What Is New
Log of Changes and Improvements to Sierra Chart
This list contains major items of development, items which are notable, and changes and additions which users need to be informed about.
This is not a comprehensive changes and additions log. It only represents less than 25% of the actual development performed every day. There are not version notes for each version. The main Sierra Chart documentation is updated as needed relating to the changes and additions.
In addition to the below listed items for each version, there are also various low-level improvements, issues resolved, and small additions that a release has which are not listed.
1095 Release Date: 2014-02-21
- Corrected a market depth processing problem when using the OEC Trading service. This issue arose with the new FIX/FAST connection.
- Corrected a problem with the CTS T4 trading service, where when an order modification on a live trading account is rejected, a subsequent order modification or order cancellation would fail. This is now resolved.
- Corrected a problem with the Rithmic Trading service, where when using the Sierra Chart Futures Data Feed, submitting an order might fail because market data was not subscribed through the Rithmic system. This is now resolved.
- One unexpected issue with data sharing between installed instances of Sierra Chart has to do with using data from one instance that has a decimal point difference compared to data for the same symbol in the destination instance, and performing live trading in the destination instance. The issue arises when you are performing live trading using the data from a remote source instance with a different decimal point position for the data for the symbol. When support issues have come up with problems arising from performing live trading using data from another instance with a different decimal point position, they have been very difficult for us to deal with because there is a major amount of complexity that goes on underneath that has to be understood in each particular case.
In this version, it is no longer supported to trade from a chart or trade DOM that uses data from a source instance that has a different decimal point position compared to the same symbol for the destination instance where the trading is being performed from. If you are using IQ Feed as a source instance with Interactive Brokers as the destination trading instance, then the changes will not affect you. One configuration that is no longer supported is IQ Feed as a source instance and TT FIX as a destination trading instance and performing trading from a chart or Trade DOM that uses remote instance data. Data sharing is still fully supported, but the trading functionality where there are decimal point differences, is where the limitation is.
The solution to use a better quality market data feed as an alternative to the trading service provided data, is to use the Sierra Chart Real-Time and Historical Exchange Data Feed which replaces the data feed from your trading service for the provided symbols, and is fully integrated with all of the supported trading services. This solution manages decimal point differences automatically.
1094 Release Date: 2014-02-20
- Support for the new Dollar Index market statistics symbol.
- Corrected an order ID handling issue with CTS T4, where when modifying a stop order and that modification is rejected, a subsequent modification will fail. This is now resolved.
- For the OEC Trading service, the current Trade Position Average Price is now supported from OEC.
1093 Release Date: 2014-02-17
- Added new input the Volume by Price study named Display Total Volumes for Profile. This calculates the Total Volume and Ask Volume minus the Bid Volume for the entire profile and displays it at the top of the volume profile.
- There are two new background coloring options in the Numbers Bars study: Dominant Side and Dominant Side Auction. These are similar to same named text coloring options, but affect the background color instead of the text color. The Bid Volume and Ask Volume are divided and the result compared with the compare thresholds to set the colors based on the percentage of each (Example: Bid Volume=200, Ask Volume=400 -> Bid/Ask=50% on bid side and Ask/Bid=200% on ask side). Using the thresholds, one of the colors is selected. The numbers Bars documentation will be updated for these new options soon.
- Support for new Sierra Chart Market Statistics symbols.
1091 Release Date: 2014-02-12
- Added new Display Volume in Bars option for the Volume by Price study, to display the volume of a volume bar as a percentage of the maximum volume bar.
- There is a new Cycle tool option called Draw Cycles Forward Only. This is disabled by default, which is the tool current behavior. When enabled, the cycles will start with the first tool anchor and be drawn forward in time from that point.
- It is now possible to set the text color of the Trade Window buttons through the Global Settings >> Graphics Settings window.
- Chart drawing Date-Time anchors can now be edited (including relative drawings).
- The SC Historical Intraday Futures Data service has been removed. It is necessary now to use the service named SC Historical Data instead. The Sierra Chart Historical Data Service (SC Historical Data) has been enhanced to provide high-quality tick by tick data for the popular futures contracts from the CME, ICE and Eurex exchanges. The data is only delayed 10 to 15 minutes.
