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Date/Time: Wed, 27 Nov 2024 21:46:08 +0000



DOM Separate Overnight Profile from Day Session Possible?

View Count: 599

[2023-06-26 15:39:21]
topsteplocal - Posts: 47
I am looking to setup a DOM with a separate profile for overnight session, and a separate day session profile.
I.e. Overnight session is 17:00:00 previous day, to 09:29:29 today. Day session is 09:30:00 to 16:00:00.

I am able to show two profiles, if I do two separate VbP studies on my DOM, however, there is no way to make the profile be based on a start-time and end-time... everything forces me to do some start-time to END...
[2023-06-26 18:05:52]
Sierra_Chart Engineering - Posts: 17198
We recommend using a standard chart for this, and following the instructions here:
Volume By Price Study: Displaying Separate Profiles for Day and Evening Sessions
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-06-26 20:09:27]
topsteplocal - Posts: 47
That's for a chart... I am using a Price Ladder (DOM)... so it doesn't really apply, does it?

I can currently show a VbP for the entire session, and another one for the day session... I just need to be able to stop the entire session profile from continuing to build after the day session starts... in other words, I need to be able to tell it at what time to stop recording for that profile...
[2023-07-05 09:51:51]
Sierra_Chart Engineering - Posts: 17198
One thing you can do is manually reset the Volume Profile. Refer to:
Volume By Price Reset Button
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-06 22:32:54]
topsteplocal - Posts: 47
I'm currently doing two VbP studies, with one setup to be the overnight, and the other to re-set at start of Day session. However, it seems to re-set at 08:30:11 EST for some reason, even though I have it set to be 08:20 EST everywhere... any idea what might be causing it to use 08:30 instead of 08:20, and what's with the 11sec delay after 08:30... so so weird... is it a time synchronization issue?
Date Time Of Last Edit: 2023-07-06 22:45:42
[2023-07-07 13:39:43]
John - SC Support - Posts: 36350
What is your "Chart >> Chart Settings >> Session Times >> Session Start Time" set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-07 23:31:01]
topsteplocal - Posts: 47
Please see attached screenshot

Session Start Time: 08:20:00
Session End Time: 15:59:59

Use Evening Session: Yes
Evening Start Time: 17:00:00
Evening End Time: 08:19:59
Date Time Of Last Edit: 2023-07-07 23:34:31
imagesession-times.PNG / V - Attached On 2023-07-07 23:34:06 UTC - Size: 13.93 KB - 85 views
Attachment Deleted.
[2023-07-10 13:54:17]
John - SC Support - Posts: 36350
Please give us an image of your chart showing the starting time of 08:30:11.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-11 14:33:18]
topsteplocal - Posts: 47
Please see attached. The volume profile (VbP study) numbers are what start showing at 08:30:11
Date Time Of Last Edit: 2023-07-11 15:23:07
imageChart after 083011.PNG / V - Attached On 2023-07-11 14:33:01 UTC - Size: 71.62 KB - 93 views
imageChart Study Settings.PNG / V - Attached On 2023-07-11 14:33:07 UTC - Size: 51.22 KB - 81 views
[2023-07-11 16:41:26]
John - SC Support - Posts: 36350
How can you tell that the Volume profile is starting at 08:30:11 on a Trading DOM? There are no times displayed to see this information.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-14 01:46:37]
topsteplocal - Posts: 47
I have a video recording of the session, and it shows the profile re-setting at 08:30:11, as per the computer clock on right-side of windows task-bar.
[2023-07-14 13:53:41]
John - SC Support - Posts: 36350
You would need to compare against the times that are showing within Sierra Chart in the Chart Header. That time reflects the time of the data from the exchange. Your computer clock and the exchange clock could be off by 11 seconds.

You can also update your computer clock to match our servers by selecting "Global Settings >> Set System Date Time From Server". Refer to the following:
Global Settings Menu: Set System Date-Time from Server (Global Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-14 17:32:13]
topsteplocal - Posts: 47
The problem isn't 11 seconds... the problem is that it is off by 10min AND 11sec hahaha

I have already setup SierraChart to manage my clock, so Sierra Chart and my clock are synchronized already.

The solution I came up with is I set my session start at 08:10, instead of 08:20...and now my profile re-sets at 08:20 like it's supposed to... this is a really wonky hack though... so not sure if there may be a bug in SierraChart...
[2023-07-14 18:51:16]
John - SC Support - Posts: 36350
You are using the Delayed Streaming Data. So the data for the CME Group is going to be 10 minutes and 10 seconds behind the actual time. The day will still reset at 08:10 (if that is the time you want it to do so), but you have to wait until the data actually gets to 08:10, not the actual time.

Refer to the information at the following link for the Delayed Streaming data:
Delayed Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-07-14 18:56:45]
topsteplocal - Posts: 47
Ahh... my mistake... I understood the data to be real-time... I didn't notice that I needed to re-activate the Exchange data-feed. It's done now... thank you so much for your help... this was driving me crazy...
Date Time Of Last Edit: 2023-07-14 19:05:09

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