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Date/Time: Wed, 27 Nov 2024 12:34:47 +0000



comparing data feeds

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[2014-08-29 20:10:18]
jivetrader - Posts: 410
hi, i am a new Sierra user considering subscribing to the High Quality Sierra data feed. I am comparing it to DTN IqFeed.

in reference to your Chart Help file description--
"High-performance Continuous Futures Contract feature with back adjustments. This feature allows you to instantly create continuous futures contracts without any additional data downloading, if the necessary futures data has already been previously downloaded, and optionally back adjust the data according to the rollover gaps between the contracts. This feature works with both Intraday and Historical charts. This feature works with all of the supported Data and Trading services including the Sierra Chart data services."

does this mean that i do not require back-adjusted data, a feature that DTN provides? I am new to data services and it is very overwhelming trying to decide what i need. I do need accurate intraday Volume Profiles, CumDelta/Order Flow/Numbers Bars, and accurate Historical data going back more than 6 years on popular index futures (ES, NQ, YM etc). this is all i know that i need at this point.

your advice is appreciated. thanks.

[2014-08-29 23:08:08]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart Exchange Data Feed does not provide back adjusted data because of back adjustments is done within Sierra Chart dynamically in memory. This is very fast and reliable.

The tick by tick history with the data feed goes back to March 2011.


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
[2014-09-02 04:46:32]
jivetrader - Posts: 410
is there a way to get more tick data? i need to see a composite volume profile on my intraday charts of the last 6 years. i have not received a staight answer on how to achieve this. i am new to sierra and do not want to have to use IRT for this. please advise.
[2014-09-02 08:23:11]
Sierra Chart Engineering - Posts: 104368
We do not have a high-quality source at this time of tick by tick data going back 6 years. Even IQ Feed does not have tick by tick data back that far.

If you use IRT, where would you get the 6 years of tick by tick data from? We would like to know that. It will not come from IQ Feed. So where?

We should be able to put in more 1 minute 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
[2014-09-02 16:26:53]
jivetrader - Posts: 410
so in the past, i must have been using 1min data for longterm composite profiles without realizing it. is this how most people are creating longterm composite volume profiles?
[2014-09-02 18:41:28]
jivetrader - Posts: 410
also, i am deciding between subscribing to IQFeed and the Sierra Exchange feed. For US index futures like ES, YM, NQ, and US stocks, would you verify that my cost would be the addition of the following:

This data feed is priced at 35 USD per month
+
Full CME Group (CME, CBOT, COMEX, NYMEX) with Market Depth for Trading accounts: Price 15.75 USD/month. Can only be used by Sierra Chart users with a trading account with one of the supported futures Trading Services.
+
U.S. Equities (NYSE, NASDAQ, AMEX, OTCBB): Price 10.5 USD/month.
=35+15.75+10.5= $61.25

are there any multi-product discounts/packages that i would not be aware of from your page here: Sierra Chart Exchange Data Feed: Introduction


thanks


[2014-09-02 18:50:57]
Sierra Chart Engineering - Posts: 104368
so in the past, i must have been using 1min data for longterm composite profiles without realizing it. is this how most people are creating longterm composite volume profiles?
Yes, this is probably true.

In regards to pricing, your understanding is correct. There are no discounts.
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: 2014-09-02 18:51:47

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