Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 20 Apr 2024 07:28:34 +0000
SC Market Data Feed
View Count: 1077
| [2014-06-25 03:33:26] |
| drywater0 - Posts: 85 |
|
SC Support, 1) I have been subscribing to the CME feed for $35/month for several months. I may not be able to make much use of it for the next 1-2 months because of travel commitments. If I allow it to lapse, it is possible to re-subscribe at the same price in Septemeber? Given that I may temporarily suspend the service noted above, can you please answer the following with respect to downloading of missing historical intraday data for Interactive Brokers as set out in the notes for Release 1141 on 23May. 2a) Will my current setting of 1 tick on Intraday Data Storage Time Unit prevent this new functionality from working? 2b) I'm confused as to the source for the missing data that gets filled in. Does it come from the SC Historical Data Service or from a "second" download from IB, or is it a combination of both? 2c) How often is the missing data filled in - every minute, hour, or once a day? 2d) How far back does the new service fill in missing data? For example, will it fill in missing data from hours before or the previous day, or is the "look-back" to correct missing data only a few minutes? Many thanks in advance. |
| [2014-06-25 03:44:54] |
| |
|
1. If you allow it to lapse, you will need to begin to pay the CME exchange fee which is 3.25USD a month or 15.25 USD a month if you want market depth. 2.1. No. However the historical Intraday data will be in 30 seconds units at a minimum. Not less. 2.2. A combination of both. 2.3. When you connect to the data feed. 2.4. As far back as years is supported. The most recent 10 minutes will be from Interactive Brokers. 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 |
| [2014-06-25 04:43:26] |
| drywater0 - Posts: 85 |
|
SC, appreciate your response. Could you please clarify the following. 1) Does that mean that early adopters of the SC Live feed are "grandfathered" out of paying those extra fees indefinitely? 2.1) Does the minimum 30 second unit make standard 30 minute TPO & VbP studies less accurate? Or not really since all the data is still there but simply delivered in 30 second units of time? I'm trying to understand where the 30 second unit vs. 1 tick unit would have an impact on accuracy apart from tick charts or bar charts with intervals less than 30 seconds? 2.3) If I understand correctly missing data is NOT filled in on a "live" basis but only happens when one connects to data feed. Are intra-day updates of missing data possible by disconnecting and re-connecting to the data feed during the day? Or is it simply a case that the information is only available at the end of the day after close of trading? |
| [2014-06-25 04:46:31] |
| |
|
1. No. Everyone has to pay beginning in 2015. 2.1. It makes Volume by Price studies less accurate. It also affects chart bars based upon a Number of Trades. 2.3. Yes this is correct. Disconnecting and reconnecting will not affect the existing historical data. 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 |
| [2014-06-25 14:50:43] |
| drywater0 - Posts: 85 |
|
SC Suspport, thanks for the clarification. I re-read the section on VbP study and now understand that volume traded over the minimum 30 second time unit will be divided equally across the price range traded during that 30 second interval. This raised a couple questions. 2.1a) Regarding the new functionality to fill in missing data, will it effectively overwrite most of the tick by tick data from my IB generated data files for US stocks & futures? 2.1b) I would like to avoid a situation where I might lose substantial amounts of detailed tick data and only gain a small amount of "missing" data. If this disadvantageous trade off potentially exists, is there an option to enable / disable the new functionality of filling in missing data? Appreciate your help in working through this complex issue with me. |
| [2014-06-25 15:59:05] |
| |
|
Regarding the new functionality to fill in missing data, will it effectively overwrite most of the tick by tick data from my IB generated data files for US stocks & futures? No. Unless you were to re-download the data. is there an option to enable / disable the new functionality of filling in missing data? No.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 |
To post a message in this thread, you need to log in with your Sierra Chart account: