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Date/Time: Fri, 23 Feb 2024 17:51:31 +0000



Question on intraday scanning large number of symbols

View Count: 109

[2024-02-08 22:02:58]
User209431 - Posts: 106
Good afternoon.

I am trying to fine tune the scan function. I am using it to scan US equities with my conditions. It works well but seems to be missing some. I am able to use and check between my IB scan. My SC scan is definitely missing symbols that meet my conditions.

While doing some research I found in the Docs this line

"enable Global Settings >> General Settings >> General >> Data >> Subscribe Real-time (RT) Data and Download Historical Data During Scan.

Which I had set at "NO"

Would that be enough to cause my problems?

TIA
[2024-02-09 00:14:43]
Sierra_Chart Engineering - Posts: 12922
The question is whether you want to scan to include the current days data. You should set that to Yes if you do. Otherwise, the current days data may not be included.

Based on your question we recommend setting this to Yes.

Let us know how many symbols you are scanning? Is it more than 2000.
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: 2024-02-09 00:15:32
[2024-02-09 00:20:35]
User209431 - Posts: 106
Thanks for the help,

Yes, I definitely want current days data. I changed it to Yes and hopefully that does it.

Yes , I am scanning all NYSE and Nasdaq symbols each day. Is that a problem or will cause a problem?

One side question I have out of curiosity, (because I truly love the scanning options available here)

Is it possible to scan previous data? If I wanted to see all stocks up the most in the previous days first 30 minutes, for example. Is something like that possible?

Thank you for the help,
[2024-02-09 19:35:50]
User209431 - Posts: 106
Well the settings change did not seem to do it. The scan did not pick up any of symbols which met the criteria.

Feel my alert code is not the problem. It will pick some out each day, maybe 1 or 2 out of 5 to 10.

Just wondering if there are tweeks or settings I am missing that is causing the the scanner to miss. Or perhaps the scanner is just missing them as criteria is not met as it passes the symbol each time?

Thanks for any help or suggestions.
[2024-02-12 15:38:13]
Sierra_Chart Engineering - Posts: 12922
Yes this is definitely a problem:
Yes , I am scanning all NYSE and Nasdaq symbols each day. Is that a problem or will cause a problem?

It is too many symbols. There are going to be download errors and subscription errors when limits are hit.

We will have a solution ready next week but the scanning will have to be based upon end of day data. Not current data while the market is open. That will not be supported for that many symbols.
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: 2024-02-12 15:38:52
[2024-02-12 21:10:32]
User209431 - Posts: 106
Okay, I figured it was something . Thanks for the help, I appreciate it.
[2024-02-13 17:28:18]
Sierra_Chart Engineering - Posts: 12922
At this time, you can get an unlimited amount of historical daily data for US equities.

Make sure you are on an up-to-date Sierra Chart version:
Software Download: Fast Update

And:

Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings

Follow these instructions:
Study/Chart Alerts And Scanning: Understanding Scanning Historical Daily Charts

However, the data is only end of day updated. For example, at this time the historical daily data will only be up-to-date as of 2024-02-12.
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: 2024-02-13 17:29:26
[2024-02-13 17:58:50]
User209431 - Posts: 106
Thanks so much for all the help. I am really loving this software a ton.

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