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Date/Time: Thu, 28 Mar 2024 19:15:58 +0000



Rithmic backfill

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[2014-07-18 21:35:31]
User18090 - Posts: 18
Hello, can i ask - backfilling with Rithmic datafeed time resolution is tick by tick or 1 minutes as was in past?
Thank you!
[2014-07-21 22:03:32]
Sierra Chart Engineering - Posts: 104368
We apologize for the late reply. Unless you are using Rithmic through Optimus Futures, the historical Intraday data for current futures contracts is 1 Minute.

For expired contracts it is down to tick by tick when on Sierra Chart service package 5.
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: 2014-07-21 22:03:39
[2014-07-22 04:53:18]
User18090 - Posts: 18
Thank you! But real-time data will be tick-by-tick?
I have contacted with Mirus futures - and Lana (Orlovsky) says backfilling will be tick-by-tick.
I dont understand...

[2014-07-22 05:06:42]
Sierra Chart Engineering - Posts: 104368
Yes, real-time data will definitely be tick by tick.

The historical data when using Rithmic through Mirus futures will be 1 minute 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
[2014-07-22 06:20:30]
User18090 - Posts: 18
Thank you for response!
I have registred demo with Optimus Futures
I need to select Rithmic 01 US with this demo login/password?
With it - connection not working ;( Yellow indicator... not green

[2014-07-22 06:36:32]
Sierra Chart Engineering - Posts: 104368

I need to select Rithmic 01 US with this demo login/password?
Yes.

Most likely the connection problem is because you are getting a "permission denied" error. This is documented at step 16 here:
https://www.sierrachart.com/index.php?page=doc/OptimusRithmic.php#SetupInstructions


Optimus Futures needs to help you with that.
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: 2014-07-22 06:37:03
[2014-07-22 06:59:33]
User18090 - Posts: 18
Strange, but its working after i logged into R-Trader with PAPER account, after it - sierra chart Rithmic paper working too! Rithmic 01 US not working with R-Trader and with SC too... And yes, it was "permission denied"...

Date Time Of Last Edit: 2014-07-22 07:03:45
[2014-07-22 07:08:07]
Sierra Chart Engineering - Posts: 104368
OK, then we did not know what the Server was supposed to have been set to.

Normally in our experience it should be Rithmic 01 US.
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
[2014-07-22 07:16:40]
User18090 - Posts: 18
Just if for SierraChart work with Rithmic demo is neccesarry to login into R-Trader for a 1 time (for agreements acceptions) - it should be PAPER - becouse with Rithmic 01 Server - i could not to logging in to R-Trader. After it SierraChart working, but with Ritmic Paper Trader only. I have checked it.
Just for you knowledge... Thank you Sierra!

Date Time Of Last Edit: 2014-07-22 07:24:25
[2014-07-22 07:27:07]
Sierra Chart Engineering - Posts: 104368
OK, this is good to know. Now we know how this should work.
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
[2014-07-23 11:08:56]
User18090 - Posts: 18
Sierra, sorry for stupid question, but FXAll datafeed does provide volumes (not tick of course, in contract) from FXALL and how much it cost if you know?

[2014-07-23 17:00:36]
Sierra Chart Engineering - Posts: 104368
The FX All data feed does not provide actual volume.

You need to contact FX All for pricing for their FIX 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
[2014-07-23 18:11:51]
User18090 - Posts: 18
FX All via Sierra will translate only Price ?

[2014-07-23 18:34:22]
Sierra Chart Engineering - Posts: 104368
Not sure we understand the question. Can you explain this better.
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
[2014-07-23 18:52:50]
User18090 - Posts: 18
Well, Of course you know - what spot forex market is decentralised. In past EBS was main platform, but now - FXAll with $132 bln per day volume. Inside FXall exist "real" (not ticks numbers) volumes. Of course, it would be attractive to see this volume at real-time. FXall now not working with non-institutional traders, and for retail trader only CME (as i know) FX futures volumes is "real" volumes of currency. At past, when EBS was main platform, due a archaic (?) structure of EBS, not possible to translate datafeed, but it's possible with FXAll with modern infrastructure. As i heard, some FUTURES (vCap, advantagefutures.com) broker providing volumes from FXall and Currenex or HotSpot for additional fee for example. Also, as i heard, in past IB did this too
http://webcache.googleusercontent.com/search?q=cache:C244H5OOx4wJ:www.forexfactory.com/showthread.php%3Ft%3D308865+&cd=1&hl=ru&ct=clnk&client=palemoon

I heard, E-signal is providing it - but i have not information about it.
May be you know something about it? If so - please talking ;)

UPD:

http://theessentialsoftrading.com/Blog/index.php/2011/12/21/i-have-access-to-forex-volume-data/

Real Volumes from Reuters (FXAll is part of Reuters)

e-signal GTIS right now still offering just tick numbers.... as "volume" ;)

UPD2:

e-signal (possible, non verified) can provide data from HotSpot (25$ bln per day, #4, after Fxall, Reuters, EBS) for additional fee..

Date Time Of Last Edit: 2014-07-24 09:23:21
[2014-07-25 08:29:25]
Sierra Chart Engineering - Posts: 104368
In the case of all of the spot Forex connections that Sierra Chart has, none of them to our knowledge provide actual volume. Sierra Chart determines the volume by counting the number of bid/ask price updates.
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
[2014-07-29 12:29:24]
User18090 - Posts: 18
Hello, Sierra!
Can i ask, LCG providing connection to one of platform
- Currenex
- Gain GTX
- Integral FX Inside
- ICAP EBS
- FXALL Orderbook
- HotSpotFxi
- FastMatch

In these platforms exist the Spot FX Volumes
http://www.forexfactory.com/attachment.php?attachmentid=564952&d=1287623259
and
http://www.fxall.com/Image%20Library/Main%20Nav/Solutions%20and%20Capabilities/Execution%20and%20Trading/Order%20Book/EURUSD2.jpg

Can i ask, if i will have a connection to FXALL for example, can i use SC as analisys tool?
Do you have a connector or something like that?

Thank you

[2014-07-29 17:16:53]
Sierra Chart Engineering - Posts: 104368
Sierra Chart does currently support Currenex, FX All and Hotspot.

In all of these cases, the volume is determined by the number of bid/ask updates.
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
[2014-07-29 21:43:02]
User18090 - Posts: 18
Yes, in the case of connection to these exchanges throught Sierra.
But if i started platform (FXALL for example) at my computer locally, can SierraChart recieve data from ran FX All platform and update ALL data from FX ALL (including volumes of course) ?

[2014-07-31 04:21:09]
Sierra Chart Engineering - Posts: 104368
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
[2014-08-01 06:25:50]
User18090 - Posts: 18
Can i ask, for FXALL and Currenex datafeed is available backfilling? Or on-line only?

[2014-08-04 11:12:54]
Sierra Chart Engineering - Posts: 104368
There is Currenex historical Intraday data available when using Currenex.

For FXall we use FXCM 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
[2014-08-07 01:13:51]
NumbersBars - Posts: 141
Hi Sierra Support,
On the same topic, is datafeed backfilling by Rithmic (AMP) tick by tick or in 1-minute block?
[2014-08-07 03:17:16]
Sierra Chart Engineering - Posts: 104368
1 minute 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

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