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Date/Time: Fri, 20 Sep 2024 03:42:34 +0000



Numbers Bars and DTN IQ

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[2014-09-03 22:37:50]
jivetrader - Posts: 408
I am a new subscriber to DTN IQ feed and am only seeing a few days' worth of Numbers Bars. i am loving SC so far but i am disappointed because my trading requires Numbers Bars and i like to use them in market replay.

DTN has explained that SC does not load Incremental Volume data and thus is limited to displaying only streaming bid/ask data.

1. are there plans to implement DTN's data properly in the program, and
2. will SC store incremental volume data on my PC to create its own historical database, and if so how can i prevent this data from being wiped out from chart downloading?

[2014-09-03 23:06:00]
jivetrader - Posts: 408
in addition, Cumulative Delta is disturbed and even my price bars (1000 volume bars) do not look right prior to 8/27

please refer to this chart: http://www.sierrachart.com/image.php?l=1409785334286.png

i was very happy with SC but now i am very concerned that SC is not able to meet my needs
please advise
[2014-09-03 23:30:49]
Sierra Chart Engineering - Posts: 104368

DTN has explained that SC does not load Incremental Volume data and thus is limited to displaying only streaming bid/ask data.
Not sure what this means. And in any case, this is not the problem and is not correct anyway.

Why do you choose to use DTN IQ Feed rather than the Sierra Chart Real-time and Historical Exchange Data Feed? May be based upon prior questions, we might have recommended it for your requirements, but clearly it is not going to meet your requirements.

1, 2. Sierra Chart does implement the IQ Feed data feed properly.

For further information about the described problems, refer to these two sections here:
http://www.sierrachart.com/index.php?page=doc/DTNIQFeed.html#TickLimitMarketHours
http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php#HistoricalBidAskVolume

i was very happy with SC but now i am very concerned that SC is not able to meet my needs
Sometimes we wonder with comments like these whether we should even be recommending IQ Feed to anyone.
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: 2014-09-03 23:32:16
[2014-09-04 00:39:19]
jivetrader - Posts: 408
thank you for tolerating this issue, this clears it up, and my charts as well. i am sorry i doubted you guys. i am still new to both SC and DTN and their explanation sounded reasonable.

i also spoke with DTN and they were very apologetic about inferring that SC does not process bid/ask data properly. in fact, i was able to get him to verify on his end that after market hours, bid/ask studies compute properly to 180 days back. so the information on your site seems correct.

i am thrilled that i do not have to change software packages for Order Flow trading. and again thanks for your patience through this and thanks for the extensive documentation. i will use it more.
mark

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