Support Board
Date/Time: Sat, 23 Nov 2024 23:22:11 +0000
Any update on CME Data Feed ?
View Count: 1751
| [2013-08-23 11:47:53] |
| moonmist - Posts: 127 |
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Hi, Are you guys still working on this project ? Sierra Chart CME Data Feed I did some backtesting for crude oil, 6E and gold using Interactive Brokers' historical data, and compared the results with Sierra Chart historical intraday futures data. They are completely different. It seems that IB's data miss the highs and lows by one or two ticks frequently. Date Time Of Last Edit: 2013-08-23 11:49:08
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| [2013-08-23 12:09:59] |
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Should be within 30 to 60 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: 2013-08-23 12:10:16
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| [2013-08-23 12:40:42] |
| moonmist - Posts: 127 |
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Thanks for the update. For the setups and the futures contracts I am interested in, Sierra Charts historical data consistently lead to much better backtesting results. I would like to know whether it is a fact or illusion as soon as possible. Date Time Of Last Edit: 2013-08-23 12:48:02
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| [2013-08-23 18:37:04] |
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The Sierra Chart historical data should be more accurate than what Interactive Brokers provides. Whether or not that would give you better back testing results, we do not know. However, the back testing should be more accurate.
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 |
| [2013-08-24 02:15:35] |
| moonmist - Posts: 127 |
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IMHO: The only way to find out whether it is a fact or illusion is to trade the data provided by Sierra Charts in real-time with a LIVE ( real money ) account. If the better backtesting results occur only for one futures contract in one time frame, I'll probably discard it as an abnormality. Unfortunately, it happens for few contracts across more than one time frames. Hence, I am interested in the CME data feed project. Another possibilty is to open an account with a broker that provides CTS T4 feed. But I just like to avoid the hassle to change broker. Dealing with a new broker is like dealing with a new computer program. Everything has to be tested. Date Time Of Last Edit: 2013-08-24 12:46:35
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| [2013-08-24 02:30:14] |
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Yes we understand. One of the objectives of us providing the CME data feed and gradually other exchanges as well, is that will provide a top-quality data feed to all users, if subscribed to, no matter what trading service you are using. So no longer will there be a question as to what trading service provides the best data feed. Instead you will use a good data feed from us and then trade with whoever you want. 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: 2013-08-24 02:30:44
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