Support Board
Date/Time: Thu, 28 Nov 2024 00:30:58 +0000
Sierra Data feed showing incorrect Cumulative Delta
View Count: 3987
| [2014-10-01 23:57:01] |
| rhovega - Posts: 279 |
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Dear Sierra, Today using the Sierra data feed the Sierra platform plotted the incorrect Cumulative Delta. The chart showed CD moving higher while price was ripping lower. That made no sense. So I checked with a Rithmic data feed, which showed both price and CD moving lower together. Then I went to Edit / Delete all data and download. And then Sierra plotted CD differently, this time moving together with price. This is not the first time I experience this "divergence". Thanks god I don't trade Cumulative Delta divergences. I'm attaching a second example: CL Sep2. I would appreciate your feedback on this. Thank you, K |
 ES oct1 3min chart mkt open - Sierra data feed INCORRECT.png / V - Attached On 2014-10-01 23:56:03 UTC - Size: 18.03 KB - 517 views ES oct1 3min chart mkt open - Rythmic data feed.png / V - Attached On 2014-10-01 23:56:15 UTC - Size: 10.59 KB - 498 views ES oct1 3min chart mkt open - Sierra data feed UPDATED.png / V - Attached On 2014-10-01 23:56:25 UTC - Size: 15.17 KB - 478 views CLV14 60minute chart INCORRECT.png / V - Attached On 2014-10-01 23:56:33 UTC - Size: 93.9 KB - 535 views CLV14 60minute chart UPDATED.png / V - Attached On 2014-10-01 23:56:41 UTC - Size: 104.39 KB - 511 views |
| [2014-10-02 02:48:08] |
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Make sure you have a tick by tick data configuration: http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php The only other thought is maybe the data files contained some data from other than the Sierra Chart Exchange Data Feed. Possibly from Interactive Brokers. Also we do not need to see all of these screenshots. This is really a large collection of confusing images that do not provide us any practical information. With an issue like this, a text description really is sufficient. 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 |
| [2014-10-02 02:56:12] |
| rhovega - Posts: 279 |
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I do have tick by tick data configuration The attached images are proof that your data feed is not reliable. I expected more from you on this. You write "a text description really is sufficient" but provide no explanation nor solution for avoiding this from happening again. |
| [2014-10-02 03:42:08] |
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Those images do not prove that. We do not even know the specific study you are using and you do not realize the tremendous amount of complexity involved to get to the final result. Which makes it extremely hard for us to know exactly the problem. The possibility this is a problem with the Sierra Chart data feed is next to 0% especially if you re-download the data two times in a row and get the same correct result. There really is insufficient information for us to say anything more at this time. If you see the problem over and over again, let us know. Our best guess is that some of the data in the chart was from Interactive Brokers. 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 |
| [2014-10-02 03:57:20] |
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We did some additional checking looking at the CLX4 symbol for the last three trading days. We looked at the Cumulative Delta Bars-Volume during real-time data collection, and re-downloaded two times. In each case we got a 100% identical result. The data feed is definitely fine. We have no reason whatsoever to believe there is anything wrong. There must be some other explanation. And as we said there is a huge amount of complexity to get to the final result. It is not reasonable to expect us for us to tell you exactly why this happened because we do not know why but we gave you a good explanation of possibly why. If the problem happens over and over again in your case, then we will try to figure out the reason. 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: 2014-10-02 03:58:17
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| [2014-10-02 05:34:17] |
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If you have a problem again, we need to know the timeframe of the chart bars, and the specific study being used. To provide an image of the chart, follow the instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
| [2014-10-02 17:10:13] |
| rhovega - Posts: 279 |
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Did you care to read and/or note in the charts that the CL example is from one month ago? I do wonder because you checked the last three days. Your response reads like arrogant excuses. That's wonderful. Either your data feed or your platform have a serious problem. That is not wonderful. I would expect from a serious company an interest in solving problems, not disregarding them as non-applicable without even looking into them. That is not wonderful. This problem will happen again. I already provided you with the time-frame and the study of the two recorded cases.
