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Log of Changes and Improvements to Sierra Chart

This list contains major items of development, and changes and additions which users need to be informed about.

This is not a comprehensive changes and additions log. And it should never be relied upon for such. It only represents a very small percentage of the actual development being performed every day. The vast majority of development is not documented here. Or receives, one small comment after it is all complete. There are not version notes for each version. The main Sierra Chart documentation is updated as needed relating to the changes and additions.

The maintenance of this page has mostly been abandoned by Sierra Chart development for many years due to the difficulty of maintaining it and because users can be incorrectly misled by or misinterpret notes that are made here. This does not change, the development of Sierra Chart which is very active every day and new releases are made nearly weekly or several times a week. The Sierra Chart project is still very active, with extensive development and it remains a very high quality software in the world. The engineering is at the very top of the world.

• 1128 Release Date: 2014-04-26

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  • The feature which inserts time and sales records after a historical Intraday data download to ensure no trades are missed when transitioning to the real-time data recording, was not previously working due to an implementation problem. This problem is now resolved.
  • Corrected a minor low-level issue with CQG market data subscriptions. It is not likely the issue would have caused any actual problem unless invalid symbols were being used.
  • Corrected an issue from our recent release where when using the Interactive Brokers trading service and the Sierra Chart Exchange Data Feed, the mapping of the Sierra Chart data feed might not occur based upon a failed account balance check. This is now resolved.
  • Each chart now has its own independent Time Zone setting in Chart >> Chart Settings which can optionally be used to set a Time Zone which is independent of the global Time Zone setting in Global Settings >> Data/Trade Service Settings.
  • The integration to the TeleTrader Data service is now almost finalized. At this point, it is acceptable for general use.

• 1126 Release Date: 2014-04-23

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  • Corrected another order ID handling problem when using the TransAct trading service and when the order originates from the TransAct trading software. This issue arose in 1122.

• 1125 Release Date: 2014-04-23

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  • Canceling of orders which use an OEC block account is resolved.
  • Corrected an order ID handling problem from version 1122 with the TransAct trading service. This was causing submitted orders to stay in a Order Sent state.
  • Corrected a problem with TPO Profile Peak and Valley lines.
  • Added new study input to the Difference Single Line study named "Use Latest Source Data For Last Bar".
  • Continued development with the non-CLR Spreadsheets. Corrected some issues and improve performance.
  • Corrected some issues with the TeleTrader Data service integration.

• 1124 Release Date: 2014-04-22

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  • Corrected a problem for version 1123 where the CQG market data username was not saved after exiting Sierra Chart.
  • Added support to use Sierra Chart and the T4 front end trading program at the same time, when using the CTS T4 trading platform service.

• 1123 Release Date: 2014-04-21

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  • The Cancel All orders command, and the canceling of orders when using the Flatten and Reverse commands, for a chart, Trade DOM, or automated trading system, now consider the selected Trade Account. They will only cancel the orders for the symbol of the chart and that also match the selected Trade Account on the Trade Window.
  • The Quote Board update interval can now be controlled through Global Settings >> General Settings.

• 1122 Release Date: 2014-04-18

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  • Initial support for the TeleTrader data service has been released.
  • Changes to low-level order ID handling for TransAct and Currenex.
  • When using the TT FIX trading platform service, the historical data is now provided by the Sierra Chart Historical Data service (included with Sierra Chart packages 3 and 5). One limitation to be aware of with this service is that upon a connection to the TT FIX real-time data feed, the historical data will be delayed by 10 minutes. Therefore, we recommend staying connected as much as possible to the server (File >> Connect to Data Feed), to avoid missing any data. Other than the most recent 10 minutes, if you are missing any historical data in your Intraday charts, then refer to the Retrying Downloading of Intraday Data section. You may want to optionally use the Sierra Chart Real-Time and Historical Exchange Data Feed to have access to historical data which is not delayed by 10 minutes.

• 1119 Release Date: 2014-04-11

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  • There is a new setting within Chart Settings to specify an independent Chart Update Interval for the chart. This is only recommended for experienced users. The default should be 0/unset.
  • Corrected issues with the integration to the LMAX Trading service involving Trailing Stop orders. Corrected an issue with the Order Quantity handling under certain conditions in execution reports. Corrected a problem where when historical price data is downloaded, the request frequently would not go to the correct server and data would not be downloaded.