When using the SC Historical Data service, the year portion of a futures contract symbol needs to consist of 2 digits. Example ESH14. And some symbols are different compared to the SC Historical Intraday Futures Data service. Therefore, you will need to update the symbols of your charts if you were previously using the SC Historical Intraday Futures Data service.
- Note: Since a recent version you can no longer use continuous futures contract symbols that have a # for Intraday charts when using the Sierra Chart Historical Data Service. As an alternative, use the Continuous Futures Contract feature option.
1090 Release Date: 2014-02-07
- Corrected some issues with market data handling with OEC. A conflict was discovered between OEC data and market statistics data causing the data for a market statistic symbol to get mixed with an OEC symbol.
- Added support for upcoming exchanges with the Sierra Chart Real-time and Historical Data feed.
- The following Draw Styles no longer alter the Scale Range for a graph on the chart: DRAWSTYLE_VALUE_ON_HIGH, DRAWSTYLE_VALUE_ON_LOW.
1088 Release Date: 2014-01-30
- Added new connect points for the Rithmic trading service. These include Aggregated and Colo 75. Additionally, when the market depth features are not used for a particular symbol in Sierra Chart, market depth data is not subscribed to. This will reduce bandwidth usage and reduces the possibility of experiencing a data lag.
- Changes to OEC market depth processing. Added Account Allocation for Orders settings in the OEC service settings.
- The DRAWING_FAN_FIBONACCI drawing type is supported from ACSIL via sc.UseTool(). For an example, refer to the end of the scsf_UseToolExample() in studies.cpp
1086 Release Date: 2014-01-29
- Corrected a problem with the setting of the ACSIL s_SCPositionData::AveragePrice value during simulated trading, a replay or replay backtest. Under some conditions this could be 0 until one or two later calls into the study function after an order was filled and the previous Trade Position Quantity was 0. The ACSIL Trade Position data which is returned in a s_SCPositionData structure is requested with the sc.GetTradePosition function. This issue did not affect Spreadsheet System for Trading studies.
- Market data processing with OEC is now functioning correctly. Support for OEC market data and trading in this version should be considered a beta. Although it has undergone significant amount of testing with no problems found.
1085 Release Date: 2014-01-28
- Improvements with the Continuous Futures Contract feature. Back adjustment of data is now performed when replaying a back adjusted continuous futures contract chart.
- Delayed the request for historical order fills upon connection to the CTS T4 system to avoid the request getting rejected.
- Corrected an account balance check with the TD Ameritrade service when using the Sierra Chart Real-time and Historical Futures Data Feed.
1082 Release Date: 2014-01-24
- Added the Fisher Transform study.
- Corrected a problem with the interface to Interactive Brokers Trader Workstation where the Bond Contract data was not properly processed.
- Corrected a problem from a recent release where when connecting to Interactive Brokers when using a Financial Advisor account where the connection would not succeed. This is now resolved.
- After updating to 1081 or higher and you are using the OEC Trading service, you need to specify your OEC account number in Global Settings >> Data/Trade Service Settings in the Trade Account box before trading.
- This version supports a new FIX/FAST connection to OEC. The FIX trading integration is complete and has passed internal tests. The market data integration using FAST is still under development and does not count trades accurately. Development is expected to be completed by January 27, 2014.
1080 Release Date: 2014-01-21
- Support for BOND symbols when using Interactive Brokers has been added without having to use the -BAAVG suffix.
- The connection to GAIN Capital (OEC Trader) is now being transitioned to use a FIX and FAST connection. The old .NET/CLR connection has been removed. Until this is complete, which should only take a few more days, the connection to OEC is not supported. Therefore, if you are an OEC user, please do not update to this version.
- Corrected a problem where during the process of when historical Intraday data is being downloaded for the Intraday charts, there could be repeating messages in the Message Log indicating that no symbol mapping is found for a symbol. These messages will no longer repeatedly occur.
- Resolved a problem where the processing of downloaded Symbol Settings data may have been incomplete resulting in an incomplete symbol list in File >> Find Symbol.
