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Direct MessagesDate/Time: Fri, 20 Sep 2024 09:38:55 +0000
Why there is no historical B/A information on trades from Rithmic?
View Count: 1473
| [2013-08-06 19:59:03] |
| maxima120 - Posts: 144 |
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As long as I know Rithmic released new API version couple of months ago. In which trades have at bid / at ask flag so you can construct CVD for example using historical data recorded on the Rithmic servers (same as DTN or Infinity).. They only send 1 day of historical trades though (I think so) Could you please implement changes so we can have historical CVD for at least 1 day.. |
| [2013-08-08 02:26:03] |
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We do see a field with with the Rithmic Trade Print structure called the Aggressor Side. Not sure what it contains but we are going to test this. However, Sierra Chart no longer supports the Rithmic historical tick data for a couple of reasons. There is not much of it, and due to how the API works, it just was not so reliable to work with. You are most welcome to work on the Rithmic interface. Sierra Chart uses the GSP protocol to interact with the Rithmic API. The full source code can be found at the bottom of this page: http://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php Also on that same page there is complete information about GSP. So you are welcome to accomplish whatever you require. 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 |
| [2014-09-21 20:49:58] |
| LUCA_SIERRA - Posts: 8 |
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Till today historical Rithmic Bid Ask is not working on Sierra Charts... neither for one day. On other software es.Multicharts I can get with Rithmic datafeed a stored CVD for one day. Could you please let it work on Sierra? tks |
| [2014-09-22 03:53:45] |
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What version of Sierra Chart are you running? Update Sierra Chart by selecting Help >> Download Current Version. Go to the chart and re-download the data with Edit >>Delete All Data and Download. If you do not get historical Bid and Ask Volume, then post a copy of the Message Log. Here are the instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#log 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 |
| [2014-09-26 12:52:48] |
| User75949 - Posts: 118 |
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ok, now I have the historical cvd, fine. the only thing is that sometimes in the last few bars (of cvd bar indicator - volume)they are like ---- and then they start to create realtime... the historical are fine If i delete and download again I still get the latest 5 or 6 bars without value |
| [2014-09-26 13:33:08] |
| User626121 - Posts: 82 |
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the only thing is that sometimes in the last few bars (of cvd bar indicator - volume)they are like ---- and then they start to create realtime Yes, I noticed that, too.
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| [2014-09-26 15:15:38] |
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This is because the most recent 10 minutes of historical data comes from Rithmic and it is 1 minute 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 |
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