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Date/Time: Fri, 19 Apr 2024 11:04:32 +0000



Bid-Ask volume only charts while computer on

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[2014-08-14 16:14:22]
User68474 - Posts: 195
I have been with Rithmic for about 3 weeks now. Starting yesterday, after log in, I noticed a chunk of missing "Bid-Ask Difference" prints on one of my studies. Prior to yesterday, I always had data/prints whenever I logged back in. For example, if I logged into SC at 9 A.M. EST, the Bid-Ask data/prints from overnight were all there seamlessly. Has something changed? Thnx.
[2014-08-14 17:41:18]
Sierra Chart Engineering - Posts: 104368
We answered this previously.

When using Rithmic you will not get historical Bid Volume or Ask Volume unless you are using Optimus futures. Refer to this section:
https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php#ServicesThatSupportBVandAV

There were some versions, which you may have been previously running, which would provide historical Intraday data that would have Bid Volume and Ask Volume for current futures contracts, but that was in 30 seconds time units. This was removed because it was causing some issue.

When historical Intraday data is downloaded for expired contracts with Rithmic, historical data will have Bid Volume and Ask Volume.


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: 2014-08-14 17:41:49
[2022-05-27 12:13:54]
User143681 - Posts: 45
Hello, recently experiencing this issue with CQG data feed and S&P futures. Have user settings changed or is downloaded historical intraday bid-ask volume no longer supported for CQG ?
[2022-05-27 14:27:23]
John - SC Support - Posts: 30953
Historical Bid-Ask intraday volumes have not been available with CQG for several months.

The current change is that you can no longer use CQG data for the CME Group or EUREX. You need to use the Denali Exchange Data Feed for this data. Refer to the instructions at the following link for the CME Group data:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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