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Date/Time: Wed, 24 Apr 2024 00:54:12 +0000



Intraday data editor bad prices

View Count: 606

[2022-09-21 03:07:58]
User660727 - Posts: 50
The prices in the intraday data editor (and backing file) have misplaced decimal points. Did the SCID file format change and you failed to update the editor and documentation, or is this a bug?
imagedataedit.png / V - Attached On 2022-09-21 03:06:54 UTC - Size: 79.61 KB - 92 views
[2022-09-21 22:02:07]
Sierra_Chart Engineering - Posts: 14064
That is unusual. We will look into 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-23 10:09:37]
Sierra_Chart Engineering - Posts: 14064
What you see is how the actual data is stored based upon the particular data feed being used.

However, we will apply the real-time multiplier to it. This will be out in the next release.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-09-23 13:18:21
[2022-10-03 00:08:40]
User660727 - Posts: 50
Is there a way to know that a SCID file needs a multiplier applied to the price field?
[2022-10-03 00:21:43]
Sierra_Chart Engineering - Posts: 14064
This is determined through the Symbol Settings for the symbol. This would be the case if the real-time multiplier is set to other than 1.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-04 02:37:21]
User660727 - Posts: 50
1. Can you confirm that this is the SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER value of sc.GetSymbolDataValue()
2. Does this only apply to prices in the SCID file and not sc.BaseData[] prices? The BaseData[] seems to already have the correct prices.
3. If I want to create a custom import file, do I need to be aware of the multiplier? The tick data import help (Text/CSV Data Format) does not appear to discuss the multiplier.
Date Time Of Last Edit: 2022-10-04 02:38:19
[2022-10-05 17:26:47]
Sierra_Chart Engineering - Posts: 14064
1. Yes. In most cases.

2.Yes:
. Does this only apply to prices in the SCID file

3. The Price Multiplier settings would apply to the data read in from your data file.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-07 14:46:33]
User660727 - Posts: 50

Can you confirm that this is the SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER value of sc.GetSymbolDataValue()
Yes. In most cases

In Sierra Chart v2443, SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER returns a value of 1.0 for ES?##_FUT_CME
I believe it should be returning a value of 0.01 as per attached screenshot of the symbol details?
imageES_TETON.png / V - Attached On 2022-10-07 14:44:08 UTC - Size: 55.29 KB - 81 views
[2022-10-09 22:50:24]
Sierra_Chart Engineering - Posts: 14064
That does not seem right. We need to test this and come back to you.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-11 18:57:00]
Sierra_Chart Engineering - Posts: 14064
This code gives us .01 for the symbol ESZ22_FUT_CME:
  double SymbolDataValue = sc.GetSymbolDataValue(SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER);

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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-14 03:12:57]
User660727 - Posts: 50
It appears that SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER is not correct until after history bars have been processed. That is, until sc.Index is current.
This would be OK, if there were a way to detect when SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER is valid?

The following study demonstrates the issue (see attached image)

To duplicate:
* Attach study from below
* Reload and recalculate chart
* You should see a value of 1.00 until the last bar where it gets the correct value of 0.10

#include <sierrachart.h>

SCDLLName("SCTest");
SCSFExport scsf_SCTest(SCStudyGraphRef sc) {
if (sc.SetDefaults) {
sc.AutoLoop = 1;
sc.Subgraph[0].Name = "Multiplier";
return;
}
sc.Subgraph[0].Data[sc.Index] = (float)sc.GetSymbolDataValue(SYMBOL_DATA_DISPLAY_PRICE_MULTIPLIER);
}

Date Time Of Last Edit: 2022-10-20 04:14:45
imagemulti.png / V - Attached On 2022-10-14 03:12:48 UTC - Size: 45.27 KB - 67 views
[2022-10-28 20:01:51]
Sierra_Chart Engineering - Posts: 14064
We apologize for the delay. We are checking this now.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-10-28 20:21:39]
Sierra_Chart Engineering - Posts: 14064
This will be resolved in the next release.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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