Support Board
Date/Time: Mon, 25 Nov 2024 16:27:58 +0000
FXCM -BID Attribute issue
View Count: 1482
| [2014-02-13 01:16:59] |
| User13778 - Posts: 24 |
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Good Afternoon Support I just connected a Live FXCM account to Sierra via FIX. Works well so far with a couple little issues. 1. I want to display the BID price of an Equity Index ( in this case AUS200) rather then the Average price. When I put the -BID attribute in the 'Symbol' to plot field ( eg AUS200-BID ) it displays the bid price on the chart nicely. But when I add the AUS200 CFD to the 'Trade and Current Quote Symbol' field WITHOUT the -BID attribute in order to trade it, the chart reverts to the Average price and not the Bid price. heres a screen shot : https://dl.dropboxusercontent.com/u/25440531/FXCM%2013-2.png Is this supposed to happen? 2. Also Note that the Quoteboard is receiving correct data but not displaying the Net change or % Change. The other quote data ( eg High, low, volume is recorded). The QuoteBoard works as expected when I connect to Interactive Brokers and your Real time Feed. Thanks |
| [2014-02-13 23:28:34] |
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1. We are checking on this now. 2. FXCM does not provide the previous day settlement price. Therefore, Net Change values cannot be calculated. In the latest version of Sierra Chart, the settlement price will be set to the first price received from FXCM upon connection, and reset at the start of the trading day. So the Net Change values will exist but will not necessarily be 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 |
| [2014-02-13 23:37:07] |
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1. As we expected, the chart bars that are built from real-time data are still using the BID price but the last trade price box on the right side is based upon the average price. This will be more clear if you set the chart bars down to a much smaller time frame per bar like 1 minute or 1 second. 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 |
| [2014-02-13 23:41:35] |
| User13778 - Posts: 24 |
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Thanks Support. I was just about to notify you of the same thing. Thanks for your reply. Cheers |
| [2014-02-13 23:53:30] |
| User13778 - Posts: 24 |
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Just one more question in regards to FXCM volume data. I notice that Volume Profiles ( Cumulative Delta Also) can be a little different on a FXCM product ( eg an Index CFD compared to the Underlying Futures as depicted using Data fetched from the SC Real Time Data feed ). I know this is a difficult question to answer but, Q: Is FXCM volume data accurate enough to be useful in Volume Studies using Sierra Charts? ( I have used futures data for years using a Tradestation and Interactive Brokers Data feed into Multicharts and now Sierra with SC Real time data so I am cross referencing for a comparison. I want to use FXCM to Forward Test Strategies in a Lower Leveraged environment. Thats why I opened a FXCM account Yesterday ) |
| [2014-02-13 23:56:28] |
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Q: Is FXCM volume data accurate enough to be useful in Volume Studies using Sierra Charts? We can only refer you to how this is determined:https://www.sierrachart.com/index.php?l=doc/doc_ChartDataFiles.html#VolumeData 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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