Support Board
Date/Time: Wed, 04 Dec 2024 18:51:22 +0000
Using sierra chart for stocks
View Count: 284
| [2024-11-21 16:46:58] |
| OriolCasas - Posts: 168 |
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Hello, I am a futures and stock trader, just find out now Sierra has data for stocks. I think this platform is way more professional than most out there. There is potential definitely, I plan on using it if I can find out how to use some stuff and level of data is good which I'll check soon. Attached you can see a time and sales and level II from TOS, configuring a TAS like that it's easy on Sierra, bot my question comes with LVLII, how could I configure a LVLII like that? Thank you. Then, about relative volume. I don0t need any indicator like the one on studies. I am simply looking for an indicator that tracks how much relative volume is the stock doing on certain session compared to today. Like the one attached on the picture with a simple label, how could I track that? Thank you |
 TOS TAS LVLII.png / V - Attached On 2024-11-21 16:39:16 UTC - Size: 59.77 KB - 78 views |
| [2024-11-21 17:09:15] |
| OriolCasas - Posts: 168 |
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Another question is, for the nature of trading stocks and that you're always searching for new tickers, download time has to be fast. I've set up the data limiting intraday chart days to load to: 5. But when I open a new chart it start downloading way back which is strange, I want that it only downloads the last 5 days or so so it's fast enough. How could I do that? Thanks
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| [2024-11-21 18:04:57] |
| John - SC Support - Posts: 36466 |
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Attached you can see a time and sales and level II from TOS, configuring a TAS like that it's easy on Sierra, bot my question comes with LVLII, how could I configure a LVLII like that? Thank you.
We really do not understand what they are showing for that Level II, it does not make sense to us. The only way to view the Market Depth data is in the DOM for Sierra Chart. Keep in mind that we only have Market Depth for stocks from our NASDAQ TotalView feed, so this means the Market Depth is only from the NASDAQ exchange. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes Then, about relative volume. I don0t need any indicator like the one on studies. I am simply looking for an indicator that tracks how much relative volume is the stock doing on certain session compared to today. Like the one attached on the picture with a simple label, how could I track that?
You would need to setup the Relative Volume study to get the particular relative volume for the period you want. You can then display it as a single value for the most recent period by using the "Text Display for Study" study. Refer to the following: Text Display For Study Another question is, for the nature of trading stocks and that you're always searching for new tickers, download time has to be fast. I've set up the data limiting intraday chart days to load to: 5. But when I open a new chart it start downloading way back which is strange, I want that it only downloads the last 5 days or so so it's fast enough. How could I do that? Thanks
Refer to the following setting: Data/Trade Service Settings: Maximum Historical Intraday Days to Download (Global Settings >> Data/Trade Service Settings >> Common Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-21 20:27:46] |
| OriolCasas - Posts: 168 |
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Thank you. I've been playing with that and finding the groove into it. Here's another question about market depth, I guess from what you'rse saying I can add the exchange to Sierra Market depth right. But, can I delete the ask and bid orders column? And what's the differnece between using the equities consolidated tape and not using it? Thank you |
| [2024-11-21 21:09:01] |
| OriolCasas - Posts: 168 |
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Ok, i've tried text display study and that's awesome. But I would like to calculate RVOL in another way. It calculates how much volume it's been done in % today vs other days closing volume. The issue is I want to know how much volume the stock has been doing on the current time of day vs other days at this same time. How can that be displayed? Thank you |
| [2024-11-21 21:15:18] |
| OriolCasas - Posts: 168 |
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About market depth and TAS, does it update every second or when new orders enter? I would like to clarify that and if I have any setting wrong, is it possible my TAS and market depth are updating every second instead of when a new order hits? Thank you |
| [2024-11-21 22:17:36] |
| John - SC Support - Posts: 36466 |
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Here's another question about market depth, I guess from what you'rse saying I can add the exchange to Sierra Market depth right. But, can I delete the ask and bid orders column?
