Data/Trade Service Settings
- Service Specific Settings
- Changing Data/Trade Service Specific Settings
- Main Settings
- Common Settings
- Connect on Program Startup
- Reconnect on Failure
- Time Zone
- Intraday Data Storage Time Unit
- Maximum Historical Intraday Days to Download >> Non-Tick Data / 1-Tick Data
- Number of Stored Time and Sales Records
- Maximum (Max) Time and Sales Depth Levels
- Enable FIX Logging
- Allow Support for Sierra Chart Data Feeds
- Download Dividend Adjusted Historical Data
- Sierra Chart Server Settings
- Detailed Heartbeat Logging
- Use Port 80 for Historical Data
- Always Use Port 443 For Real-time Data
- UDP Port
- Encryption For Historical Data Downloads
- Max Depth Levels
- Support Downloading Historical Market Depth Data
- Maximum Historical Market Depth Days to Download
- Subscribe Market by Order Data When Market Depth Subscribe
- Use Separate Connection For Market By Order Data
- Use Real-Time Data Compression
- Remote Buffer Delay Send Time In Milliseconds
- DTC Protocol Server
- Advanced Service Settings
- Automatic Server Connection Management
- Intraday Data File Management
- Saving and Loading Service Settings
- Bandwidth Usage
The Data/Trade Service Settings window is for viewing and specifying settings for Sierra Chart to work with Data and Trading services.
The Data/Trade Service Settings window also contains various settings related to connectivity and the processing of market data.
To display the Data/Trade Service Settings window, select Global Settings >> Data/Trade Service Settings on the menu.
Press OK to save the settings or Cancel to not save them.
Service Specific Settings
The image below shows the Data or Trading Service specific settings on the Data/Trade Service Settings window.
The Service specific settings change depending upon what Service is selected on this window.
For descriptions of the Service specific settings, refer to the Data and Trading Services page for links to pages for the service you are using.
Each page for a specific Data or Trading Service contains the instructions for setting the Service specific controls.
The Service specific settings controls are not documented on this page.
You will need to consult the corresponding Data or Trading service page for the service, for the specific set up instructions for that service.
Changing Data/Trade Service Specific Settings
For information on how to work with the various fields on the Data/Trade Service Settings window, refer to the information on the Settings Windows Interface.
Current Selected Service
This control displays and sets the Data or Trading service you want to use Sierra Chart with.
If the selected service supports market data only and not live trading it will have a [data] suffix.
If the selected service supports market data and live trading functionality it will have a [trading] suffix.
For instructions to use this setting, refer to Item List (Working with Sierra Chart Windows >> Selection Specific Options).
The settings in this section vary depending on the value selected for the Current Selected Service. For information on specific service settings, refer to the Setup Instructions for the specific service.
Saved DTS Configuration
The settings in this section apply towards loading and saving different Data/Trade Service Settings as stored configurations.
- DTS Config (list): This contains the list of available configurations that can be selected. Entering a new name in this field allows for the current configuration to be stored under that name.
- (Button) [Load]: Selecting the [Load] button will load the selected configuration in the DTS Config field.
- (Button) [Save]: Selecting the [Save] button will save the current configuration in the name that is entered in the DTS Config field.
- (Button) [Delete]: Selecting the [Delete] button will delete the current configuration that is selected in the DTS Config field.
Connect on Program Startup
If this option is checked, Sierra Chart will connect to the Data and Trade servers when you start Sierra Chart.
Reconnect on Failure (Global Settings >> Data/Trade Service Settings)
When this option is enabled, then Sierra Chart will reconnect to the Data and Trade servers when the connection is detected to be lost or it will retry to connect to the servers if it could not connect initially.
It is recommended to keep this option enabled in most cases.
Also, when this option is enabled, and when using one of the Real-Time Exchange Data Feeds Available from Sierra Chart with a supported Trading service, then when the connection to the Trading server is lost, the data feed will continue to be received from the Data Feed which comes from a different server.
Refer to the Time Zone Settings page for complete details about this setting.
Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings)
This sets the time period for each record of data in an Intraday chart data file which is used to build the chart bars in Intraday charts. These files have a .scid file extension.
