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Data price feed query (FXCM)

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[2014-05-22 16:32:42] #1 [Go To First Post]
User26994 - Posts: 32
I am comparing highs and lows on bars (eg 5 minute bars) with someone who is using a differing charting package to Sierra. We both have FXCM feeds, but our highs and lows don't match ...they can be between 0.2 pip and around 1.2 pips different, from what I've seen so far. They may be more than that at times, I don't yet know. a) is this normal ? b) is it just a vagary of feeds that they may differ slightly ? I'd have thought one charting vendor gets identical info from an FX platform as another. c) is there another way I can have my feed displayed or adjusted, that I don't know about, which may mirror his feed exactly ? Thanks.

[2014-05-22 16:50:58] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What Sierra Chart is charting by default is the bid and ask average. This is documented here: http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php#DataRecordingModes 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

[2014-05-22 17:00:42] #3 [Go To First Post]
User26994 - Posts: 32
At the moment I am connecting via SC Forex (FXCM) (data). If I initiate what is suggested on the link you gave me ie "Send an email to api@fxcm.com requesting FIX credentials for your FXCM username and specify that this request is for use with the Sierra Chart software." .. and I start logging into Sierra via FIX, will, or may I be obtaining data that is slightly different as I asked above ?

[2014-05-22 18:05:32] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No. It will be the same. 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

[2014-05-22 18:20:45] #5 [Go To First Post]
User26994 - Posts: 32
Right, so there is no point in my contacting api@FXCM.com and connect via FIX, if they are the same prices. I'm no techie/programmer, but I thought Sierra no longer supported api's anyway. For now I'll remain on SC Forex Data (FXCM) unless persuaded otherwise. Thanks.

[2014-05-22 18:27:19] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you want to see the actual true high and low you need to append the -BIDASK suffix after the symbol. This is documented here: http://www.sierrachart.com/index.php?l=doc/doc_RecordingModes.php The term API can mean a couple of different things. What Sierra Chart does not support is in process API components: Http://www.sierrachart.com/index.php?l=doc/helpdetails76.html However, it does support FIX APIs and protocol type APIs. 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: 2014-05-22 18:28:24

[2014-05-22 18:31:07] #7 [Go To First Post]
User26994 - Posts: 32
Ok, great ...thanks.

[2014-05-23 06:33:59] #8 [Go To First Post]
User26994 - Posts: 32
Hi. I tested all of the different suffixes via the SC Forex (FXCM) (data) mode and they are all identical and identical to the prices I had already mentioned yesterday. If I implement the FIX method, will or should they differ ?

[2014-05-23 06:40:30] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
They definitely could not be the same for the real-time data recording . In the case of the historical data they will look the same because that data is the midpoint only for most symbols. Here is gold using the BID ASK suffix: http://www.sierrachart.com/image.php?l=1400827193253.png 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: 2014-05-23 06:40:46

[2014-05-23 08:16:15] #10 [Go To First Post]
User26994 - Posts: 32
I input all 5 suffixes on 2 different currency pairs ( all 15 min charts) - so 10 trials in total. Each time a new chart reloaded all the data and each time identical data came through for Open, High, Low and Last. Looking at the bottom of the chartbook, I see tabs such as EUR/USD-BIDASK/EURUSD 15 Min #1 and EUR/USD-BID/EUR/USD 15 Min #2 and all the others besides. So I believe I am inputting the suffixes correctly. I ask again, should I try FIX rather than SC ?

[2014-05-23 08:25:45] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I ask again, should I try FIX rather than SC ? This will not make a difference. Each time a new chart reloaded all the data and each time identical data came through for Open, High, Low and Last. This will be true for the existing historical data but if you watch the new bars form, you will notice a difference compared to a chart that does not use a data recording suffix. 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: 2014-05-23 08:26:28

[2014-05-23 08:26:42] #12 [Go To First Post]
User26994 - Posts: 32
Just read your second comment ...I'll look into that. Maybe I have to do a further update of history to implement a change to OHLC. Date Time Of Last Edit: 2014-05-23 08:29:23

[2014-05-23 08:46:17] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Go down to 1 minute per bar or even 1 second. There absolutely is a difference. You will notice that with BIDASK the bar high would be higher and the low will be lower. We just confirmed this now. 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

[2014-05-23 08:50:23] #14 [Go To First Post]
User26994 - Posts: 32
Please see screenshots of two same period charts. One with suffix, the other without. Date Time Of Last Edit: 2014-05-23 08:51:03


2014-05-23_094346.png / V - Attached On 2014-05-23 08:49:43 UTC - Size: 50.49 KB - 381 views 2014-05-23_094618.png / V - Attached On 2014-05-23 08:50:09 UTC - Size: 50.35 KB - 351 views

[2014-05-23 08:52:35] #15 [Go To First Post]
User26994 - Posts: 32
Just seen your post ...will test 1 minute chart now.

[2014-05-23 09:03:36] #16 [Go To First Post]
User26994 - Posts: 32
Just tested 1 minute and you are correct, also tested 15 min BIDASK versus no suffix and that too is altered. Not quite sure what has suddenly changed ....data updated perhaps ? But you can see by the screenshots above that ASK against no suffix was the same ...plus all the tests I did earlier were too. Seems that I am getting somewhere and will test on. Thanks for your help.

[2014-05-27 10:41:04] #17 [Go To First Post]
User26994 - Posts: 32
To return to this thread. I thought I'd solved the problem last week and had set all my suffixes to -ASK. Today I am inexplicably out of line with the feed I'd set it against. I've just run a test in a new chartbook where I have six 15 min charts open. I have the plain EUR/USD chart and then the five different suffixes. All six charts within the chartbook are showing the same open high low and close. Could there be some sort of refreshing issue, or default issue etc ? Is there something I'm not doing every day that I should be like refreshing data ...or maybe there is a default option I need. To recap, last week eventually the prices differed in differing currency suffixes differed as they should ...today they are all the same. Thanks. Date Time Of Last Edit: 2014-05-27 11:46:29

[2014-05-27 10:44:38] #18 [Go To First Post]
User26994 - Posts: 32
FYI EURUSD 15 min bar at 1.30am 27/5/14 is showing - open 1.36571 high 1.36682 low 1.36570 last 1.36648 in all six .. ie plain EURUSD and the five suffixes.

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