- Added support to download and process CTS T4 historical order fills.
- Support for CTS T4 market data incremental refresh messages has been added when using both live and simulation accounts. Market data incremental refresh messages are more efficient than full refresh messages which were previously used and required.
- Support for the CQG Trading service has been released. Documentation still needs to be prepared. Sierra Chart only supports a FIX connection to CQG for trading. Market data is not supported and is provided by the Sierra Chart Real-Time and Historical Futures data feed service. Therefore, there is a small additional cost to use CQG Trading to cover the cost of the data feed.
1078 Release Date: 2014-01-16
- Continuous Futures Contract charts can now be replayed!
- Resolved some issues with the integration to the Indian Global Data Feeds data feed. These issues include not including the real-time volume when processing the trades, and adjusting the starting date forward for historical Daily data so that the requests do not get rejected when using too far of a date in the past.
- The Join Previous Data option on the Chart >> Perform Futures Symbol Rollover window has been removed. As a replacement for this option, use the new Continuous Futures Contract feature. The new Continuous Futures Contract feature is a major enhancement over what we have previously offered for continuous futures contracts. If you have been previously using Join Previous Data, then we recommend re-downloading the Intraday chart data to make sure the data in each futures contract file contains only data for that particular contract month. This can be done with Edit >> Delete All Data and Download.
1077 Release Date: 2014-01-11
- Implemented support for matching up Interactive Brokers Trade Positions data for options, to the option symbol used in charts even if there is a different exchange used between the two symbols.
- Some minor improvements to the Continuous Futures Contract feature.
- Corrected a problem where when using the Continuous Futures Contract feature, downloading of contract months that are never available from the data server would occur every time the chart is reloaded. This no longer occurs.
- Corrected an issue from a recent release where it was not possible to set symbols through the Set Symbols function on the Quote Board and when editing symbols, the Quote Board would go blank.
- Completely rebuilt the multistage historical Intraday download function used with CTS T4 and IQ Feed. It is better organized and simplified and works as it should when using the Continuous Futures Contracts feature.
- The Market Depth window now has a scrollbar. This is useful when there are a large number of depth levels. The colors for this window can be set through Global Settings >> Graphics Settings.
1072 Release Date: 2014-01-05
- Longer-term Continuous Features Contracts are supported in this version.
- Incremental market data refresh messages are supported with the CTS T4 Simulation server. This makes market data more efficient and uses less network bandwidth. It will be released for the Live server once we are sure there are no problems.
- There is a new data service listed in Global Settings >> Data/Trade Service Settings >> Service named SC Exchange Data . This allows you to receive Eurex and ICE market data, if enabled for the exchanges, without a trading account if you are subscribing to the Sierra Chart Real-time and Historical Futures Data Feed.
1070 Release Date: 2014-01-03
- Added support for the Eurex and ICE markets when using the Sierra Real-time and Historical Futures data feed.
- Enhancements and issues resolved with the new Continuous Futures Contract functionality with back adjustments.
1068 Release Date: 2013-12-31
- Corrected some issues with the new Continuous Futures Contract feature when using the volume-based rollover method.
- Corrected issue where when using the TT FIX trading platform service, the CME exchange code was not being translated to CBOT to match the symbols of charts for Orders and Positions, when using the CME gateway. This only caused a problem when the symbol used CBOT for the exchange. This problem would result in a Trade Position quantity momentarily displaying on a chart after a position has been initiated in a CBOT market, and then it would go back to 0. This is now resolved.
- It is now possible for an ACSIL function to modify these SC members: sc.StartTime1, sc.EndTime1, sc.StartTime2, sc.EndTime2, sc.UseSecondStartEndTimes.
1066 Release Date: 2013-12-28
- Completely new Continuous Futures Contract functionality with back adjustments has been developed in this version. After updating to this version, you will need to manually enable the Continuous Futures Contract feature on the particular charts that you want. This is set through Chart >> Chart Settings >> Advanced Settings >> Continuous Contract. The choices are as follows:
- Continuous Futures Contract - Date Rule Rollover
- Continuous Futures Contract - Volume Based Rollover
- Continuous Futures Contract - Date Rule Rollover, Back Adjusted
- Continuous Futures Contract - Volume Based Rollover, Back Adjusted
This new functionality is a major step forward with the Continuous Futures Contract functionality that Sierra Chart has previously offered. If you are using Continuous Futures Contracts from IQ Feed, then we highly recommend looking at what we offer. Please also be aware that we offer our own Sierra Chart Real-Time and Historical Exchange Data Feed now.
