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Date/Time: Sat, 20 Apr 2024 04:45:35 +0000

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Unable to open Cumulative Delta Bars in historical graph

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[2022-01-13 13:48:07] #1 [Go To First Post]
User485486 - Posts: 43
Hey, When I try to open 'Cumulative Delta Bars' in an intraday graph it allows me, but when I try to open it in a historical graph I do not see data. The information I get comes from 'SC Data - All Services'. what could be the problem? Thank you!


Cumulative Delta Bars.png / V - Attached On 2022-01-13 13:45:10 UTC - Size: 20.86 KB - 122 views

[2022-01-13 15:51:55] #2 [Go To First Post]
John - SC Support - Posts: 30976
The Daily Historical data does not have Ask/Bid information, so the Cumulative Delta Bars is not going to work (as you have found). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-01-13 18:53:46] #3 [Go To First Post]
User485486 - Posts: 43
Okay... now that makes sense, thanks. Is there generally no Ask/Bid information in the historical graph? I mean, If I connect to the broker's data will I have this Ask/Bid information?

[2022-01-13 19:43:34] #4 [Go To First Post]
John - SC Support - Posts: 30976
There is no Ask/Bid data in Daily historical data - Just Open/High/Low/Close and Volume. As long as you are getting intraday data from your broker, then you should have Ask/Bid information, although even then, not all data is the same and some is aggregated. We really recommend using our Denali Exchange Data Feed, as the data is stored at the tick level and all the Ask/Bid information is in there and we have this tick data back for over 10 years. Refer to the information here: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-01-14 08:43:59] #5 [Go To First Post]
User485486 - Posts: 43
Ok, just want to know I got it right. Are you saying that to get accurate Ask/Bid information in Daily historical data it is better to use your Denali Exchange Data Feed? Or are you talking about real time for intraday information only?

[2022-01-14 18:19:44] #6 [Go To First Post]
John - SC Support - Posts: 30976
We are referring to intraday data, in general. Whether it be "historical" (meaning the data that has to download when you first get up and connect in the morning) and the real-time data. This intraday data has Ask/Bid information and with the Denali Exchange Data Feed, you have access to over 10 years of 1 tick data from the CME Group. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-01-14 21:42:56] #7 [Go To First Post]
User19165 - Posts: 346
Sierra charts differentiates between daily data and intraday data. They are stored in two separate data files. If you want the delta on a daily bar, figure out how many minutes your "day" is and create that from intraday time based data. Then apply the delta indicator.

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