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| [2014-10-02 17:19:12] |
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When we are bombarded with these kinds of images and they are not clear, then they are only confusing to us and not helpful. If you are referring to data a month ago, then if there is a problem with that data, then re-download it. We do not know the origin of that data and that is impossible for us to say from our perspective. From what we can tell at this point, there is no problem to solve here. The data feed is working properly. 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: 2014-10-06 07:51:01
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| [2014-10-02 18:37:51] |
| rhovega - Posts: 279 |
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I refereed to data from yesterday Oct/1/2014 on the ES December contract on the 3 minute bar chart at market open (930AM EST). That should have been crystal clear. Instead of checking ES you checked CLX4 for the last three days. Have someone else in your team re-read what I wrote, and your response, and it will be clear that most of it is not applicable to the problem. I pasted the charts and labeled them clearly for you, not for my records, so as to make your job easier. The only useful part of your answer was "maybe the data files contained some data from other than the Sierra Chart Exchange Data Feed. Possibly from Interactive Brokers." I would have expected you to expand on that, to see how could something like that happen, for me to avoid it from happening, rather than telling me to take a hike while using 50% of your initial response in attacking me for attaching five charts. If you are not happy you are welcome to take your business elsewhere and we mean it.
Thank you for making that clear "Sierra Chart Support". |
| [2014-10-02 18:38:32] |
| rhovega - Posts: 279 |
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If you won't offer support then don't reply, lets not waste our time.
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| [2014-10-02 19:01:58] |
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Instead of checking ES you checked CLX4 for the last three days. It does not matter. There is a reason why we checked the CL because we had a chart of CL open receiving real-time data from the Sierra Chart Exchange Data Feed in one of our copies of Sierra Chart. We did not have any real-time ES data. In any case we know it is not the data feed problem. We know how the data feed works. It is pointless for us to look into something when we are certain that is not the source of the problem.If you are using the Cumulative Delta Bars - Up/Down Tick Volume study, then we recently have become aware of a problem with that with real-time updating. But we assume you are using Cumulative Delta Bars-Volume. I would have expected you to expand on that, to see how could something like that happen, for me to avoid it from happening, rather than telling me to take a hike while using 50% of your initial response in attacking me for attaching five charts. There are various reasons this could happen but in general if you do not see [M] after the symbol even for a short time, then the data is not from the Sierra Chart data feed.Users posting charts which are not helpful and only confuse things more is very common. In general we need to see a chart that contains no other studies, has the original name of the study and the standard chart header. Otherwise, they end up getting disregarded which is common. Probably 60% of the charts posted here provide no useful information to us. We do explain this here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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: 2014-10-02 19:02:52
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| [2014-10-02 21:01:55] |
| rhovega - Posts: 279 |
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Cumulative Delta Bars-Volume, yes. In both instances I observed this happen the [M] was present on the tittle bar. If the Sierra Chart data feed would get disconnected, that would show on the log, right? If so next time this happens I will confirm the data discrepancy on a different platform/computer, without deleting/re-downloading, and will send you the log. Replying to this same thread. There has already been an occasion in the past in which I asked you about a problem, to which you initially replied there is no problem, and later on came back to me and said "We have determined the problem and it will be resolved in the next release". So excuse me from doubting your assessment of their being no problem. Low probability events do take place. |
| [2014-10-03 03:29:37] |
| rhovega - Posts: 279 |
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Just experienced another Cumulative Delta problem related to this support ticket. Instrument: ESZ14 Chart type: 3 minute bars Session: starts 163000 ends 092959 Study: CD Volume Bars Between 2000 and 2300 EST I saw price going up while CD was going down. I clicked on Chart/Recalculate. Nothing Else. Platform reloaded the chart. The updated chart looked identical to the prior one with the exception of the shape of the CD plot, which now has a higher slope from 1900 to 2000 EST, and then stays flattish from 2000 to 2300 EST. CD values also happen to change by about 6,000. Do you want to see the screenshots before and after? I have not restarted my Sierra platform today, therefore the log is intact from last night. In case you need to see it to determine the problem. |
| [2014-10-03 06:25:38] |
| Bedhog - Posts: 179 |
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Hello user666666. I have been using the SC Data Feed since it came out and like it very much. I use Transact and TDA data simultaneously and can see that the SCDF does not miss a beat in fast markets. I spend my *entire* days watching/counting delta and the price action will not always move in the same direction as our beliefs. There are initiative buyers and sellers that create the cumulative delta number. There are responsive buyers and sellers that *are not* reflected in the delta. For example: Delta is counting up because there are initiative buyers present, however, price action is moving lower because there is simply no support on the bid. Conversely, if there are no responsive sellers (resistance) on the offer, price will likely go higher regardless of which way delta is moving. Could this possibly explain what you are experiencing? |
| [2014-10-03 12:46:11] |
| rhovega - Posts: 279 |
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Hi Bedhog, you are referring to cumulative delta interpretation, while what I'm experiencing is either data feed or plotting problems. Interpretation is irrelevant in this case. The chart should not be different after "recalculating" or "redownloading".
