Support Board
Date/Time: Thu, 21 Nov 2024 17:23:34 +0000
Historical and Real-Time Price Multiplier Issue with Denali and Rithmic Datafeeds
View Count: 124
| [2024-11-09 13:39:03] |
| sahandprs - Posts: 11 |
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Hello Sierra Chart Support, I’m experiencing an issue with multiplier settings after switching from Denali to Rithmic for real-time data. Here’s the background: 1. Previously, I used the Denali data feed, which stored my data files with the format NQZ24-CME. 2. Recently, I switched to the Rithmic data feed, where the same files are named NQZ4.CME. I renamed the data files downloaded with Denali to match the Rithmic naming format to avoid re-downloading all historical data. 3. I expected to see the historical data from Denali on the chart, supplemented by real-time data from Rithmic. However, I noticed that the historical data appears with a multiplier of 0.01. To address this, I tried the following: • I set the Historical Price Multiplier to 1 in the Chart Settings, which correctly displayed the historical data. • However, this change unexpectedly also affected the real-time data, making it appear 100 times larger than expected. I did not adjust the Real-Time Price Multiplier in Chart or Symbol Settings(default value is 0.01), but it seems linked to the historical multiplier setting. I’m seeking a way to have the Historical Price Multiplier set to 1 (for Denali historical data) and leave the Real-Time Price Multiplier as default, i.e. 0.01(for Rithmic real-time data) without them affecting each other. Currently, adjusting the historical multiplier seems to automatically impact real-time data on the same chart. Could you please advise on how to configure these multipliers independently for each data source, or if there’s an alternative method to ensure historical and real-time data display correctly? If this requires a specific configuration or workaround, I’d appreciate any guidance. Thank you for your assistance! Date Time Of Last Edit: 2024-11-09 13:39:17
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| [2024-11-11 15:03:53] |
| John - SC Support - Posts: 36189 |
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In the end, you can not do what you did in Step #2. Each service uses different raw data, which is why you are having the problem you are. You need to delete the data and redownload it. Since you are getting your data from our Denali Exchange Data Feed, you will get the same data again, just stored properly for Rithmic. For each symbol, go to a chart and select "Edit >> Delete All Data and Download". You only need to do this one for each symbol and not for every chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-11 17:43:31] |
| Sierra_Chart Engineering - Posts: 17136 |
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Yes you cannot rename data files like this. It will not work. And you keep the multiplier settings as default. Fully re-download the data: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download" from the main Sierra Chart menu. You just need to do this once per symbol and not for each chart. This command is on the main Sierra Chart menu at the top. Only use it from that location. 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 |
| [2024-11-11 21:35:55] |
| sahandprs - Posts: 11 |
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Thank you, John. I just want to confirm my understanding: when I am connected to the Rithmic data feed, is the historical intraday data still downloaded from the Denali feed? Am I correct in this assumption? Also, out of curiosity, I noticed that Sierra Chart provides an explanation for renaming data files here: https://www.sierrachart.com/index.php?l=doc/ChartDataFiles.html#RenamingFiles Could you clarify the purpose of that explanation if renaming files like this is generally not recommended? Lastly, if the multiplier settings don’t apply well in this case, could you explain in what scenarios they are intended to be useful? Thank you again for your assistance. Date Time Of Last Edit: 2024-11-11 21:37:21
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| [2024-11-11 22:20:04] |
| Sierra_Chart Engineering - Posts: 17136 |
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Renaming a file can only be done for the same Data/Trade Service and really the only purpose of it is in the case of like a symbol change for a stock. In your case the historical Intraday data is coming from the Denali Data Feed when using Rithmic. 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: 2024-11-11 22:20:59
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| [2024-11-12 06:20:24] |
| sahandprs - Posts: 11 |
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When you mention “in your case”, are you referring to the fact that I initially downloaded these files from Denali and then renamed them? Or, regardless of renaming, does connecting to Rithmic still cause historical data to be downloaded from Denali? Additionally, I had asked about the purpose of the multiplier settings. Could you explain in what scenarios these settings are intended to be useful if they don’t apply to my current setup? Regards Date Time Of Last Edit: 2024-11-12 06:20:54
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| [2024-11-12 15:09:51] |
| John - SC Support - Posts: 36189 |
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"In your case" is referring to the fact that you are setup to get your real-time data from our Denali Exchange Data Feed for the CME exchange. It does not matter what trading service you are connected to. Therefore, there was no need to rename files, as the historical data would have been downloaded. The Price Multipliers are there for someone to adjust the prices if they want to, or if, for some reason, there is a problem with the data. But problems with the data should only occur if they are using their own data (such as importing data, or creating their own files). 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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