Support Board
Date/Time: Wed, 27 Nov 2024 00:46:38 +0000
sweep trade in the tape
View Count: 1163
| [2023-09-16 06:09:10] |
| User334419 - Posts: 17 |
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Good morning, I would like to know 2 things in the tape 1/ How to display sweep trades As a reminder, a sweep trade is a trade that consumes liquidity at several price levels 2/ Second question how to filter this quantity of liquidity I thought about it and I'm sending you a sceen in PJ Thanks for your feedback |
Private File Attachment Deleted. |
| [2023-09-18 15:06:37] |
| John - SC Support - Posts: 36309 |
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There is no way to view or filter specifically for Sweep Trades. The one way we can think you could do this would be to have one Time and Sales set to Combine Records using "Combine into Exchange Reported Original Summary Trade" and then compare those to a Time and Sales window with no combining. You would have to find the trades that then show combined and find the individual trades for it and see if it covered multiple prices. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-18 16:26:23] |
| User334419 - Posts: 17 |
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Good morning, Thank you for your quick response and I tried to do what you told me, can you tell me if it is correct with the screenshot that you will find in PJ Is there any other improvement I can make? I am trying to filter the information from the tape so as not to have too much information. I have succeeded with the tape "with combine into exchange reported original summary trade" but I have not succeeded with the tape "do not combine" I don't know not if I should filter with the boxes I highlighted in the attachment? Could you help me on this point? Can you recommend a service provider who specializes in tape adjustment? |
Private File |
| [2023-09-18 17:46:36] |
| John - SC Support - Posts: 36309 |
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What we suggested would not be an easy thing to do, and there is not a way to set the filtering in a way to be able to see the information. The point we were making is that you would have to manually view the information in order to determine if there was a sweep or not, or you would have to create a custom study to do it for you. We are not aware of anyone that offers this specifically, but there probably is. You would have to search the Internet to see what you can find. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-18 18:37:12] |
| User334419 - Posts: 17 |
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Hi, Thanks for your response, But I don t know if What I done is correct or not ? is the box in the tape windows that I done in the attached pièce correct ? Moreover, can you tell me What I have to tell to développer of this creating custom studies ? Because I don t really understand the options in the tape settings windows |
| [2023-09-19 16:43:50] |
| John - SC Support - Posts: 36309 |
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The filters have nothing to do with sweep trades. They just filter out trades of a certain level. When you enter a value in the Input Filtering, it will filter out individual trades. If you are also combining trades, then when you enter a filter in the Combined Filtering, then it will only filter out those trades that are combined that meet the filter. Start at the following for more on this: Time and Sales Window: Input Filtering >> Volume >= | Volume <= For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-20 09:59:21] |
| User369403 - Posts: 5 |
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Hello, I wanted to make a tape with sweep settings, like I use on jigsaw. I'd love to have the same possibility on Sierra Chart. I sent you attached a screenshot of my jigsaw. I wanna see uptick for a buy or downtick for a sell. And any possibility to reconstruct block trade ? Thanks in advance, Julien |
 SCREEN SWEEP.jpg / V - Attached On 2023-09-20 09:56:33 UTC - Size: 75.3 KB - 267 views BLOCK TRADE.jpg / V - Attached On 2023-09-20 09:57:45 UTC - Size: 80.91 KB - 223 views |
| [2023-09-20 15:52:44] |
| John - SC Support - Posts: 36309 |
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We do not have anything built into the system to recognize Sweep trades. As to the Reconstruct Block Trade, we know nothing about how Jigsaw does it. All we can do is point you to our options for Combining Records in the Time and Sales window, which are defined starting at the following link: Time and Sales Window: Combine Records >> Do Not Combine There is also an option for a chart to combine records into the original summary trade. Refer to the following: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-22 05:21:07] |
| User334419 - Posts: 17 |
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Good morning, I answer your question about the fact that you do not know how Jigsaw offers sweep trades. I took stock with a trader friend who has Jigsaw on the UB A sweep trade is a market order that consumes the entirety of one or more limit orders. In my example, it would be a market order greater than 24 to consume at least one line of the bid limit order. To differentiate yourself a little more from jigsaw, you could add the options to know if it is one line or several limit order lines which has been consumed for market orders... What you suggest to replace this reading is complicated to read and put in place, in the attachment I remind you of what a sweep trade is which is not complicated in itself: Couldn't you offer this option like Jigsaw? I think this could interest a lot of traders |
| sweep trade sierra.png / V - Attached On 2023-09-22 05:18:26 UTC - Size: 446.63 KB - 268 views |
| [2023-10-08 13:04:33] |
| User440951 - Posts: 50 |
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Hi, Indeed, I agree that this could interest a lot of traders. This is a Jigsaw option that many book traders use. Could you plan to add this option in the near future? |
| [2023-10-13 07:37:16] |
| REMI MILANDE - Posts: 10 |
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Good morning, I too am interested in the visibility of sweep trades in tape like jigsaw. Would it be possible to set it up, if so could I be notified? |
| [2023-10-13 09:48:40] |
| User390542 - Posts: 1 |
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I think this is a great idea. Programming is not my forte, yet when seeing values like User334419 has presented in their attachment within post #9, I see functionality potential and I see a lot of value in this proposal |
| [2023-10-13 11:55:57] |
| User287699 - Posts: 1 |
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Good morning, I was a former Jigsaw user, I came to Sierra because I find that the platform's functionalities allow more than the Jigsaw Ninja mix. However, regarding the DOM part jigsaw offers more relevant adjustments, and I am also in favor of implementing sweep trades like on Jigsaw. I would also like to be able to apply a filter on the sweeps, i.e. display when there is a sweep on 3 or 4 price levels in the DOM, I used this functionality on jigsaw and it was very relevant |
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