Support Board
Date/Time: Mon, 25 Nov 2024 15:47:53 +0000
Downloading historical data with intraday only chart
View Count: 257
| [2024-03-01 17:03:47] |
| AndyB - Posts: 101 |
|
Hey SC, I'm using the -bid_ask_trade_sync extension for ES as my symbol, as I've rebuilt the book and am 100% only in need of intraday data. I am running into an issue, however. I have a source chart that is VERY laden with spreadsheet studies to accomplish the logic to accurately represent the current state of the market. (I'm no coder, so working with what I'm given, and learning or outsourcing the coding is not something I'm interested in at the moment). I don't touch this specific chart, at all, unless I am troubleshooting. If I have to, it's when markets are closed and the turnaround time is magnitudes lower. My problem is that occasionally I'll get the "downloading historical data" icon, and it'll freeze up Sierra Chart for about 20 minutes while it works itself out, despite me 1) having this on intraday only bars, and 2) using a data recording mode which I assumed didnt even have data to call and download from your servers (I'm on Teton). however as I'm typing this I'm considering that maybe it's still using ES for some sort of foundational bar to record off of if the system is not turned on and actively recording the data. Anyway, I run automated systems, have everything set to 1 day to load, 1 day market depth, and this is a pretty big hassle for me. Is there a way I can turn this automatic historical download feature OFF for a specific symbol? I normally only encounter it prior to the futs open at 18:00 EST, but occasionally I'll have an issue with my internet connection and in the middle of the day (actually right this second) I'll lose all ability to use the platform. I haven't been able to find any specific documentation regarding this. Thanks. follow up question: I keep track of your updates and "what is new" pretty regularly. The other week I noticed you had mentioned some changes to market depth data. Can you elaborate on these? I haven't noticed anything in particular that has changed that might be affecting my strategies or logic of how I've built the book, but I would welcome some clarity if you had any to offer. |
| [2024-03-01 18:21:25] |
| John - SC Support - Posts: 36245 |
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You are getting data, even though you are using the specific recording option. And the message you are getting is not related to Historical Daily Data. What is occurring is that for some reason you are having a problem getting the data (you mention your Internet connection will have an issue), and at that time, your Sierra Chart is unable to get the streaming data. Once your system connects again, it has to re-download any missing data from when it was disconnected. We will admit, 20 minutes sounds like a long time to get the data for what sounds like a quick Internet hiccup, but we do not have all the information, so we can not say. But what you are seeing is correct functioning, and there is nothing we can do to turn it off, as you need that missing data. We are not sure what Market Depth changes you are referring to. The only "relatively" recent change was the addition of the Combine Increment in Ticks to the Recent Bid/Ask Volume columns. There were also some fixes for the combined data from the NASDAQ TotalView with the U.S. Equities Consolidated Tape. But nothing that would change the ES (or Futures, in general) market depth data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-02 00:50:09] |
| AndyB - Posts: 101 |
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on new years day "Various performance improvements related to chart updating and market depth data" release 2577 and yes, it takes so long because im using single tick bars on bidasktrade sync, so for a spreadsheet formula to cover a single day for ES and that recording mode, it needs around 5 million number of bars to caluclate. since theres no way to isolate each level of market depth X # of ticks away from BBO without using multiple source charts with different "maximum number of depth levels to caluclate", the number of spreadsheet formula bars adds up pretty quickly (i find spreadsheet study to be way clunkier when handling alot of studies and overlays). not to mention fixing the actual BBO price since its not accurate at all. And this isn't saying you guys aren't accurate, since i know you're just giving us the price/bidask prices data that CME gives you. so yea its either a fast loading chart when updates happen and virtually no bars, or a slow loading chart with more data for me to work with. which is my problem since i can't code this stuff yet |
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