- This version supports the new Sierra Chart server protocols for real-time data. All users will need to update to this version or higher by January 31, 2014 to continue to receive real-time data from the Sierra Chart servers. This includes market statistics and Forex data.
1063 Release Date: 2013-12-17
- Various small improvements related to the Sierra Chart Real-Time and Historical Data Feed. If you are using the Sierra Chart Real-time and Historical Futures Data Feed, it is essential to update to this version as soon as possible.
- Corrected a problem where when replaying multiple charts, Skip Empty Periods was enabled, and the auto trade system back test option was not set, the charts would lose synchronization with each other after two minutes of replay. The Skip Empty Periods option on the replay window is now properly implemented.
- Added a new Volume Graph Period Type to the Volume by Price study, named Multiple Profiles from Start Time to End Time. This can be used to create multiple volume profiles in the chart that cover a shorter duration of time in the chart than specified by the Session Times you have set in Chart Settings. Use the Start Time and End Time inputs with the Volume by Price study to set the start and end time respectively.
- New Cycle tool features to allow the cycle node and mid-points to have vertical lines drawn. These are off by default, but can be turned on per drawing and in the drawing configurations for future drawings. There is also an option that will allow the vertical lines to be drawn only when the drawing is being modified.
1061 Release Date: 2013-12-08
- With the TT FIX and the AMP/TTNet trading services, there is now better organization and handling of CBOT symbols that should be routed through the CME gateway. There is a new setting named: Global Settings >> Data/Trade Service Settings >> Use CME Gateway for CBOT Symbols . Normally this should be enabled, unless CBOT symbols should not use the CME Gateway. Your broker will inform you how this should be set. It is recommended to keep it enabled unless orders get rejected or you do not receive market data for a CBOT futures market symbol. When updating to this version, it is recommended to perform a Full Reset of symbol settings if using the TT FIX and the AMP/TTNet trading services.
- Corrected a problem from a recent release with the internal setting of the Maximum Historical Intraday Days to Download when historical Intraday is downloaded using the Sierra Chart server protocols. This was being set to a maximum of 100 when it should be a minimum of 100. The 100 days minimum does not apply when Intraday data is downloaded from an external service like Interactive Brokers.
- When the Sierra Chart Futures Data feed, and you modify the Global Symbol Settings for a symbol, the settings necessary for the mapping of the trading service symbol to the Sierra Chart symbol, may have been lost. This problem is now resolved.
- New ACSIL variables added: sc.BaseGraphScaleRangeTop, sc.BaseGraphScaleRangeBottom, sc.BaseGraphScaleValueOffset, sc.BaseGraphAutoScalePaddingPercentage.
1057 Release Date: 2013-12-1
- With the new Sierra Chart Real-time Futures data feed which is integrated with all of the supported Trading services, when you become disconnected from the server for one of the supported Trading services and Sierra Chart is in a reconnecting state, the Sierra Chart real-time futures data feed will continue to be received. So for example, with Interactive Brokers, you will continue to receive the data feed even if Trader Workstation shuts down.
1055 Release Date: 2013-11-30
- Performance improvements with historical data downloading and real-time chart updating. These improvements will be especially noticeable with historical tick data downloading.
- Corrected a problem for recent release where there could be an abnormal shutdown of Sierra Chart while downloading historical data . This would only occur under certain conditions.
- The TPO Profile Chart and Volume by Price studies now both fully support Peak and Valley lines with labels. Peak and Valley lines have the following extend options: None, Extend to End of Period, Extend to End of Window, and Extend To Intersection.
1052 Release Date: 2013-11-25
- Improvements to the Bitcoin Data services. There are now 50 levels of market depth available. There is a new service named Bitcoin Data (All Services) which combines all of the data feeds from the various Bitcoin exchanges into a single service. The symbols can be found through File >> Find Symbol.
