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Date/Time: Fri, 29 Mar 2024 01:12:37 +0000



T&S

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[2014-05-10 09:40:42]
bronson - Posts: 13
Hello ,


On ES i have doubts on my time and sales, I see no big order and if I compare (it) with an other one T&S on another platform, I see that a lot of information is missing. Which can be the probléme.

I dont have filter size ,it's not the problem.

My flow is the one marketed by sierra.I'm an infinity's custumer too( transact data)

Regards.
Date Time Of Last Edit: 2014-05-10 09:41:45
[2014-05-10 20:11:44]
Sierra Chart Engineering - Posts: 104368
Go to one of the charts that has the same symbol as the Time and Sales symbol and do you see in [M] indicator after the symbol?

If so, then you are getting a complete tick by tick data feed.
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
[2014-05-11 05:26:57]
Sierra Chart Engineering - Posts: 104368
What you can do to confirm you are receiving all the data is to go to Chart >> Chart Settings. Set the Days-Minutes-Seconds setting to 1-0-0.

Let us know what the Start Time and End Time are set to.

Add the Volume study to the chart. Look at the Volume value for the second to last bar in the chart and let us know what that is. One simple way to look at the second to last bar is to scroll the chart back by one bar and you will see the Volume displayed on the top line of the chart region for the volume.

We will then confirm if the volume is correct.


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: 2014-05-11 05:28:56
[2014-05-11 20:17:42]
bronson - Posts: 13
ES [M] from 2014-04-14 to 2014-05-09

from 00:00:00 to 23:59:00 time zone : Brussels ( +1CET/+2CEST)


2014-04-14 :1877840
2014-04-15 :2607803
--------16 :1641209
--------17 :1252898
--------21 :531351
--------22 :1106116
--------23 :995840
--------24 :1575525
--------25 :1506964
--------28 :2063715
--------29 :1218153
--------30 :1495506
2014-05-01 :934221
--------02 :1715304
--------05 :1175952
--------06 :1378404
--------07 :1995600
--------08 :1751706
--------09 :1475393


Regards .
[2014-05-12 00:30:58]
Sierra Chart Engineering - Posts: 104368
This is the data direct from our server:

[ID0] ESM4 1 Day #1      Formula Source Sheet #1. Enter and modify formulas for this sheet on Sheet1      
Date Time  [ID0.SG1] Open  [ID0.SG2] High  [ID0.SG3] Low  [ID0.SG4] Last  [ID0.SG5] Volume  [ID0.SG6] # of Trades

2014-05-09 00:00:00  1870.25  1875.00  1862.50  1874.75  1475393  426142
2014-05-08 00:00:00  1874.75  1884.75  1865.00  1870.00  1751706  503633
2014-05-07 00:00:00  1864.00  1875.75  1854.50  1874.50  1995600  533614
2014-05-06 00:00:00  1877.50  1881.50  1861.75  1864.25  1378404  398589
2014-05-05 00:00:00  1875.50  1880.00  1860.50  1878.00  1175920  334217
2014-05-02 00:00:00  1878.75  1886.00  1872.00  1872.50  1715304  486530
2014-05-01 00:00:00  1879.50  1882.75  1871.50  1879.00  934221  252038
2014-04-30 00:00:00  1870.50  1880.25  1866.25  1879.25  1495506  433295
2014-04-29 00:00:00  1866.00  1875.25  1865.00  1870.50  1218153  374203
2014-04-28 00:00:00  1861.75  1871.75  1844.00  1866.25  2063715  574470
2014-04-25 00:00:00  1872.50  1873.75  1853.00  1860.25  1506964  439505
2014-04-24 00:00:00  1879.00  1882.50  1863.75  1873.00  1575525  454970
2014-04-23 00:00:00  1873.00  1880.75  1867.50  1880.25  995840  297082
2014-04-24 16:15:00  1867.50  1877.50  1861.00  1863.50  1383318  409166
2014-04-23 16:15:00  1869.50  1882.50  1863.75  1867.50  1309751  382547
2014-04-22 16:15:00  1873.50  1878.75  1867.50  1869.50  1065520  291114
          
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: 2014-05-12 00:31:07
[2014-05-12 05:51:06]
bronson - Posts: 13
Thank you , i see that we have the same informations .That reassures me .

So i don't understand why i don't have any order above 100 on my ES' s tape ! ^^ very strange .


Best regards .
[2014-05-12 17:15:15]
Sierra Chart Engineering - Posts: 104368
We do not watch the ES time and sales very closely. But generally we would not expect orders over 100 lots to be very common. But then again we do not watch this very closely.

We assume that what other users might be doing is combining time and sales records which increases the volume per line displayed. There is an option for this in the Time and Sales Settings.
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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