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Date/Time: Fri, 06 Dec 2019 17:56:17 +0000



Data price feed query (FXCM)

[2014-05-22 16:32:42]
User26994 - Posts: 32
I am comparing highs and lows on bars (eg 5 minute bars) with someone who is using a differing charting package to Sierra.

We both have FXCM feeds, but our highs and lows don't match ...they can be between 0.2 pip and around 1.2 pips different, from what I've seen so far. They may be more than that at times, I don't yet know.

a) is this normal ?

b) is it just a vagary of feeds that they may differ slightly ? I'd have thought one charting vendor gets identical info from an FX platform as another.

c) is there another way I can have my feed displayed or adjusted, that I don't know about, which may mirror his feed exactly ?

Thanks.
[2014-05-22 16:50:58]
Sierra Chart Engineering - Posts: 78965
What Sierra Chart is charting by default is the bid and ask average. This is documented here:
http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php#DataRecordingModes


Sierra Chart Support - Engineering Level

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[2014-05-22 17:00:42]
User26994 - Posts: 32
At the moment I am connecting via SC Forex (FXCM) (data).

If I initiate what is suggested on the link you gave me ie "Send an email to api@fxcm.com requesting FIX credentials for your FXCM username and specify that this request is for use with the Sierra Chart software." .. and I start logging into Sierra via FIX, will, or may I be obtaining data that is slightly different as I asked above ?
[2014-05-22 18:05:32]
Sierra Chart Engineering - Posts: 78965
No. It will be the same.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2014-05-22 18:20:45]
User26994 - Posts: 32
Right, so there is no point in my contacting api@FXCM.com and connect via FIX, if they are the same prices.

I'm no techie/programmer, but I thought Sierra no longer supported api's anyway.

For now I'll remain on SC Forex Data (FXCM) unless persuaded otherwise.


Thanks.
[2014-05-22 18:27:19]
Sierra Chart Engineering - Posts: 78965
If you want to see the actual true high and low you need to append the -BIDASK suffix after the symbol.

This is documented here:
http://www.sierrachart.com/index.php?l=doc/doc_RecordingModes.php

The term API can mean a couple of different things. What Sierra Chart does not support is in process API components:
Http://www.sierrachart.com/index.php?l=doc/helpdetails76.html

However, it does support FIX APIs and protocol type APIs.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2014-05-22 18:28:24
[2014-05-22 18:31:07]
User26994 - Posts: 32
Ok, great ...thanks.
[2014-05-23 06:33:59]
User26994 - Posts: 32
Hi. I tested all of the different suffixes via the SC Forex (FXCM) (data) mode and they are all identical and identical to the prices I had already mentioned yesterday.

If I implement the FIX method, will or should they differ ?
[2014-05-23 06:40:30]
Sierra Chart Engineering - Posts: 78965
They definitely could not be the same for the real-time data recording . In the case of the historical data they will look the same because that data is the midpoint only for most symbols.

Here is gold using the BID ASK suffix:
http://www.sierrachart.com/image.php?l=1400827193253.png

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2014-05-23 06:40:46
[2014-05-23 08:16:15]
User26994 - Posts: 32
I input all 5 suffixes on 2 different currency pairs ( all 15 min charts) - so 10 trials in total.

Each time a new chart reloaded all the data and each time identical data came through for Open, High, Low and Last.

Looking at the bottom of the chartbook, I see tabs such as EUR/USD-BIDASK/EURUSD 15 Min #1 and
EUR/USD-BID/EUR/USD 15 Min #2 and all the others besides.

So I believe I am inputting the suffixes correctly.

I ask again, should I try FIX rather than SC ?
[2014-05-23 08:25:45]
Sierra Chart Engineering - Posts: 78965
I ask again, should I try FIX rather than SC ?
This will not make a difference.


Each time a new chart reloaded all the data and each time identical data came through for Open, High, Low and Last.
This will be true for the existing historical data but if you watch the new bars form, you will notice a difference compared to a chart that does not use a data recording suffix.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2014-05-23 08:26:28
[2014-05-23 08:26:42]
User26994 - Posts: 32
Just read your second comment ...I'll look into that. Maybe I have to do a further update of history to implement a change to OHLC.
Date Time Of Last Edit: 2014-05-23 08:29:23
[2014-05-23 08:46:17]
Sierra Chart Engineering - Posts: 78965
Go down to 1 minute per bar or even 1 second. There absolutely is a difference. You will notice that with BIDASK the bar high would be higher and the low will be lower. We just confirmed this now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2014-05-23 08:50:23]
User26994 - Posts: 32
Please see screenshots of two same period charts. One with suffix, the other without.
Date Time Of Last Edit: 2014-05-23 08:51:03
image2014-05-23_094346.png / V - Attached On 2014-05-23 08:49:43 UTC - Size: 50.49 KB - 106 views
image2014-05-23_094618.png / V - Attached On 2014-05-23 08:50:09 UTC - Size: 50.35 KB - 97 views
[2014-05-23 08:52:35]
User26994 - Posts: 32
Just seen your post ...will test 1 minute chart now.
[2014-05-23 09:03:36]
User26994 - Posts: 32
Just tested 1 minute and you are correct, also tested 15 min BIDASK versus no suffix and that too is altered.

Not quite sure what has suddenly changed ....data updated perhaps ?

But you can see by the screenshots above that ASK against no suffix was the same ...plus all the tests I did earlier were too.

Seems that I am getting somewhere and will test on.

Thanks for your help.
[2014-05-27 10:41:04]
User26994 - Posts: 32
To return to this thread. I thought I'd solved the problem last week and had set all my suffixes to -ASK.

Today I am inexplicably out of line with the feed I'd set it against.

I've just run a test in a new chartbook where I have six 15 min charts open. I have the plain EUR/USD chart and then the five different suffixes.

All six charts within the chartbook are showing the same open high low and close.

Could there be some sort of refreshing issue, or default issue etc ? Is there something I'm not doing every day that I should be like refreshing data ...or maybe there is a default option I need.

To recap, last week eventually the prices differed in differing currency suffixes differed as they should ...today they are all the same.

Thanks.
Date Time Of Last Edit: 2014-05-27 11:46:29
[2014-05-27 10:44:38]
User26994 - Posts: 32
FYI

EURUSD 15 min bar at 1.30am 27/5/14 is showing -

open 1.36571
high 1.36682
low 1.36570
last 1.36648

in all six .. ie plain EURUSD and the five suffixes.

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