Setting this to 1 Tick means there will be one data record for each tick/trade. It is necessary to use 1 Tick in the case when you are using a Bar Period Type in an Intraday chart based upon a Number of Trades, Volume, Range, Reversal, Renko, Delta Volume, or Price Changes amount, for 100% accuracy.
Although even with these Intraday chart Bar Period Types, you may want to use 1 Second as an alternative since it is more CPU efficient. This is less accurate but still may work sufficiently for you. 1 Tick will provide you 100% accuracy for these Bar Period Types. However, it will use more disk space, cause slower Chartbook loading, and slower historical data downloading.
If you are only using chart bars that are based upon a fixed amount of time, like based upon a specific amount of minutes, then you can use an Intraday Storage Time Unit setting that divides evenly with no remainder into the shortest bar time frames you will be working with. For example, 30 seconds divides evenly into 1 minute with no remainder.
Intraday data files do use compression. However, there will be an increase in disk space usage with smaller Intraday Data Storage Time Units. Using 1 Minute will save disk space and provide maximum performance.
If you do not use chart bar periods less than 1 minute, then use a setting of 10 Seconds or higher.
The Intraday Data Storage Time Unit setting affects data collected in real-time and the historical Intraday data downloaded unless the Data/Trading service you are using only provides historical data in 1 Minute units.
All Ticks/Trades received from the data feed are stored, independent of whatever this setting is. No data is missed by using a setting of 1 Minute. Your charts will still update at the same speed. This setting is also independent of the Chart Update Interval in General Settings.
When using a setting of 1 Tick, any Intraday Bar Period Type and bar duration can be used and will be accurate, including bar periods of Days. The same is true with higher settings, but the accuracy becomes less with the following Bar Period Types: Number of Trades, Volume, Range, Reversal, Renko, Delta Volume, or Price Changes . Also, when using for example a setting of 10 Seconds, then it is not possible to create 1 second chart bars.
The Intraday Data Storage Time Unit setting has no effect on Market Depth data or Time and Sales data.
Anytime this setting has been changed, in order to apply it to existing historical data in the charts, go to an Intraday chart for each symbol and select Edit >> Delete All Data and Download. This only needs to be done once for each symbol. Refer to the Deleting and Downloading Intraday Data for All Charts documentation for instructions to re-download data for multiple symbols at once.
Maximum Historical Intraday Days to Download >> Non-Tick Data / 1-Tick Data (Global Settings >> Data/Trade Service Settings)
To access these settings, select Global Settings >> Data/Trade Service Settings.
The Maximum Historical Intraday Days to Download setting controls the maximum number of days of historical Intraday data that will be downloaded from the remote historical data server when historical Intraday data is downloaded for a symbol.
There are separate settings for Non-Tick Data and 1-Tick Data. Non-Tick data is Intraday data downloaded from the data server which has a timeframe greater than 1 tick/trade. 1-Tick Data is Intraday data downloaded from the data server which is tick by tick. Each tick is 1 trade in this case.
The Maximum Historical Intraday Days to Download >> 1 Tick Data setting applies when the Intraday Data Storage Time Unit is set to 1 Tick. The Maximum Historical Intraday Days to Download >> Non-Tick Data setting applies when the Intraday Data Storage Time Unit is set to a setting greater than 1 Tick.
However, in the case of when the Data/Trading service supports both historical Minute data and Tick data, there are two separate downloads performed. One for Minute data which uses the Non-Tick Data setting, and one for 1 Tick data which uses the 1-Tick Data setting. This is only true in the case of IQ Feed.
If this value is higher than the number of days available on the server, then only the number of days of Intraday data on the server will be downloaded.
The amount of Historical Intraday data that will actually be downloaded for a symbol depends upon the last Date-Time in the Intraday data file. If the file is empty and it is therefore a new Intraday data file, then this Maximum Historical Intraday Days to Download setting will exactly control the number of days downloaded, assuming the server has the same amount of data available. If this setting is set to 90, but the file was only missing 1 day of data from the last Date-Time in the file to the present time, then only 1 day of data will be downloaded.
When you increase this setting, then this will not automatically cause more data to be inserted into existing Intraday data files. You will need to go to an Intraday chart for the symbol you want to get more data for and then select Edit >> Delete All Data and Download on the menu. You only need to do this once per symbol.
