Support Board
Date/Time: Sun, 22 Dec 2024 08:05:40 +0000
Historical Bid Ask Data
View Count: 2925
| [2015-04-09 22:36:35] |
| JamesP - Posts: 89 |
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Hello, I reloaded my data today and for some reason I'm not getting any bid ask information past October 2014.I have 550 days worth of data loaded into my charts and have never had an issue. For example January of 2014 shows no bid ask info, no bid ask ratio, no cumulative delta. I tried to load a back up chart from yesterday and the day before and its showing the same issue. Also tried deleting and reloading data.When I delete and reload data it only loads back as far as October 9, so not even the range bars can load the 550 days. I know there is a loading cap when reloading charts during regular market hours but should I still be having issues now at 6:35 eastern time. Thanks for your time. |
| [2015-04-09 23:25:25] |
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What Data or Trading service are you using or do you wish to use? See this page for the list: http://www.sierrachart.com/index.php?page=data.php&CAID=def Or, select "Global Settings >> Data/Trade Service Settings". What is the "Service" at the top left set to? Or, if you heard about Sierra Chart from a trading/broker service and want to use their service with Sierra Chart, tell us which one you were referred from. 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 |
| [2015-04-10 04:31:40] |
| JamesP - Posts: 89 |
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I meant to include that info. DTN IQ for the data feed. I've been using DTN with sierra for years.
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| [2015-04-10 08:10:52] |
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Make sure you have a tick by tick data configuration and re-download the data: http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php 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 |
| [2015-04-10 13:43:25] |
| JamesP - Posts: 89 |
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As I said I've been using this data for years so I've always had tick by tick data. Any solutions like how to set up bid ask data with DTN doesn't really apply to this problem because I use it daily. I've tried reloading the data multiple times. Even if my current chart did reload which it doesn't, that doesn't explain why it won't load on my back up charts from a couple of days ago would it?
Date Time Of Last Edit: 2015-04-10 13:44:21
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| [2015-04-10 17:07:26] |
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What is the symbol of the chart and we will test it on our side.
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 |
| [2015-04-10 17:44:59] |
| JamesP - Posts: 89 |
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@ES# Thanks |
| [2015-04-10 17:55:23] |
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We have tested this now and of course because of the IQ feed tick by tick data limitation, we only have eight days of tick by tick data. We will test again after the market close.
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: 2015-04-10 20:51:31
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| [2015-04-10 20:50:59] |
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We are testing this now and the earliest tick by tick data we get is: HD Request # 7 | Timestamp of first Intraday data file record written: 2014-10-12 18:00:00 And this is what was requested from the server: HD Request # 7 | Requesting Tick data beginning at 2013-10-07 16:44:00 US Eastern Time. | 2015-04-10 16:44:34 Here is the chart: http://www.sierrachart.com/image.php?l=1428699052943.png 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 |
| [2015-04-10 21:25:25] |
| JamesP - Posts: 89 |
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Yeah, I can only load back as far as Oct 12 as well. This only happened this week though. Before this I could load significantly more data, certainly all of 2014 and then some. Do you know what the issue is? Is it on DTN's end, should I contact them? Just curious what has changed here. Thanks.
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| [2015-04-11 01:26:49] |
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Clearly they must have put a limit on the tick by tick data. For further tick by tick data use the Sierra Chart Historical Data Service: http://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.html#Introduction 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: 2015-04-11 01:27:06
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| [2015-04-13 19:53:22] |
| JamesP - Posts: 89 |
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Iq feed has a 180 day limit on tick by tick data. So this must mean that the additional data would have been coming from what was stored in my sierra chart folder correct? Iqfeed hasn't changed anything with regards to how much tick data they send out. I have never had to connect to sierra chart historical data to receive this information so wouldn't there have to be some kind of issue with the stored data in my sierra chart folders?
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| [2015-04-13 20:19:29] |
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Clearly the Intraday data file had more historical bid volume and ask volume in the data file than six months and that would make sense since it would accumulate over time. There would be no issue with that data. If you require more historical bid and ask data use the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service 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 |
| [2015-04-13 21:25:52] |
| JamesP - Posts: 89 |
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I've never had to use historical data. I'm trying to figure out what has changed and how to fix it. Why all of a sudden do I not have access to that data? How do I regain access to it? I'm not even sure what you are trying to say in the first sentence of that last reply. I don't need access to "more" data, I just need access to the data I've always had.Do you have any solutions besides using sierra chart historical data which I've never had to do before.