• 1118 Release Date: 2014-04-10

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  • With the TPO Profile Chart study all of the Initial Balance Range extensions can now be displayed as a vertical line. When TPOs are displayed as letters, and the Letter Font Size input is set to 0, it will be automatically set based upon the spacing between the rows of letters in the TPO Profiles.
  • Added ability to add text to Line Chart Drawings.
  • Added ability to add text to Chart Calculator Chart Drawings.
  • Tool Values Window will show angle of a selected Chart Drawing.
  • Corrected a problem with the DChg% chart header field calculation where it would display the opposite sign. When it should be negative, it was positive.
  • Various small changes with order handling for the LMAX Forex trading service. Corrected a problem with the LMAX trading service where historical Intraday data was not always being downloaded.
  • The changes to the Trade Stats for Charts tab on the Orders and Positions window have been completed. We are still working on internal changes to the Trade Statistics studies.

• 1117 Release Date: 2014-04-07

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  • The Trade Stats for Charts tab on the Orders and Positions window is in the process of being reworked. It will only display Non-simulated or Simulated Positions and Statistics based upon whether the Global Trade Simulation Mode is disabled or enabled. This will clear up some long-standing odd behaviors with it. Until the release of the next version, it may not function properly at this time. The "Trading:" statistic studies are also being worked on at this time.
  • Solved an IB market depth problem which occurs when prices have a large number of decimal places.
  • The setting of the delay between historical data requests when using the Interactive Brokers trading service is now automatically set based upon the number of days of data being downloaded for symbol. The problem with pacing violations has become too great of a problem over the years to a point where this should be automatically managed. The only disadvantage of this, is that it can take a long time to download historical data from IB when the Global Settings >> Data/Trade Service Settings >> Maximum Historical Intraday Days to Download is set to a high number. We recommend using 30 or less.
  • This version supports CQG market data when using the CQG Trading service. Historical data is available for futures contracts for users of Sierra Chart service package 3 and 5, but is delayed 10 minutes, unless you are using the Sierra Chart Real-Time and Historical Exchange Data Feed.

• 1116 Release Date: 2014-04-04

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  • In the Trade Management by Study, if the controlling Study Subgraph value is equal to 0.0, then it is disregarded and the Stop or Target order will not be modified.
  • When using package 3 or 5 of Sierra Chart and the OEC, CTS T4, Rithmic, or Interactive Brokers trading service, the historical Intraday data for expired futures contracts now will be downloaded from the Sierra Chart Historical Data Service.
  • Resolved a problem with the integration to the CTS T4 Trading service when using the Sierra Chart Real-Time and Historical Exchange Data Feed , arising in a recent version where the data from both data feeds would be used in a chart. This was resolved in version 1115.
  • Automated trading systems which are set to not send orders to the connected trading service are no longer allowed to submit orders when global Trade Simulation Mode is disabled. Code review shows that when Sierra Chart is not in Trade Simulation Mode, a simulated trading system cannot function completely properly.
  • Corrected a problem with the MATCH function in the non-CLR version.

• 1113 Release Date: 2014-03-29

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  • Small changes with order ID handling with the interface to the OEC Trading service.
  • Improvements with getting spread and strategy symbols with the CTS T4 Trading service through the File >> Find Symbol >> Get Additional Symbols function.
  • Added optional Alert Sound and Message support for when Connected to the data feed and when the Connection is Lost. This is set through Global Settings >> General Settings >> Alerts. This feature cannot work reliably in the case of when proprietary API components are used to connect to an external Data/Trading service. This is the case with Rithmic and TransAct. Therefore, this feature cannot work with those services.
  • Small low-level improvements to the Continuous Futures Contract feature relating to data downloading.
  • The real-time volume data from the TD Ameritrade trading service is no longer multiplied by 100. It is not necessary based upon the format of the data.
  • Corrected a problem with the storage of real-time Intraday data when the Intraday Data Storage Time Unit is set to greater the 1 Tick. Individual trades would be stored as individual records in some cases rather than being combined into the specified Intraday Data Storage Time Unit. Another problem from this was that the millisecond component of the timestamp for real-time recorded data always was at 0 or 1 and not incrementing, regardless of the setting of the Intraday Data Storage Time Unit. There is not any real problem that arises from this other than when historical Intraday data is downloaded. In this case there could be some duplicate trade data written to the file only within the single second at the transition point from the prior recorded real-time data at the end of the file, to the new historical data.

