug
imageSC T&Svs NumBar.jpg / V - Attached On 2014-03-11 18:34:27 UTC - Size: 127.72 KB - 441 views
[2014-03-12 01:36:26]
Profile Trader - Posts: 168
It appears that combine time and price does not differentiate between the bid and ask that is the issue.
It also appears that combine same price and type does not factor time as well.

Is there a way to combine price and type and time all together? So that you can see all the bids within a second and all the asks that go off within a second?


Date Time Of Last Edit: 2014-03-12 02:12:28
[2014-03-12 02:55:57]
Sierra Chart Engineering - Posts: 104368
Other than what the combine options currently are present, there is not anything more.

I have taken a snapshot of one of the times I noticed this. Can you please advise why I would be seeing volume in T&S that would not show up in the number bars? This is only one of the times I have noticed this, there are many more.
No. This is not within the scope of our support. We cannot be getting involved in these kinds of analysis. Furthermore, you are saying that you are using Time and Sales combine options. So we have to do all kinds of analysis to explain why you see what you do. If something is not clear in the documentation as to a particular function, we will clarify it. Is there anything not clear about how the combine options work?
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: 2014-03-12 03:09:59
[2014-03-12 03:22:15]
Profile Trader - Posts: 168
I would say this needs some updating.

http://www.sierrachart.com/index.php?l=doc/doc_TimeandSalesWindow.html

It doesn't even discuss that there is a "With Same Price and Type" option in your software.

It would also be helpful if the logic was expressed for both in the instructions for the Settings dialog box.

With regards to not being in your scope of support. Without understanding the logic or having something to reference to explain it. I was under the impression there was an issue and in my mind that is in your scope since I pay a monthly fee for your software.

Would you please consider providing an option with time price type logic. Thanks for your time and consideration.

Doug
[2014-03-24 17:44:41]
Profile Trader - Posts: 168
Ok I am still a bit confused as too what the Combine options are offering here?

I have switched from "combine time and price" to "combine price and type" so at least I see if its bid or ask volume.

on or around 12:42pm EST as we broke to new lows at the 1842.00 area I was watching that level and we had someone sitting at the bid with roughly 2000 contacts. I was trying to determine if they were real so I was watching closely. the SC DOM as we went through that area showed 22?? (2285 I think) went off at that level to get through it. I then turned to my number bars and saw a total different #. then I looked at my T&S that I have set to combine price and type and there 3087.

Can someone help me to understand what I am looking at here?

After the price action settled down and moved above I talked to another person that used DTN IQFeed and asked what was the total volume at the 1842 level he was showing and he said 9092 and I am showing 7785.

Thanks for your help in advance.

Doug


My data feed is SC data feed....
Date Time Of Last Edit: 2014-03-24 17:50:41
imageNumber Bar Study.jpg / V - Attached On 2014-03-24 17:43:16 UTC - Size: 236.77 KB - 391 views
imageT&S Properties.jpg / V - Attached On 2014-03-24 17:43:22 UTC - Size: 203.78 KB - 374 views
[2014-03-25 20:19:15]
Sierra Chart Engineering - Posts: 104368
We have updated the documentation has requested:
https://www.sierrachart.com/index.php?l=doc/doc_TimeandSalesWindow.html#Settings

We do apologize for the delay.

We cannot help with comparisons from Time and Sales records when using the Combine options and comparing them to Numbers Bars. There is not a direct correlation between the two. When doing comparisons between the two, inevitably you will find differences.
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
[2014-03-25 20:32:34]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart data feed does provide accurate volume. As for the differences compared to someone using a different data feed, there are many variables involved in that and we cannot say why there is a difference without having all of the details and without being able to look at it directly.

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: 2014-03-25 22:27:07
[2014-03-25 22:25:06]
Sierra Chart Engineering - Posts: 104368
After looking at the Time and Sales window given in post #7, it looks like you might not have a tick by tick data configuration:
http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php
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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