Support Board
Date/Time: Sat, 28 Dec 2024 10:58:17 +0000
IB - premarket data and volume
View Count: 4727
| [2015-12-11 16:27:27] |
| User190756 - Posts: 38 |
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is it possible to display premarket data and volume (data feed from IB) in Sierra Chart?
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| [2015-12-11 17:45:02] |
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Yes. There is nothing special to do. Just open an Intraday chart for the symbol. And make sure the Session Times cover the full 24 hours of trading: https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php Although that should be the case by default. 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: 2015-12-11 17:45:20
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| [2015-12-12 09:12:20] |
| User190756 - Posts: 38 |
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Thank you. Is it possible to scan for example all stocks in the S&P 500 or the Dow? |
| [2015-12-12 09:21:54] |
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It is, but you will have to put together the list of symbols in each of those cash indices. It is not provided by Sierra Chart. On this page scanning is documented: https://www.sierrachart.com/index.php?page=doc/doc_StudyChartAlertsAndScanning.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 Date Time Of Last Edit: 2015-12-12 09:22:06
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| [2015-12-12 10:12:46] |
| User190756 - Posts: 38 |
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if I am understanding it correctly ... it means I have to create the watch list manually? Is there any upper limit how much symbols these list can contain? |
| [2015-12-12 11:35:43] |
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Yes, the Watch List has to be manually created. Did you need to be including the current real-time prices in the scan? Will you be scanning through Intraday charts or Historical Daily charts? 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 |
| [2015-12-12 13:02:26] |
| User190756 - Posts: 38 |
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I’m looking for premarket gaps, my scan conditions are: - The share price should be > 5 Dollars - The premarket gap should be > 2% - average volume over the last 6 months should be > 1000000 shares - The ATR of yesterday should be at minimum 75% the ATR of the last 14 days Is this possible to do? I found a list of the S&P 500 symbols on the internet which I was able to import, so this issue is solved. |
| [2015-12-12 23:16:43] |
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Yes, we think this should be possible using Historical Daily charts with the necessary studies and scanning through the list of symbols. The main question is accessing the necessary data and having it available reliably. Contemplating this, we are not sure what would be the best source of data especially to accommodate the "Premarket" condition. We do not know because there is some complexity with this. During the pre-market, open a Historical Daily chart for one of the symbols you want to scan. Then select Edit >> Edit Data-Historical Chart, look at the very last line. Do you see the current pre-market data there for the current day? The open price for the current day needs to be the actual premarket open so that can be compared with the prior 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 |
| [2015-12-13 08:17:46] |
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One thing we forgot to include is that before you edit the data file during the premarket, select Edit >> Download Data-Historical Chart. This will ensure it is up-to-date to see if there is going to be premarket data in there. 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 |
| [2015-12-31 14:19:00] |
| User190756 - Posts: 38 |
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If I download and edit Data-Historical Chart and the premarket data are not shown, does it mean, that IB does not transfer premarket data? When I open a chart in the IB-Plattform, there are the premarket data. |
| [2015-12-31 18:24:31] |
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If the data is not in the data file, it means that the pre-market data is not provided through historical data request to Interactive Brokers. In which case the scanning will not be able to refer to the pre-market data. 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: 2015-12-31 18:24:57
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| [2015-12-31 20:14:25] |
| User190756 - Posts: 38 |
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I made an other strange discovery. It was today (31. Dec), 30 min after US stock markets open. On the daily chart the last bar was 30. Dec 2015. I changed the timeframe on this chart to 4 hour, now the last bar was 31. Dec. I changed back to the daily chart, now the last bar was also 31. Dec. I checked this with different symbols. Always the same. |
| [2016-01-01 11:12:21] |
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We have thought about this a little more, create daily bars from an Intraday chart following the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php#CreatingDailyBarsCustomSessionTimes This will solve the problem and allow you to have pre-market data in a Daily chart and you can scan this data. For the answer to the other questions you posted above, refer to these two sections: https://www.sierrachart.com/index.php?page=doc/helpdetails12.html#h12.4 https://www.sierrachart.com/index.php?page=doc/helpdetails6.html#h6.2 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: 2016-01-01 11:12:54
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| [2016-01-01 13:57:15] |
| User190756 - Posts: 38 |
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thank you for your support. I will try it on Monday. One further note concerning your last link, item 5: "Disable Data File Updating" is described in "Chart >> Chart Settings >> Advanced Settings", not in "Chart >> Chart Settings" Date Time Of Last Edit: 2016-01-01 18:41:14
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| [2016-01-01 20:18:08] |
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The documentation has now been updated.
