Login Page - Create Account

Support Board


Date/Time: Wed, 30 Nov 2022 23:52:05 +0000



Denali Nymex Additional Symbols + Custom Symbol Merge

View Count: 163

[2022-09-21 11:10:07]
eaglefutures - Posts: 29
Hi Team Sierra

Please can you answer on below:
1) I have custom symbols working and they are great. I want to get a HOX22_FUT_CME-BID with another CLX22_FUT_CME-ASK working, this doesnt work currently. Can it in some configuration or how I can do it, as forex also works like that.

2) I want to access some other less traded symbols on Nymex eg Gasoil symbol 7F adding it as 7FX22_FUT_CME does not work. Or AGX Are these symbols included in the Denali Feed shown From page 3 onwards here https://www.cmegroup.com/daily_bulletin/current/Section61_Energy_Futures_Products.pdf

3) I can construct custom symbols on the months I pick eg X22 or V22 with whichever symbols. I would like to combine the 2 separate data files into one mega file and create my own continous on a custom symbol. Having the current month symbol but having added the data from the previous file.
How can I combine data from one intraday data file into another.

And thank you for all the innovation thats coming through, keep up the good work!
[2022-09-21 13:37:10]
Sierra_Chart Engineering - Posts: 5386
1. Symbols like this work for us:
CLX22_FUT_CME-ASK

Example:
https://www.sierrachart.com/image.php?Image=1663767345673.png

2. No. Probably those symbols are not included. We could and them but not very quickly.

3. You would have to create a program to do this. Refer to:

Intraday Data File Format
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: 2022-09-21 13:37:32
[2022-09-21 13:44:19]
eaglefutures - Posts: 29
Thank you support.

On #1 yes this works for me as well, but I want to combine the BID and ASK of 2 or3 instruments into a custom symbol, apologies if that was not clear. so add those symbols together into a single custom but using bid and ask prices and not last. I tried it but the results dont come out properly.
Does custom symbols only use the LAST price field to construct it?
[2022-09-23 09:57:22]
Sierra_Chart Engineering - Posts: 5386
No this should not be the case but we will check:
Does custom symbols only use the LAST price field to construct it?

Certainly with historical data this will be the case. Since there is no historical data available based upon BID or ASK.
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 16:53:43]
eaglefutures - Posts: 29
Hi Support I got this working.
The problem is only when I load historical data it gets messed up.
However if I change the symbol to not download historical data it works great, thanks
[2022-09-26 15:39:45]
Sierra_Chart Engineering - Posts: 5386
Makes sense and that is good.
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
[2022-09-30 08:11:17]
eaglefutures - Posts: 29
Hello support.
Is it possible to assist with the below?

1) How can I change the underlying symbols on a custom symbol without recreating a new symbol. I want to Edit the symbol only. Each time if I change a contract I need to manually recreate a new symbol.

2) Is there a way to write a symbol syntax that it takes front month contract eg CL!1 for current month Cl!2 for the next month and this changes based on the rollover date for the contract?

3) Is there a way to name a symbol in the header so it has a user friendly name eg "my symbol" instead of the underlying instruments. Currently the entire formula is the symbol name.

Best regards
[2022-09-30 16:49:30]
John - SC Support - Posts: 20208
1) What you are doing is the only way to do it. You have to create a new symbol for any changes to the underlying symbols.

2) There is not support for this.

3) There is not support for this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-09-30 20:17:39]
eaglefutures - Posts: 29
ok, thanks for the feedback, have a good weekend

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account