Support Board
Date/Time: Sun, 22 Dec 2024 03:57:12 +0000
Request for adding two new symbols in the Sierra Chart Market Statistics
View Count: 1513
[2015-04-07 14:40:10] |
Tintin - Posts: 23 |
Hi admins, Here is my request : Is it possible to add in the Sierra Chart Market Statistics two new symbols : - QCHA (witch is the unweighted average % gain of all the traded stocks on the NYSE), - QCHAQ (same as QCHA but for the Nasdaq). Regards. |
[2015-04-07 17:41:04] |
Sierra Chart Engineering - Posts: 104368 |
Where do you get these symbols from currently and do you pay an exchange fee for them?
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 |
[2015-04-07 18:46:35] |
Tintin - Posts: 23 |
Those symbols originally are weekly updated and publicly available for free through : http://online.barrons.com/public/page/9_0210-trddiary.html QCHA means Quote Change. I use an application (Quandl + R) to calculate those symbols on a daily basis for swing strategies but what I look for is to have those symbols in realtime access (no matter the time frame I choose). Both QCHA and QCHAQ are well known by the industry and most trading's firms calculate there own QCHA - QCHAQ symbols realtime. Anyway, it's not possible to calculate both QCHA and QCHAQ with SC due to : - limitations of symbols, - to much cpu usage, To calculate the QCHA (and QCHAQ) you need to keep the closing price of yesterday for each NYSE traded stocks (or Nasdaq traded stocks). QCHA (and QCHAQ) calculates the unweighted average % gain of all traded stocks in realtime regarding the yesterday closing price. Unweighted means not more importance for a large stock then a small stock. You need to return the QCHA (QCHAQ) numbers in 100 basis points (if QCHA returns +65, this means that Nyse traded stocks have win 0,65% on average - if QCHA returns -56, this means that Nyse traded stocks have losed 0,56% on average. Regards. Date Time Of Last Edit: 2015-04-07 18:50:37
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[2015-04-07 18:49:35] |
Sierra Chart Engineering - Posts: 104368 |
We do not think we can do this. And provide this data in real-time without charging an exchange fee. Most likely it would not be allowed by the exchange. So we can do it, but it will cost something. 35 USD a month plus one of the US equities exchange fees.
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 |
[2015-04-07 19:03:45] |
Tintin - Posts: 23 |
Do you mean 35 usd/month in addition to the 35 usd/month basis price for Sierra Chart Real-Time and Historical Exchange Data Feed so 70 usd/month ? Or will it be included for everyone in the 35 usd/month basis price for Sierra Chart Real-Time and Historical Exchange Data Feed ? Regards. Date Time Of Last Edit: 2015-04-07 19:18:43
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[2015-04-07 19:59:35] |
Sierra Chart Engineering - Posts: 104368 |
It would be just the $35 for the Sierra Chart Real-time and Historical Exchange Data Feed.
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 |
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