Likewise, when Maximum Historical Intraday Days to Download is reduced, to actually reduce the data in an Intraday chart data file you also need to go to the Intraday chart for the symbol and re-download the data with Edit >> Delete All Data and Download.
The settings of an individual chart do not have any effect upon the historical Intraday data which is downloaded. Although the only exception to this, is when using the Continuous Contract option in a chart. In this case the number of days of historical data downloaded for historical futures contract symbols is not going to follow the Maximum Historical Intraday Days to Download and instead the required data is downloaded. However, this only is true in the case of where the data has to be downloaded for the symbol and has not already been.
Reducing the Maximum Historical Intraday Days to Download >> 1-Tick Data Setting
When using some Data and Trading services (like IQ Feed), it can be slow to download 1 Tick data due to how those services work. Follow the instructions below to reduce the Maximum Historical Intraday Days to Download >> 1-Tick Data setting in order to increase the speed of historical Intraday data downloading.
- Select Global Settings >> Data/Trade Service Settings on the menu.
- Set the Maximum Historical Intraday Days to Download >> 1-Tick Data to 31 or lower.
- If Sierra Chart is currently connected to the data feed, and you want to cancel the existing historical Intraday data downloads and use this new lower setting, then select File >> Disconnect. After this, select File >> Connect to Data Feed.
Number of Stored Time and Sales Records
This setting controls how many Time and Sales records Sierra Chart will maintain in memory during a Sierra Chart session. Each Time and Sales record is equivalent to one trade or one Bid/Ask quote update. The Number of Stored Records applies for each symbol being tracked.
Using a high Records setting could potentially take a considerable amount of memory. It is recommended to maintain about 5000 Records. If you use 100000, that is going to consume a lot of memory!
The Number of Stored Time and Sales Records is completely separate from charting. It is only used for the Time and Sales window, the Time and Sales studies, to fill Simulated orders and manage trailing stop orders and certain other types of managed orders, and for other specialized purposes which rely on Time and Sales data. Studies like the Volume by Price study do not rely on this data.
Changes to this setting do not go into effect until the next reconnection to the data feed. To do this, refer to Reconnecting to Data Feed.
Maximum (Max) Time and Sales Depth Levels
The Maximum Time and Sales Depth Levels setting controls how many market depth levels are included when the total Bid depth quantities and the total Ask depth quantities are calculated and included with the Time and Sales data.
With Time and Sales Bid and Ask records, the total of the Bid quantities and the total of the Ask quantities in the market depth data are added together and included in the Total Bid Sizes and Total Ask Sizes fields.
If this is set to 0 all of the market depth levels are added together to calculate the total. Otherwise, the specified number of levels are only added.
Enable FIX Logging
Sierra Chart uses FIX connections to various supported Trading services.
When this option is enabled, a log file is maintained for the FIX connection which contains the sent and received messages. Heartbeat messages and market data full refresh and incremental refresh messages are not saved because those use too much space.
The advantage of logging messages is that if there is ever a problem with trading, this log file provides additional data about the messages exchanged.
The log files are saved in the Logs subfolder in the folder Sierra Chart is installed to.
This option does not apply to Trading services that do not use the FIX protocol. It does not apply to DTC Protocol connections.
If you need to provide a FIX log to Sierra Chart support, then refer to Providing FIX Log to Support.
Allow Support for Sierra Chart Data Feeds (Global Settings >> Data/Trade Service Settings >> Common Settings)
This setting is accessed through Global Settings >> Data/Trade Service Settings >> Common Settings. Left click on where it says Yes/No to change the state between Yes and No. Press OK after changing the setting to save.
The Allow Support for Sierra Chart Data Feeds option only applies if you have activated one of the Real-Time Exchange Data Feeds Available from Sierra Chart on your Sierra Chart account.
To use one of the Sierra Chart data feeds in a copy of Sierra Chart you have installed, this option must be enabled. To not use one of the Sierra Chart data feeds and instead to use your Trading service provided data feed, then this option must be disabled.