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| [2015-04-13 21:29:57] |
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We cannot offer further help other than what has been suggested. IQ Feed has a limit of six months of tick by tick data which will limit the historical bid volume and ask client to six months when the data is downloaded initially or the data is re-downloaded in the chart. You simply will not get any further historical bid volume or ask volume. 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 |
| [2015-04-13 21:40:36] |
| JamesP - Posts: 89 |
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Ok, now we are getting somewhere. So this doesn't happen when I close down and reopen my chartbook right because I close out the chartbook around once a week? It only happens if I delete and re download the data? I can't remember the last time a re downloaded the data but lets say in was before January 2014. Is this why the data was being stored in my sierra charts folder in the c drive scid file? And every time I re download that data it erases from the c drive scid file and I can't access it again? So now it starts to store that data from this point on and January 2014's data is gone?
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| [2015-04-13 21:52:57] |
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Yes, your understanding is correct in post 16.
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 |
| [2015-04-14 01:37:34] |
| JamesP - Posts: 89 |
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Issue 1: It just doesn't make any sense to me that in all the years using Sierra Chart I've always just been connected to Iq Feed in the data/trade service settings and could scroll back through as much data as I needed(years). (My current set up checks the box allowing support for sierra chart data feeds, if that matters). Now you are saying that all of a sudden I need to connect to SC historical data (for the first time in 3 or 4 years mind you) to get access to data that I have always had access to simply being connected to iq feed. Even though it's been a while since I reloaded data and I can't remember the last time I did it I"ve without doubt re loaded it dozens of times in the past few years and I've never had to connect to SC historical data to load data beyond Iq feeds 180 days. Issue 2: So when I connect to SC historical data in the data/trade service how does IQ Feed fit into this equation. Am I getting Iq Feed data for the most recent 10 to 15 minutes and SC historical tick data for the rest? |
| [2015-04-14 03:49:47] |
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1. We cannot and are unable to comment on this further. 2. In the case of the Sierra Chart Historical Data Service, it is a different service and uses different symbols than IQ Feed. We recommend installing another copy of Sierra Chart on your system set to use that service and then use the charts with that service for long-term analysis beyond 6 months. 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: 2015-04-14 05:53:22
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| [2015-04-14 14:20:39] |
| JamesP - Posts: 89 |
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I haven't resolved anything so I'm not sure why you "cannot" comment on this further. The reason I reloaded my charts last Wednesday is because I started getting gaps in overnight data. My computer is in sleep mode over night and when I start in the mornings I'm now seeing gaps in data, it happened again last night. This has also never happened before(on a consistent basis) so something is off or has changed. When I close out the chart and reopen the gap is still there but if I delete and download the gap is filled in.
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| [2015-04-14 17:21:12] |
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The data gaps could be because of error filtering. There could be data errors from IQ Feed being encountered and some data is getting filtered out. Disable error filtering as explained here: https://www.sierrachart.com/index.php?page=doc/doc_ErrorFilter.html#DisablingErrorFiltering Or it could be because of Sleep mode. We definitely recommend not using Sleep as it could cause network communication problems. 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 |
| [2015-04-14 17:44:02] |
| JamesP - Posts: 89 |
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Ok, I've done that. From the sierra chart page itself about storing Historical Bid and Ask volume all it says is that I need to be connected to the Data feed which I have been daily for years. It doesn't say anything about if you reload your charts you lose all that historical bid ask data.
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| [2015-04-14 18:10:50] |
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The term "Reload" Sierra Chart means reloading from the chart data file on a computer drive. Re-downloading data can cause historical bid and ask data to be lost in the case of IQ 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 |
| [2015-04-14 22:51:18] |
| JamesP - Posts: 89 |
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So this data is permanently deleted? I can't find it in my C drive? As an alternative solution I have a separate copy of sierra running connected to sc historical data and I can only get as far back as march third before the data is missing/corrupted. I have tried setting intra day storage time to tick and 1 second. The number of days I requested are set to 600 and it only loads to july 2014 with the data between july 2014 and march 2015 missing/corrupted. Am i supposed to be able to get accurate tick data for the bid ask ratio or cumulative delta for the last couple of years connected to sc historical? I've tried deleting and reloading. |
| [2015-04-15 04:44:07] |
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Yes. It is definitely permanently deleted if you do not see it. What you are describing in regards to "data is missing/corrupted" is documented here: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#CompletenessOfBarDataInChart You need to enable the Continuous Futures Contract option on the chart: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html 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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