Support Board
Date/Time: Sat, 11 Jan 2025 22:41:44 +0000
SC historical data
View Count: 1380
| [2016-12-03 11:43:46] |
| User12089 - Posts: 361 |
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Does the SC historical data service offer market data on: - Options on US Stock Index Futures - Stocks traded on Deutsche Bourse My own review of the information available about the service did not find any of the above, hence this question |
| [2016-12-03 22:41:51] |
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Refer to the futures option symbol format here: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php#FuturesOptions Equities on the Deutsche Bourse is not provided with the Sierra Chart Historical Data Service. For this you would need to use Teletrader instead: https://www.sierrachart.com/index.php?page=doc/TeleTrader.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: 2016-12-03 22:42:01
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| [2016-12-11 11:30:10] |
| User12089 - Posts: 361 |
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Unfortunately I did not succeed in pulling Options on Futures historical data from the SC Historical Data Service Lets take as an example Options on ES. I tried both examples in your link by modifying them for ES: ESH2200C and ESH17|2200C none of this symbols managed to pull data from the SC Historical Data Service. In addition to that the Options on e.g. ES exist as Weekly, Monthly and Quarterly - the article does not mention anything about symbols for each of the above three types of options |
| [2016-12-11 20:06:58] |
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We were able to get a Historical Daily chart for ESH2200C but not Intraday 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 |
| [2016-12-11 21:11:47] |
| User12089 - Posts: 361 |
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this has not answered my question fully There are 4 weekly ES option types, 1 monthly and 1 quarterly http://www.cmegroup.com/trading/equity-index/options-on-futures.html For each of the above 6 types please specify: 1. Do you support it 2. What is the symbol syntax 3. Do you support intraday data - price and volume PS: IQ Feed does all of the above and in real-time |
| [2016-12-11 21:28:39] |
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1, 2. We do not know. We have to ask our data provider. 3. No. We recommend using 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 Date Time Of Last Edit: 2016-12-11 21:28:48
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| [2016-12-11 21:54:37] |
| User12089 - Posts: 361 |
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unfortunately IQ Feed is not supported by the same instance of SC when Interactive Brokers is used as Trading Service ps: multiple instances of SC are not appropriate for my specific use case |
| [2016-12-12 00:51:43] |
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Actually there is a way to integrate DTN IQ Feed with Interactive Brokers. You need to install another instance of Sierra Chart and set it to use IQ Feed. And then follow the instructions here: https://www.sierrachart.com/index.php?page=doc/FileMenu.html#FileFindSymbol_OpenChartFromAnotherInstance We know that you said you do not want to use multiple instances, but maybe the configuration we are describing is different than what you were considering. There are more detailed instructions that exist that we can make available. They just have been removed from the website because the feature is considered out of date. But it still can be used. 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: 2016-12-12 00:52:37
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| [2016-12-12 11:19:39] |
| DabbaDo - Posts: 148 |
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I'm interested in the "more detailed instructions that exist that we can make available." Perhaps my situation is different, though. My main instance connects to Gain, but I would also like to get (and chart, and use in studies) extensive historical and real time data from my own DTC Server (C#) (MyServerDTC). The sc.MakeHTTPRequest() approach could work but seems less desirable for several reasons. Since I can't connect to Gain and MyServerDTC from the same SC instance, what do you suggest? Maybe another SC instance could save the information from MyServerDTC into an .scid file where the main Gain-connected instance could "grab it?" Thank you. |
| [2016-12-14 03:04:30] |
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We do not think the more detailed instructions are going to help. Those are really meant for someone who would not be so technically literate. If there is something about the existing instructions which are not clear, let us know specifically what. This is our only suggestion for what you want to do: https://www.sierrachart.com/index.php?page=doc/FileMenu.html#FileFindSymbol_OpenChartFromAnotherInstance 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 |
| [2016-12-28 22:17:38] |
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In response to post #5, we added a feature on the SC Exchange Data Feed symbols page to view the option symbols for any particular futures contract: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php&SymbolsPage=Futures 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: 2016-12-28 22:18:04
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| [2016-12-28 22:51:44] |
| User12089 - Posts: 361 |
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good start, however job NOT done yet. Post #5 contains references to 4 weekly and 1 monthly Option types on ES. You seem to have implemented ONLY the quarterly option type which is aligned with the duration of the futures contract. Probably the same omission is in effect to all other futures contracts. Before implementing (or completing) this task, I would recommend getting up to speed and carefully researching all available Option Types for each futures contracts and then providing the Symbology for each of them. (btw while doing this don't bother publishing every possible strike price - it is totally uncessary - simply publish the principles of the symbology for each week of each month of each year etc) Post #5 contained a link to CME summarizing all available Option Types (Durations) for ES - read it carefully, then contact your Data Vendor and publish the FULL symbology Same for every other contract at least on Globex and Eurex to start with When you complete the above you will make the SC Data Service truly and amazingly useful - I am almost about to switch to it completely but the gap with options data is currently preventing me from doing that. I guess that's the case with other current and future clients |
| [2016-12-29 03:01:11] |