- Corrected a problem with the CTS FIX connection where because CTS no longer sends the Contract tag through the FIX messages, this would cause market data to be ignored and numerous messages added to the Message Log indicating the symbol could not be found. The problem is now resolved.
1049 Release Date: 2013-11-20
- Performance improvements with the downloading of historical Intraday data.
- Corrected a problem where when there is continuously changing Daily High and Low data from a data service, Historical Daily charts will reload when the new High and Low values indicate a new trading day has begun. There has been problems with the Daily High and Low data from the FXCM Forex data feed, recently.
- Numbers Bars enhancements: When Text Coloring value of Text On Dominant Side or Text On Dominant Side Auction is used, the compare values are now used instead of just looking at which value is greater. So, if the compare values are set to "150, 200, 300", the Bid/Ask volume are compared, and if the bid volume was greater than 300% of the ask volume, the Down Quartile 4 Color is used, else if greater than 200% of ask volume, the Down Quartile 3 Color is used, else if greater than 150% of ask volume, the Down Quartile 2 Color is used, else the Down Quartile 1 Color is used. The same goes for the ask volume, but the Up Colors are used instead of the Down Colors.
If compare inputs are specified as values < 1.0 (i.e. .25), they are interpreted as 100 * value + 100 (i.e. .25 -> 125%).
1047 Release Date: 2013-11-18
- Corrected some issues with the Zig-Zag study where the data outputted to the Spreadsheet columns was not correct. Data was outputted to some rows when it should not have been and the rows for the Zig-Zag line end points, did not always have data. Also, corrected a problem where the labels may not have always appeared at the end points (this was a less common condition).
- Increased the number of market depth levels to 50. Any ACSIL study which uses the sc.SymbolData member must be recompiled when using this version or higher. Otherwise, the study may be unstable.
- The Time and Sales data structure, s_TimeAndSales has changed. There is now a single DateTime member of a SCDateTime type for the Date-Time and not individual members for the Date, Hour, Minute, Second. An ACSIL study that uses the Time and Sales data must be recompiled and be updated to use the new s_TimeAndSales::DateTime member, for it to be used on this version or higher.
- The implementation of millisecond time stamping is now complete. The next step is to use this functionality in areas of Sierra Chart that will benefit from it. This is partially complete and will be ongoing. Sierra Chart uses millisecond time stamping as a counter to identify multiple trades within the same second. One major exchange like the CME, does not provide millisecond timestamps on trades. Therefore, it cannot be known exactly when a trade occurred within a second. Sierra Chart does not support estimating milliseconds in these cases. As is previously said, Sierra Chart uses milliseconds as a counter.
- In the Time and Sales window, you will notice that each trade now contains a millisecond component in the Time column.
- For the new Sierra Chart Real-time and Historical Futures Data Service, there is now 100% consistent identification of whether a trade occurred at the Bid or Ask.
- When the Intraday Data Storage Time Unit is set to 1 Second or 1 Tick, and Historical Intraday data is downloaded in Ticks or Seconds, which will be the case for many supported Data/Trading services if the Intraday Data Storage Time Unit is set to 1 Second or 1 Tick, unless there is a separate setting for this for the particular Data/Trading Service you are using, then when a historical data download is completed, any missing trades that were not received between the last downloaded trade and the most recent trade, are added into the Intraday chart data file from the Time and Sales data. The implementation of this is all rather complex and has a reliance upon millisecond time stamping when it is used to count trades within the same second. Which is another reason, why Sierra Chart does not support milliseconds from external data feeds which do not necessarily accurately represent when a trade occurred, but only represent sending/receiving time of a message containing a trade.
1046 Release Date: 2013-11-13
- Continuing development to fully support millisecond timestamps. And improvements with historical data downloading
- Corrected a problem from a recent release where when using the Rithmic/Zen-Fire trading services, the available trade accounts were not being listed on the Trade Window. This is now resolved.
