Support Board
Date/Time: Sun, 24 Nov 2024 06:09:50 +0000
Version 2695
View Count: 298
| [2024-10-31 15:09:21] |
| User524029 - Posts: 9 |
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Time and sales is not showing filtered data correctly. There should be no record being displayed because my settings have higher volume inputs. I have been using version 2643 without any problems. It is hard to explain but the tape is just not the same as version 2643. Please look into this please.
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| [2024-10-31 15:10:32] |
| John - SC Support - Posts: 36238 |
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We need to see an image of what you are seeing along with the settings you have setup for the Time and Sales window. Please point out where you are seeing the issue in the image. Refer to the following for how to get us an image: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-31 15:34:36] |
| User524029 - Posts: 9 |
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https://www.sierrachart.com/image.php?Image=1730388702242.png The bottom tape shows a single row of records ignoring the filter settings. Tape Settings: Combine into exchange reported original summary Input Filtering: Volume >= 50 Combined Filtering: Volume >= 200 |
| [2024-11-01 12:52:59] |
| User524029 - Posts: 9 |
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https://www.sierrachart.com/image.php?Image=1730465383932.png Version 2700 has the same issue with time and sales ignoring filter settings. I have the same time and sales settings for the bottom tape window as mentioned in the previous post. |
| [2024-11-01 13:01:51] |
| User524029 - Posts: 9 |
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https://www.sierrachart.com/image.php?Image=1730466042363.png Version 2679 also has the same issue. |
| [2024-11-01 13:40:46] |
| Sierra_Chart Engineering - Posts: 17154 |
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Newer versions of Sierra Chart, do not apply filtering to the most recent displayed record. Only until there is a new record following it, is the record prior to it then filtered if needed. This is just how it is and cannot be changed.
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 Date Time Of Last Edit: 2024-11-01 13:41:41
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| [2024-11-01 14:09:16] |
| User524029 - Posts: 9 |
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Thanks for your response. I just want to confirm with this example to see if what I want is still available in the newer versions. These are the settings I have for the bottom time and sales in the image I provided for version 2643 which is the version I am currently using. I don't fully understand your response so I apologize for any inconvenience to you and the engineering team. https://www.sierrachart.com/image.php?Image=1730469565225.png Settings: Combine Records: Combine into Exchange Reported Original Summary Trade Input Filtering: Volume >= 50 Combined Filtering: Volume >= 200 Highlight & Alert: By Field: Volume Condition: >= Value: 300 |
| [2024-11-02 00:01:20] |
| Sierra_Chart Engineering - Posts: 17154 |
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Yes all of that is supported.
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 |
| [2024-11-02 04:15:01] |
| User524029 - Posts: 9 |
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Thanks again for your response. All the screenshots that I have sent aside from version 2643 do not filter the time and sales window properly which can be seen in the images for version 2700/2679. It just shows one row of records which constantly changes. I just want to confirm that when using 'combine into exchange reported original summary trade' it is using the FIFO matching algorithm as documented by CME https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46110273/Supported+Matching+Algorithms#SupportedMatchingAlgorithms-FIFOforImpliedOrders
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| [2024-11-02 16:01:53] |
| Sierra_Chart Engineering - Posts: 17154 |
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Input Filtering: Volume >= 50
Combined Filtering: Volume >= 200 These need to be set to the same value, not differently. Only when, the most recent Time and Sales record row is about to be moved to the second in the list from the top, is then there a check, to see if it needs to be removed based on filtering. If it does need to be filtered, then it will be removed at that time just before a new record is then listed at the top. This is fully controlled by the exchange: I just want to confirm that when using 'combine into exchange reported original summary trade' it is using the FIFO matching algorithm as documented by CME https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46110273/Supported+Matching+Algorithms#SupportedMatchingAlgorithms-FIFOforImpliedOrders Sierra Chart is just simply combining the trades back into the original summary. This is all. And it is doing it accurately. The Sierra Chart data feed, does identify the beginning and ending, of a series of trades, which came from a larger summary trade. And they are simply combined back, correctly. 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 Date Time Of Last Edit: 2024-11-02 16:07:19
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| [2024-11-04 00:37:12] |
| User524029 - Posts: 9 |
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https://www.sierrachart.com/image.php?Image=1730680359406.png I have the input filtering and combined filtering set to the same value. Time and Sales Settings for the bottom tape in image are as follows: Combine Records: Combine into Exchange Reported Original Summary Trade Input Filtering: Volume >= 50 Combined Filtering: Volume >= 50 Highlight & Alert: By Field: Volume Condition: >= Value: 300 Why am I getting a single row of data still and why am I seeing those orders if the volume filtering is set to 50 in both input filtering and combined filtering? |
| [2024-11-04 04:16:08] |
| Sierra_Chart Engineering - Posts: 17154 |
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Yes is the topmost row, will always display even if it does not meet the filter condition. You cannot prevent that topmost row from being displayed. It would only be that one single row at the top. And also with Input filtering of 50, you probably will see nothing. Other than the topmost row. So I understand now why you were using a lower value for that. But what is the objective? To see trades that have a volume of 50 or more? 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 |
| [2024-11-04 13:43:05] |
| User524029 - Posts: 9 |
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https://www.sierrachart.com/image.php?Image=1730727262190.png I appreciate your response and explanation to what I am seeing now. I did not understand that the topmost row would constantly be updated even if the filter condition was not met. The main objective is to see trades that have a volume of 50 or more. It is just a way for me to gauge intent/aggression. I didn't mean for these posts to drag on for as long as it has. Thank you to everyone for all the work that is being put into this platform. |
| [2024-11-04 14:11:23] |
| Sierra_Chart Engineering - Posts: 17154 |
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In this case, you do need to use these settings: Input Filtering: Volume >= 50 Combined Filtering: Volume >= 50 It is not going to be common though to see trades this large. 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 |
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