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 |
| [2016-01-09 13:49:02] |
| User190756 - Posts: 38 |
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I followed your describtion to create Daily bars that have a specific Start and End time. The results of my scans are not what I expected. Once more to clarify my idea: I want to scan for premarket gaps (>2%) and I created a list with the S&P500 symbols. My scan conditions (e.g. down gap): =AND(C[-1]>5,C[-1]*0.98>O,V[-1]>1000000) chart-settings: daily bars, Session Times: Start Time: 8:30:00 – End Time: 15:59:00 The scan was carried out at 9:00. Result: The Alert Manager contains a lot of symbols which don’t match the criteria. E.g.: Symbol PSX (close 7-Jan: 76,42; open 8-Jan at 8:30:00: 76,63) -> this is a 0,27% up-gap and not a down gap Second question: After scanning (daily chart) I klick on one of the symbols shown in the Alert Manager. On the chart are only 20-30 bars to see (setting Days to load: 5000). After changing the value to 5001, the bars appear. Klicking on the next symbol -> also only a few bars to see -> changing the value to 5002 -> the bars appear and so on. What am I doing wrong? |
| [2016-01-11 09:58:43] |
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To confirm, when you go into Chart >> Chart Settings does it say "Intraday Chart" in the list box of the chart data types? V[-1]>1000000)
To do this requires a daily volume study which we are still in the process of developing for you. Please just give us about another week on this.This does not make sense and it must be only coincidental that changing the Days to Load would have an effect on this. On the chart are only 20-30 bars to see (setting Days to load: 5000). After changing the value to 5001, the bars appear. Klicking on the next symbol -> also only a few bars to see -> changing the value to 5002 -> the bars appear and so on. Basically what you are describing is a missing data problem. Therefore refer to this page: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html However, once you get everything working, we would recommend using the Sierra Chart Exchange Data Feed for the maximum reliability: Sierra Chart 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 |
| [2016-01-11 22:43:46] |
| User190756 - Posts: 38 |
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To confirm, when you go into Chart >> Chart Settings does it say "Intraday Chart" in the list box of the chart data types?
The settings are "Intraday Chart Only" (I followed your instructions above)https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php#CreatingDailyBarsCustomSessionTimes |
| [2016-01-12 11:02:12] |
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OK this is good. Letting you know, tomorrow we will have the Daily OHLC study enhanced to support calculating and displaying the daily volume from prior days. This is what you will need to accomplish referencing the prior day's volume in an Intraday 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 |
| [2016-01-12 19:01:47] |
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The Daily OHLC study now supports calculating and displaying the total volume for a prior day on an Intraday chart. Here is an example: http://www.sierrachart.com/image.php?l=1452625144973.png You will want to set the "Display Total Daily Volume Only" input with the study to Yes. This is exactly what you will need. This will be out in the next release coming out in one or two more days. 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: 2016-01-12 19:13:37
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| [2016-01-13 20:15:46] |
| User190756 - Posts: 38 |
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Thank you for your support. In the meantime I created a simple scan without considering the volume. My original intention is to find out the premarket gaps. My scan conditions for down gaps are: =C[-1]*0.98>O Result for today: The Alert Manager contains a lot of symbols which don’t match the criteria. E.g.: Symbol CRUS (close 12-Jan: 26,40; open 13-Jan at 8:30:00: 26,45) -> this is an up-gap, not a 2% down gap. Is there a failure in my scan condition? |
| [2016-01-13 20:49:36] |
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Are you using Intraday chart bars and are they set to 1440 minutes per bar? They will need to be. From our perspective, this is nearly impossible for us to know what the issue is since we cannot see the chart. Provide an image of the chart where you are getting an unexpected result, by following these instructions: http://www.sierrachart.com/index.php?l=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 |
| [2016-01-13 21:11:57] |
| User190756 - Posts: 38 |
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I use "Intraday Chart Only". Where can I find the settings for 1440 minutes per bar? |
| [2016-01-13 21:15:33] |
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Actually, if you are using 1-0-0 for the Days-Minutes-Seconds that is the same.
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 |
| [2016-01-13 21:18:17] |
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Another thing has come to mind about this. When you are running a scan, as the symbols are being scanned through, historical data has to be downloaded for the symbols. So it is possible that before the data is downloaded that the scan condition can be met. In the Alerts Message: Alert - Chart: ZWH16 [CV] [M] Daily #1 | Formula: =1 is TRUE. | Last Price: 478.00 | Bar Start Time: 2016-01-13 00:00:00 | Alert: Alert 1 You will see the Bar Start Time, so you only need to be looking at Alert Messages that have the current date. 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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