1044 Release Date: 2013-11-09
- Corrected a problem arising in a recent release that prevented the MTGox trading service from being used. All order submissions will have mistakenly given an error indicating that the API Key and Secret were not set up when they were.
- Improvements to the interface to the Sierra Chart Real-Time Futures Data Feed.
- Correction of the current quote data used from a remote instance when there are multiplier differences between the Source and Destination Data/Trading services. This may not work under all conditions. However, it does work properly when using IQ Feed as a source data service and destination trading services like CTS T4 and TT FIX.
1042 Release Date: 2013-10-30
- For the TPO Profile Chart study, the midpoint calculation has now been changed to be the midpoint of the price range of the profile, rather than the midpoint of the TPO block/letter count per price level.
- The Numbers Bars Calculated Values has the following new subgraphs: High Pullback Ask/Bid Vol Diff, Low Pullback Ask/Bid Vol Diff.
- This version has complete support for the new Sierra Chart Real-Time and Historical Exchange Data Feed.
1040 Release Date: 2013-10-30
- Corrected a problem where order fills always had and Open/Close status of Open when performing a bar based back test. This is resolved.
- When using the custom studies DLL compiler (Analysis >> Build Custom Studies DLL), it is now possible to select multiple files to compile and compile them all at once. Only one file can contain the SCDLLName line. All of the files are compiled into a single DLL file.
- Low-level development to support the new upcoming CME real-time data feed.
1039 Release Date: 2013-10-26
- Added a new Volume Graph Period Type to the Volume by Price Study named: From Start Time to End Time.
- When a DTC::s_SecurityDefinitionResponse message is received, this will add the symbol and its associated settings to Global Settings >> Symbol Settings and therefore it will be listed in File >> Find Symbol. We have noticed that in older versions of Sierra Chart when you send a DTC::s_SecurityDefinitionResponse message, this possibly could cause an exception in Sierra Chart or a corruption of the message added to the Message Log. This is now resolved.
- Added support to specify additional compiler parameters to the compiler when building a custom studies DLL. There is an edit box on the Build Custom Studies window for this.
- Volume/Size Filter input settings have been added to the Time and Sales Bid Size and Time and Sales Ask Size studies.
- CTS server-side OCO has now been restored and supports Stop and Limit orders as both Attached Orders and as top level orders without any children.
- The Trade Statistics tab on the Trade Activity Log has been updated to use the Sierra Chart built-in and developed colored list component and not the Windows component. This makes it flicker free, very reliable, and fast.
- Low-level development to support the new upcoming CME real-time data feed.
1038 Release Date: 2013-10-24
- Corrected an uncommon updating issue with the zigzag study and improved the efficiency of it.
- Corrected a problem with the handling of order quantities for bitcoin trading. This would be an issue with quantities of 10 bitcoins or greater.
- Resolved a rounding problem with profit/loss values in the Trade Activity Log.
- Low-level development to support the new upcoming CME real-time data feed.
- When using the Trading Technologies FIX trading platform service, if market depth data is not required for a symbol, market depth data updates will not be started or they will be unsubscribed from.
1035 Release Date: 2013-10-15
- Improvements with the handling of out of sequence messages on FIX connections. This is now handled more gracefully.
- Various low-level improvements with trade simulation. It is now possible to do simulated trading when using data from a remote instance even if not connected to the data feed in the copy of Sierra Chart you are trading from.
- Trailing stop orders are now controlled using the Time and Sales data from the chart that the orders originated from. This means that if a chart uses data from remote copy/instance of Sierra Chart, then that Time and Sales data will originate from the remote copy if Global Settings >> General Settings >> Use Non-Chart Data from Remote Instances is enabled. Therefore, if this option is enabled the trailing stop orders will be controlled by the chart data from the remote instance rather than by the data feed from the primary connected Trading service in the copy of Sierra Chart that the orders originated from.
- Continued improvements with the new non-CLR version Spreadsheets and issues resolved with those Spreadsheets.
- Corrected some issues with the Continuous Futures Contract feature for charts. There were some issues when a chart is opened or reloaded when not connected to the data feed.
- Low-level development to support the new upcoming CME real-time data feed.
*Last modified Wednesday, 18th March, 2020.