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Date/Time: Tue, 26 Nov 2024 15:37:20 +0000



rithmic data question please...

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[2014-04-14 02:38:41]
User53765 - Posts: 66
Hi Sierra Support,

Reading some past posts about Rithmic data only supporting 1m historical chart data can you please explain what the major difference is between 1tick or 1m historical data.

In other words, for example, if im trading a 1 hour chart and using cumulative delta volume bars, if I look at a chart with historical 1tick data chart vs a 1m data chart will there be any difference in total delta values or will they be exactly the same.

My understanding by assumption is that a 1tick historical data will be useful for all timeframes under 1m otherwise all data reflected will be identical on higher timeframes.

Can you please confirm your view on this matter.

Thanks.
[2014-04-14 04:58:53]
Sierra Chart Engineering - Posts: 104368
Rithmic does not have the necessary historical data for Cumulative Delta Bars-Volume.

However, this is not necessarily a problem if you stay connected to the data feed. More information about this can be found here:
http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php#HistoricalBidAskVolume
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
[2014-05-19 05:29:23]
User35525 - Posts: 181
Hi Sierra Support,

I just rolled-over my Rithmic CL chart and lost my chart's bid and ask volume. Is that because Rithmic doesn't have that in their historical feed? Is there a way to rollover charts without losing all the accumulated bid and ask volume?

Thanks.
[2014-05-19 06:05:57]
Sierra Chart Engineering - Posts: 104368
There is not a very simple solution to this. You could get the data with the Sierra Chart Historical Data Service and then rename the data file. This is the relevant documentation:
http://www.sierrachart.com/index.php?l=doc/SierraChartHistoricalData.html
http://www.sierrachart.com/index.php?l=doc/doc_ChartDataFiles.html#RenamingFiles

This is not difficult, but it is not automatic. It does require some manual effort.

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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