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| [2014-10-06 07:48:19] |
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We apologize for the delay with getting back to post #13. Is the study set to reset at the start of the trading day? If not, then this can definitely be the source of this kind of problem. 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: 2014-10-06 07:51:41
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| [2014-10-06 12:28:42] |
| rhovega - Posts: 279 |
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The study is set to reset at the start of the trading day (yes).
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| [2014-10-06 17:54:38] |
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This is not making sense. There should not be any problem like this with Cumulative Delta Bars-Volume . Open a new chart without any studies and add Cumulative Delta Bars-Volume. Do not alter any of the default study settings. Although make sure it is set to reset at the start of this trading day. See if you notice a problem with that. 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 |
| [2014-10-06 18:17:06] |
| rhovega - Posts: 279 |
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Makes no sense but happened. It already "got fixed" after I restarted the platform over the weekend. Did save screenshots and the log before shutting down. Once/if it happens again will then follow instructions from prior post and report again.
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| [2014-10-06 23:01:56] |
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What will help us the most is to see a chart with only that one single study. The study Inputs need to be displayed on the chart. The chart bars should be set to 10 minutes per bar and need to show the entire trading day. We need to see a before and after chart image.
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 |
| [2014-10-09 15:09:45] |
| rhovega - Posts: 279 |
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Today it happened again. Instrument: CL Data feed: yours (Sierra Exchange) Time frame: all Study: Cumulative Delta Volume Bars (rresetting start of day: yes) Intraday Data storage unit: 1 tick Attaching screenshot + chartbook of a 1min CL chart with only the CD study (1 pre reloading/recalculating chart, 1 post reloading/recalculating chart). Note both chartbooks will look the same. The screenshots do not. Would you know what is going on? I can't reload charts every time I need to make a trading decision. Takes too long. Thank you. |
 CL Post reloading.cht - Attached On 2014-10-09 15:06:37 UTC - Size: 28.98 KB - 562 views CL Pre reloading.cht - Attached On 2014-10-09 15:06:49 UTC - Size: 28.98 KB - 434 views CL Post reloading.png / V - Attached On 2014-10-09 15:06:59 UTC - Size: 95.96 KB - 475 views CL Pre reloading.png / V - Attached On 2014-10-09 15:07:13 UTC - Size: 96.2 KB - 459 views |
| [2014-10-09 18:24:17] |
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Something is not right. Notice in CL Post reloading.png , that 10-9 is repeating and it is not resetting every day. This is not making sense. Do you have a data folder being shared by two copies of Sierra Chart? 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 |
| [2014-10-09 19:17:30] |
| rhovega - Posts: 279 |
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You are right, hadn't noticed that. Yes I do have a data folder being shared by two copies of Sierra Chart. |
| [2014-10-09 20:28:34] |
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Yes I do have a data folder being shared by two copies of Sierra Chart. 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 |
| [2014-10-09 20:34:17] |
| rhovega - Posts: 279 |
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I had understood the data folder could be shared. Is there a way to make one of the Sierra copies read only? Or would you advice to simply have separate data folders? Thanks.
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