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To be clear, those options symbols are only going to work with Historical Daily data. Not Intraday data at this time. We will see if we can add historical Intraday and real-time options support this coming year for the CME. Not sure about EUREX. We did not do any research on this other than ask Barchart about how to determine the futures option symbols. 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: 2017-01-05 19:42:23
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| [2017-01-05 19:20:54] |
| User12089 - Posts: 361 |
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it seems that I have "invented" my own solution, which I would like to share and validate with you The Data/Trade Service Settings are: Interactive Brokers with Allow Support for SC Data Feeds checked (I am subscribed for the real-time and historical SC Data Feed) then I follow the Futures Options symbol format for IB as published here and seem to be able to pull the intraday data for ANY futures option type on e.g. the ES http://www.sierrachart.com/index.php?page=doc/IBSymbols.html#Option I have also tried the same with both SC Data Feed checked/unchecked and in both cases I was able to pull the data in a chart So what I want to validate with you (the SC support people) is that the data is being pulled from the IB data subscription and not from the SC Data Service even when the option Allow SC Data Service is checked? is that correct? And does it also mean that the logic implemented in the SC trading/data adapter for IB searched and uses the IB data service when it can not find the symbol in the SC Data Service? And btw, IF the above is correct, then how do I know I am pulling data for e.g. the ES futures contract (not options) from the SC Data Service (which is much better) rather than the IB data subscription? I must have 100% assurance and detailed, clear explanation about that, because the IB data is not tick data as it is well known. ps: quite a few questions above - please exercise attention to detail and answer every single one of them without addition reminders from me |
| [2017-01-05 19:46:36] |
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is that the data is being pulled from the IB data subscription and not from the SC Data Service even when the option Allow SC Data Service is checked? is that correct? Yes this is correct. The data only comes from the SC Exchange Data Feed for the supported symbols on the exchanges you have activated on the SC Exchange Data Feed, and also have mapping already preprogrammed for the particular Trading service you are using. And you know this because there is an [M] indicator after the symbol at the top of the chart. This last part is already very well documented. Any unanswered questions are not relevant. it seems that I have "invented" my own solution, which I would like to share and validate with you There is no invention here. What you are describing is standard and routine.
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: 2017-01-05 21:40:06
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| [2017-01-05 19:55:49] |
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What you are describing is explained in this section here: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#IntegrationWithTradingServices This is all standard. Also review what we said above in the prior post. 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 |
| [2017-01-05 21:08:59] |
| User12089 - Posts: 361 |
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the above answer and the info in the link is incomplete I have asked for confirmation of the "System Logic" implemented in the SC Adapter for IB specifically in relation to the Use Case when a Symbol is NOT supported by the SC Data Service and whether in such case there is AUTOMATED rerouting to the IB Data Service by the adapter. I could not see such statement explicitly in the link and the above post - just bla bla of spoiled primadonas re my "invention" it was put in quotes for a reason young man ps: I keep detecting a bit of attitude problems here - just focus on your work and what the customer is asking for AND actually paying for it too |
| [2017-01-05 21:59:52] |
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Once again we refer you to what was said: The data only comes from the SC Exchange Data Feed for the supported symbols on the exchanges you have activated on the SC Exchange Data Feed. And you know this because there is an [M] indicator after the symbol at the top of the chart. This last part is already very well documented. Specifically what do you not understand about that? We assume you understand that option symbols are not supported by the Sierra Chart Exchange Data Feed. However, specifically refer to step numbers 7 through 11 here: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#IntegrationWithTradingServices (Integration with Trading Services. Make sure you go to this particular section in the documentation in case your browser does not scroll to it.) And also this from that same section: This seamless integration means that when you activate the Sierra Chart Exchange Data Feed on your Sierra Chart account, the charts and Trade DOM windows will receive this data feed for any symbol that this data feed provides data for, if you have activated the exchange the symbol trades on. Therefore, when using your Trading account with Sierra Chart, the market data will come from the Sierra Chart Exchange Data Feed!
If something is not clear we will make it more clear, but we already did a couple of small updates. However, from reviewing the documentation, your question has already more than been answered previously. Instead you say these things: just bla bla of spoiled primadonas
re my "invention" it was put in quotes for a reason young man ps: I keep detecting a bit of attitude problems here - just focus on your work and what the customer is asking for AND actually paying for it too Please explain the purpose of these statements relative to the information already given. There simply is no basis for this. I have asked for confirmation of the "System Logic" implemented in the SC Adapter for IB specifically in relation to the Use Case when a Symbol is NOT supported by the SC Data Service and whether in such case there is AUTOMATED rerouting to the IB Data Service by the adapter.
The answer is it does not work exactly like this. We have explained exactly how it does work and this has been explained in the documentation. If something is not clear in the documentation let us know specifically what and why. There is a reason why we refer users to documentation. It is inefficient for us to be repeating what is already in the documentation when it explains a subject much more clearly than can be rewritten. actually paying for it too We do not earn any money on the 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 Date Time Of Last Edit: 2017-01-06 06:47:27
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| [2017-01-05 22:07:05] |
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Some updates were done to the prior post.
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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