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Direct MessagesDate/Time: Thu, 18 Apr 2024 10:49:58 +0000
Historical CTS data
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| [2014-08-01 09:25:41] |
| darkpool - Posts: 39 |
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Hi, I have a query regarding an update in the new Sierra version 1166, namely: Added support to download historical Intraday data for unexpired contracts when using the CTS T4 trading service, from the Sierra Chart Historical Data Service. To use this feature, enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. The historical data is in 30 seconds units. Disable this option to download historical Intraday data from the CTS T4 system instead.
CTS provides historical tick and historical bid/ask data for unexpired contracts. Im trying to understand why someone would want to select the above option and then only get 30 second data? If I disable the above option, does that mean I will get my historical data for both expired AND non expired contracts from CTS? Up until this point I have had the above options selected which if I understand correctly means: - Expired contracts - historical data comes from Sierra and is tick level including bid/ask - Non expired contracts - comes from CTS and is tick level including bid/ask Im just trying to figure out if I understand the new change correctly. I dont know why I would want this option selected? What if I want to continue getting historical data for expired contracts from Sierra (tick level, including bid/ask), while getting historical data for non-expired contracts from CTS as was the case before this change? It sounds like that is no longer possible? Thanks. Date Time Of Last Edit: 2014-08-01 09:27:09
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| [2014-08-01 10:28:25] |
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The Sierra Chart Historical Data service is dramatically faster than the CTS system and some users have trouble with downloading historical data from the CTS system. This is the reason why the option was added. And ultimately with the huge amount of problems we see with historical data delivery among the external surfaces we support, aanything we can do to minimize reliance on external services for historical data, we will do. We are looking to see if we can provide tick by tick data when using CTS for the current contracts. This option only affects non-expired contracts and does not affect expired contracts. Expired contracts are always downloaded from the Sierra Chart Historical Data service for the major futures contracts regardless of the setting. 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: 2014-08-01 10:29:26
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| [2014-08-01 10:29:46] |
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Some errors were corrected in the prior post.
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: 2014-08-01 10:29:54
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| [2014-08-01 10:35:14] |
| darkpool - Posts: 39 |
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This option only affects non-expired contracts and does not affect expired contracts. Expired contracts are always downloaded from the Sierra Chart Historical Data service for the major futures contracts regardless of the setting.
Ok, thanks for the info. In that case for the time being I will no longer use this option. As is the case with all traders using order flow analysis, historical tick data and bid/ask is always required. We are looking to see if we can provide tick by tick data when using CTS for the current contracts.
Excellent. Looking forward to it. Thanks. |
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