When the Current Selected Service setting on the Data/Trade Service Settings window is set to SC Data - All Services and Common Settings >> Allow Support for Sierra Chart Data Feeds is disabled, then it means delayed streaming data will be provided by the Delayed Exchange Data Feed for the symbols provided by that data feed. Delayed streaming data will also be provided by the Delayed Exchange Data Feed for the symbols that it provides if not subscribed to real-time data for those symbols regardless of how Allow Support for Sierra Chart Data Feedsis set.
After enabling or disabling this option, it is necessary to reconnect to the data feed with File >> Disconnect and File >> Connect to Data Feed.
You will know that one of the real-time Sierra Chart Exchange Data Feeds is being used for the symbol when you see a [M] indicator after the Symbol on the top line of the chart or Trade DOM. Refer to the image below.
When using a sub-instance of Sierra Chart through File >> New Instance, you will not see the [M] indicator. However, the real-time Sierra Chart Exchange Data Feed is still being used for the symbol as long as you do see the [M] indicator for the same symbol in the main instance of Sierra Chart.
Download Dividend Adjusted Historical Data (Global Settings >> Data/Trade Service Settings)
When this option is enabled, then the Historical Daily stock data downloaded will be adjusted for stock dividends. Otherwise, if it is unchecked the data will not be adjusted. This only applies to the Sierra Chart Historical Data service.
After changing this setting, it is necessary to re-download the data in the Historical Daily charts by selecting Edit >> Delete All Data and Download for the data in the chart to be updated. This only needs to be done once per symbol and not per chart if the symbol is the same on the charts.
Sierra Chart Server Settings
To access the Sierra Chart Server Settings window select Global Settings >> Sierra Chart Server Settings.
Detailed Heartbeat Logging (Global Settings >> Sierra Chart Server Settings)
When this option is enabled, additional information is entered in the Message Log that can be used to help determine network inefficiencies. This option should typically only be enabled when requested to do so by Sierra Chart Support Staff.
Use Port 80 for Historical Data (Global Settings >> Sierra Chart Server Settings)
Normally this option should be disabled. Only enable this option when the standard port for downloading historical data from the Sierra Chart historical data server, which is 10149, is blocked or throttled on your network. When this option is enabled, port 80 will be used instead.
Always Use Port 443 For Real-time Data (Global Settings >> Sierra Chart Server Settings)
Enable this option to always use Internet port 443 for real-time market data for Sierra Chart provided data services.
Enable this option if you notice a significant number of lost connections to the data servers used by Sierra Chart real-time data feeds. This may or may not help. If it makes no difference, then disable this option.
This setting has no effect upon the streaming delayed data feeds. Those do not support port 443.
UDP Port (Global Settings >> Sierra Chart Server Settings)
This is the port number that is used when interfacing to this instance of Sierra Chart using a UDP Interface.
Use Encryption For Historical Data Downloads (Global Settings >> Sierra Chart Server Settings)
Max Depth Levels (Global Settings >> Sierra Chart Server Settings)
This option sets the maximum number of market depth levels which are requested from the server and transmitted by the server when using any of the Sierra Chart data services which provide market depth data.
This only applies to Sierra Chart market data services. It does not apply to any other external service. It does apply to the Sierra Chart Exchange Data Feed and Denali Exchange Data Feed.
Setting this to 0 causes the server to send all market depth levels available.
It is important to reconnect to the data feed after changing this setting for it to go into effect and for the management of the number of levels of depth to function properly. Select File >> Disconnect and then File >> Connect to Data Feed to do this.
There is also the ability to control the number of market depth levels which are requested from the server on a per symbol basis, rather than using this setting for all symbols. Refer to the information on the Number of Depth Levels to Subscribe setting in the Symbol Settings documentation.
Within each chart you also have the ability to control the number of levels of market depth displayed. Refer to Maximum Market Depth Levelsin the Chart Settings documentation. In charts so you can only reduce the depth further from the global setting which affects the number of levels actually subscribed to. You cannot display more.
Support Downloading Historical Market Depth Data (Global Settings >> Sierra Chart Server Settings)
When this option is set to Yes, then it is possible to download Historical Market Depth Data for symbols that are part of the Denali Exchange Data Feed and the Delayed Exchange Data Feed.
Otherwise, if this option is set to No, then it will not be supported to download historical Market Depth data.
