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upcoming feature: Bid/Ask Price & AskSize/BidSize Data

View Count: 2684

[2014-06-10 10:44:27] #1 [Go To First Post]
ganz - Posts: 1048
Hello SC Support The purpose of this, is when doing replays, the bid and ask prices will be accurately set based upon their values obtained in real-time. Would you pls consider to store AskSize and BidSize as well. It might be interesting in order to get a whole snapshot of a given trade. As well as I know a lot of traders will be happy to use these info. thnx

[2014-06-10 11:01:56] #2 [Go To First Post]
Corefan - Posts: 13
+1

[2014-06-10 14:33:17] #3 [Go To First Post]
ariknoi - Posts: 31
+1

[2014-06-12 17:04:27] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will see about this. 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

[2014-06-12 18:05:33] #5 [Go To First Post]
ged - Posts: 233
+1

[2014-06-13 13:23:26] #6 [Go To First Post]
ejtrader - Posts: 688
+1

[2014-06-13 13:38:17] #7 [Go To First Post]
U_winks - Posts: 190
+1 Thanks to ganz for the suggestion and SC Support for considering it!

[2014-06-16 16:11:33] #8 [Go To First Post]
DimonS - Posts: 20
+1

[2014-06-17 07:17:05] #9 [Go To First Post]
sampater - Posts: 244
+1

[2014-06-17 15:02:38] #10 [Go To First Post]
SgtJ - Posts: 154
Yes, please add the bid/ask price at the time of the trade to .scid file. ty

[2014-06-17 15:18:53] #11 [Go To First Post]
moonmist - Posts: 127
+1

[2014-06-19 03:35:31] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is asked for in post #10 will be done. This is currently being implemented. It has already been implemented with the SC Forex Data service. To include the bid and ask sizes is more complicated and creates a lot of compatibility issues. So it is not so simple to accomplish. 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

[2014-06-19 04:23:34] #13 [Go To First Post]
ganz - Posts: 1048
SC Support To include the bid and ask sizes is more complicated and creates a lot of compatibility issues. the huge Linux vendors will prefer 64 bit only distros in the nearest future, so ... would you to consider 64 bit access and a new *.scid structure for a new qt5-based SC release?

[2014-06-19 04:49:05] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
A 64-bit version will be available sometime next year. There is not a need for a new Intraday data file format, we just have to figure out how to solve the compatibility issues with bid and ask sizes. It requires a lot of planning and changes with where bid volume and ask volume are determined. 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

[2014-06-19 05:58:50] #15 [Go To First Post]
ganz - Posts: 1048
SC Support A 64-bit version will be available sometime next year. it's the good news! we just have to figure out how to solve the compatibility issues with bid and ask sizes. it's clear, thnx

[2014-06-24 06:40:17] #16 [Go To First Post]
ariknoi - Posts: 31
is this implemented from ver. 1145? would it be different if i get the tick data in live vs. downloading it historically?

[2014-06-25 01:22:39] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is fully implemented in version 1149 except for bid size and ask size. However, all of the server-side updates are not done. There is no difference with the bid and ask price storage whether it is downloaded historically or stored in real-time. 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

[2014-06-25 04:12:27] #18 [Go To First Post]
ariknoi - Posts: 31
i don't understand. the all idea was to add bid size and ask size so what is implemented? also what is server-side update? is there a way to delete all data files for only last 4 month (and not doing it for each symbol)? thanks

[2014-06-25 04:14:47] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is implemented is the historical bid and ask prices. There are additional updates we need to do on our servers for this. You can perform a Delete and Download of data starting from any point time in an Intraday chart and do it for all open charts. Refer to help topic 7.1 here: https://www.sierrachart.com/index.php?l=doc/helpdetails7.html#DeleteDownloadAllCharts 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: 2014-06-25 04:17:10

[2014-07-11 20:32:09] #20 [Go To First Post]
ejtrader - Posts: 688
SC Team - Though you might not be ready to populate the bidsize & asksize information at this time - would it be possible to include those 2 fileds to the scid file? The idea behind - we can generate our own custom scid files(with bidsize & asksize populated) until a native solution is implemented. Do you see any technical issues to include 2 additional fields to scid files ( no need to populate but just allocate ). Thanks Date Time Of Last Edit: 2014-07-11 20:32:42

[2014-07-11 23:08:27] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
would it be possible to include those 2 fields to the scid file? No. We cannot change the file format and we cannot use other fields. Both of these would create lots of compatibility/confusion issues. 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

[2014-07-12 01:52:17] #22 [Go To First Post]
SgtJ - Posts: 154
What was confirmed in post #12? Seemed like bid/ask price was to be included in the .scid file?

[2014-07-12 02:36:11] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes. Refer to: New Feature: Historical Bid and Ask Price 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

[2014-07-14 19:10:19] #24 [Go To First Post]
SgtJ - Posts: 154
Just to confirm, this entire upgrade re bid/ask price at the time of the trade is for historical data ONLY? Some conflicting info in this thread...post #12 confirms the addition to the .scid, #21 says no, #23 says yes, but just historically. ty

[2014-07-14 21:31:03] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Bid and Ask prices are stored in the Intraday data files (scid files). When historical Intraday tick by tick data is downloaded it will contain Bid and Ask prices . And when Sierra Chart is storing data in real-time, also the bid and ask prices are stored in the data file. You can see the data through Edit >> Edit/Download Data-Intraday Chart if the records are tick by tick. In the case where a record contains the bid and ask price you will see the Open is 0, the High is the Ask price, the Low is the Bid price. And the Last/Close is the closing price. 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: 2014-07-14 21:32:56

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