• 1111 Release Date: 2014-03-24

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  • In ACSIL, renamed sc.TicksPerBar to sc.NumberOfTradesPerBar.
  • The ACSIL variable sc.TickSize can now be modified by a study.
  • Added support for Account Balance data from OEC using the new FIX connection.
  • Improvements with the integration to the CTS T4 trading service related to supporting the new symbol format. Expired futures contracts are still not supported at this time. Support for expired futures contracts with CTS T4 was removed due to unreliability.

• 1109 Release Date: 2014-03-19

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  • Added the ability to set text to display on a Vertical Line chart drawing in the same way it is supported with Horizontal Lines. The text will be displayed after the Date and Time, if those are enabled.
  • Added a new menu command to the Trade Window to clear the most recent Bid trade volume and Ask trade volume from the Chart DOM.
  • Added support for expired futures contracts when using CTS T4 trading platform service. The reliability of this is uncertain due to problems and inconsistencies we have experienced with security definition responses from the T4 system. We will continue to monitor.
  • Continued development on the new non-CLR Spreadsheets. These are currently under active development and we will be finalizing this development soon.

• 1107 Release Date: 2014-03-12

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  • When connecting to the TransAct trading service, if the first connection attempt to the bridge fails, Sierra Chart will continue to retry connecting to the same bridge instance.
  • Changes to the CTS Trading service symbol format. For further details, refer to this Support Board page: CTS Trading Service Symbols.
  • Corrected an issue with order ID handling when modifying an order when using the CTS Trading service.
  • Corrected some issues from the prior release related to market data requests when using CTS Trading service. At the present time, spread symbols are not supported and Expired futures contract symbols are not supported. Please avoid using those type of symbols when using CTS Trading service.

• 1102 Release Date: 2014-03-05

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  • Added a new menu command to the TPO Profile Chart right-click menu named "Letter/Blocks in Own Column-All Profiles". When the user selects this command, the letter/blocks for all TPO profiles in the chart will be displayed in their own column.
  • The old market statistics symbols like $TICK will be automatically converted to the new format when updating to this version or higher.
  • There is a new option for Chart Drawing Alerts: Only Trigger Once. When this is enabled, the alert will trigger once, and then the alert is disabled and is no longer evaluated unless it is re-enabled by the user.

• 1098 Release Date: 2014-02-28

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  • Efficiency improvements with market data processing. There were improvements with this previously released, however due to the previous implementation, they were not actually effective. This has now been resolved.
  • Improvements with the accuracy of mapping of chart drawings between the chart scale and the monitor scale.
  • Corrected an issue with the handling of order ID numbers with the OEC Trading service. This resolve problems when orders are entered or modified using more than one client program like Sierra Chart and OEC Trader.

• 1097 Release Date: 2014-02-24

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  • When a chart drawing is drawn on a chart, and needs to be clipped to the visible window, this clipping is done by an integer-based function using pixel coordinates. What we have realized is that this needs to be done using the chart scale which is based on the prices of the graph. This is how it is now done and we have substantially solved the shifting problem of Line and Ray drawings moving when changing the scale.
  • Another thing we discovered is when there was a lot of work done about two years ago on chart drawings, the function we use to extend a Ray drawing was effectively not actually being used. Although it was being called. A Ray extension was instead being done using pixel coordinates. This was a mistake and this is not how we originally had it because using pixel coordinates is not as accurate.
  • A Quote Board through Settings >> Always Visible Across Chartbooks can be made to be visible across all Chartbooks.

• 1096 Release Date: 2014-02-22

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  • Improvements with the stability of chart drawing lines and Rays when changing the horizontal or vertical scale in a chart.

• 1095 Release Date: 2014-02-21

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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

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  • 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.