For complete detailed information, refer to Downloading Of Historical Market Depth Data.
Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings)
This data is used by the Market Depth Historical Graph study. And also used during chart replays when replaying market depth data.
This setting controls the maximum number of days of historical market depth data to download. It is recommended to keep this number as small as possible because it does take a lot of time to download historical market depth data.
To enable the downloading of historical market depth data, it is necessary to enable Global Settings >> Sierra Chart Server Settings >> General >> Support Downloading Historical Market Depth Data.
Subscribe Market By Order Data When Market Depth Subscribe (Global Settings >> Sierra Chart Server Settings)
When this option is set to Yes, then for those symbols that are part of the Denali Exchange Data Feed that are able to receive Market Depth Data (the activated exchange(s) support Market Depth), then the Market by Order data will also be downloaded and can be displayed in the appropriate Chart/Trade DOM columns for the Market Orders.
Otherwise, if this option is set to No, then the Market by Order data will not be downloaded along with the Market Depth data.
Use Separate Connection For Market By Order Data (Global Settings >> Sierra Chart Server Settings)
When this option is set to Yes, then a separate connection is used when downloading the Market by Order data.
Use Real-Time Data Compression (Global Settings >> Sierra Chart Server Settings)
This setting enables compression of the real-time data stream, for Sierra Chart provided data feeds. It does not apply to any other external supported data feed. Only to Sierra Chart provided data feeds.
The choices are No Compression, Standard Compression, and High Compression. The default is Standard Compression.
It is definitely not recommended to use No Compression. Compression only provides a benefit. It reduces the amount of bandwidth usage, and it also reduces latency. No Compression is only an option for troubleshooting and should only be changed when requested by Sierra Chart Support Staff.
Remote Buffer Delay Send Time In Milliseconds (Global Settings >> Sierra Chart Server Settings)
This setting only affects Sierra Chart data feeds. It controls the transmission interval of data from the server. It is specified in milliseconds. Using a value of 0 uses the default.
Any changes to this setting requires that you reconnect to the data feed.
For more information about this setting, refer to Sierra Chart Exchange Data Feeds in help topic 4.
Sierra Chart Server Settings >> DTC Protocol Server (Global Settings >> Sierra Chart Server Settings)
For complete documentation for the DTC Protocol server, refer to DTC Protocol Server.
Advanced Service Settings
To access the Advanced Service Settings window select Global Settings >> Advanced Service Settings.
Reconnect Daily At (Global Settings >> Advanced Service Settings)
When this option is enabled, Sierra Chart will reconnect to the data and trade servers at the specified time in the time zone specified. The specified time needs to be in the time zone set to the right of the time control. The time is of the format of HH:MM:SS.
Reconnect Time (Global Settings >> Advanced Service Settings)
Reconnect Time Zone (Global Settings >> Advanced Service Settings)
This is the time zone for Reconnect Time. Select the appropriate one from the list.
Reconnect Only On Sunday (Global Settings >> Advanced Service Settings)
This option is only valid when Reconnect Daily At is enabled. When Reconnect Only On Sunday is enabled, then the reconnection at the set time only occurs on a Sunday.
Reconnect Delay in Milliseconds (MS) (Global Settings >> Advanced Service Settings)
This setting is only valid when Reconnect Daily At is enabled. When Reconnect Delay in Milliseconds is set to a nonzero number, this specifies the number of milliseconds after the specified time to reconnect that the reconnection will take place.
The purpose of this is to allow a delay for any new Symbol Settings to be retrieved. A recommended value is 10000 milliseconds. Otherwise, the standard delay is used if it is set to 0.
Intraday File Flush Time in Milliseconds (Global Settings >> Advanced Service Settings)
This setting specifies the time interval where data which has been recorded to Intraday data files will be flushed to the actual operating system file. This is specified in milliseconds.
In almost all cases this needs to be set at 0. In this case the flush time will be 10000 milliseconds. This should never be changed unless you know what you are doing and it is detrimental performance wise to be setting this lower than 500 ms.
Intraday Data File Management
To open the Intraday Data File Management window, select Global Settings >> Intraday Data File Management.
To use this feature, you must be running Sierra Chart version 2248 or higher. There was a range of versions prior to this, which had some issues with this functionality. So it is imperative that you are running this version or higher when using it.
This window is for compressing the older data in Intraday data files to a higher timeframe per record in order to reduce the file size and increase the speed at which data is loaded into an Intraday chart from the chart data file.
This feature does not run automatically. It can only be manually started through the Intraday Data File Management window.
This functionality has been redeveloped in version 1619 and higher. During the compression, a temporary file with file extension tempcompressed is now used for performance and safety. This file is copied back to the original Intraday data file and the temporary file is deleted.
Compress Records Older Than
The Compress Records Older Than setting specifies the number of days from the last date in the chart data file that the records which are older than this number of days will be compressed to the Intraday Data Storage Time Unit specified by Compress to Data Unit Size.
Compress to Data Unit Size
When data records are compressed together, Compress to Data Unit Size specifies the timeframe of the final output record.
This is the same as the Intraday Data Storage Time Unit.
When this is set to a setting higher than 1 Tick which would be expected otherwise there would be no point in using this feature, then any Chart Studies which have a dependency on 1 Tick data for accuracy will have less accuracy when built from the data being compressed.
Press the Manual Start button to begin the process of compressing data of all of the Intraday data files in the Data Files Folder. The Compress Records Older Than and Compress to Data Unit Size settings apply.
Errors and Interrupting Compression Process
When an Intraday data file is being compressed, the progress and any error messages related to the compression will be displayed in the Window >> Message Log window.
If the compression operation completes and in the Sierra Chart Data Files Folder (C:\SierraChart\Data by default), you will see temporary files with names like [symbol].scid.tempcompressed, then check the Message Log for any errors encountered.
If you interrupt the compression process before it completes, there will also be at least one [symbol].scid.tempcompressed file which remains.
Try running the compression again and enable the Delete Any Previous Temporary Files Before Starting Compression option on the Intraday Data File Management window before pressing the Manual Start button.
If you need help with understanding any error messages in the Message Log, then contact Sierra Chart Support. Provide a copy of the relevant Message Log lines.
Saving and Loading Service Settings
The Data and Trading Service Specific Settings on the Data/Trade Service Settings window, can be saved and restored at a later time. These are the service settings in the list box with the Service Setting and Value fields.
Only the Service specific settings can be saved and loaded. Not the common settings.
This is useful if you have different sets of settings for the same Data or Trading service and you need to switch between them.
The settings for different Data and Trading services are already stored separately by Sierra Chart.
Below are the descriptions of the available commands for this feature and explanations of how to use them.
- Saved DTS Configuration >> Load: This button is used to load a saved set of settings into the service specific settings controls. It is first necessary to select an existing configuration from the DTS Config list box before pressing this button. Refer to the image below. When loading existing settings, the Service setting will be changed to the service that the settings are for.
After you Load the new settings for the same Service that Sierra Chart is already connected to and press OK, it is the necessary to reconnect to the data feed to connect using those new settings.
- Saved DTS Configuration >> Save: This button is used to save the service specific settings. It is first necessary to type in a name in the DTS Config box or select the name from the list that you want to save the settings as.
- Saved DTS Configuration >> Delete: This button is used to delete previously saved settings. It is first necessary to select the name of the previously saved settings in the DTS Config list box.
Occasionally we are asked about the bandwidth usage of Sierra Chart. This would be the number of bits/bytes per second on average Sierra Chart would use for received data.
It is impossible for us to answer this question with any degree of accuracy. The reasons for this are as follows:
- We do not know the bandwidth usage of the particular Data or Trading service you are using and the bandwidth usage of those services.
- We do not know how many symbols you are tracking.
- We do not know the market activity of those symbols.
- The amount of bandwidth usage is also affected by the amount of historical data being downloaded. Although historical data downloading is relatively infrequent.
You are able to monitor the bandwidth usage of an insectionidual process running within Windows. From within Windows you can access this through Windows Task Manager >> Performance >> Resource Monitor. For further information, consult with the documentation for the Resource Monitor.
You can also see how much data over a period of time Sierra Chart is receiving for streaming data on the current connection. This is shown on the Status Bar and is supported with many of the supported Data/Trading Services.
*Last modified Sunday, 25th April, 2021.