We are not sure what you mean by "I can add the exchange to Sierra Market depth right." We only have Market Depth for stocks through our NASDAQ TotalView exchange. That exchange only has data for trading done on the NASDAQ exchange. This data is referenced by using the standard ticker with a -NQTV suffix (such as TSLA-NQTV). Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes This is in contrast to the "U.S. Equities Consolidated Tape" exchange, which has price and volume date from 14 exchanges, and is the typical data you see for stocks. But, we do not have any Market Depth data for this exchange. This data is referenced by using the standard ticker (such as TSLA). Refer to the following: US Stock/Equities Consolidated Tape Data Feed If you activate both exchanges, then you can get the price/volume data from the U.S. Equities Consolidated Tape with the Market Depth from the NASDAQ TotalView. To this, you enter the symbol with an _MBO suffix (such as TSLA_MBO). The issue is I want to know how much volume the stock has been doing on the current time of day vs other days at this same time. How can that be displayed?
This is precisely what the Relative Volume study does. It looks at the current bar and determines that volume in relation to the average volume for bars with the same timestamp going back however many days you specify. So if you want to know how the current 30 minutes are faring against the average of that same 30 minutes for the past 10 days, you setup the chart as 30 minute bars and setup the Relative Volume study. The default output of the Relative Volume study is the percentage of that bar against the average of those 10 days. If you only want to see a particular time displayed at all times, then that gets a bit trickier and would require the use of the Spreadsheet Study. We can talk about that if it becomes necessary. About market depth and TAS, does it update every second or when new orders enter?
You can control this, but it does depend on incoming data. Refer to the following: General Settings Window: Chart Update Interval (Global Settings >> General Settings >> General >> Update Intervals) I would like to clarify that and if I have any setting wrong, is it possible my TAS and market depth are updating every second instead of when a new order hits?
We are not really understanding the question here. Are you seeing something you are confused by? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-22 08:42:01] |
| OriolCasas - Posts: 168 |
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Thank you for your detailed response as always John. I'll keep diggin into this throughout the weekend and let you know if I am able to set up everything I want. Until then tough, can you check the attached picture? tHAT'S THE MARKET DEPTH AND FOR MY WAY OF TRADING, i FIND BID ORDERS AND ASK COLUMNS useless, how can I delete them? Thank you |
| MARKET DEPTH.png / V - Attached On 2024-11-22 08:41:23 UTC - Size: 10.14 KB - 33 views |
| [2024-11-22 15:09:08] |
| John - SC Support - Posts: 36466 |
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Sorry we forgot to answer that. You can not change the columns that are displayed in the Market Depth window.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-23 19:06:14] |
| OriolCasas - Posts: 168 |
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Ok thank you, another question. About bid volume vs ask volume indicator. I would like that it shows the bid volume + the ask volume, see if then I could see the total volume when I add both. Is this possible? Thank you |
| [2024-11-25 14:29:41] |
| John - SC Support - Posts: 36466 |
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That study does not do this, but it is easy enough to get what you want. Just use the "Study Subgraphs Add" study to add up the individual Bid and Ask volumes from the "Bid Volume vs Ask Volume" study. Refer to the following: Study Subgraphs Add For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-28 19:05:30] |
| OriolCasas - Posts: 168 |
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Ok, going through that thank you. But about the consolidated tape. Do I get data from all 16 exchanges on TAS and LVL2? I feel like I didn't get an answer for that. Thank you |
| [2024-11-28 20:46:53] |
| OriolCasas - Posts: 168 |
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12* exchanges
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| [2024-11-28 20:47:19] |
| OriolCasas - Posts: 168 |
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Market depth data for all 12 exchanges (LVL2)
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| [2024-11-29 22:10:54] |
| Sierra_Chart Engineering - Posts: 17366 |
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But about the consolidated tape. Do I get data from all 16 exchanges on TAS and LVL2?
The US equities consolidated tape data feed: US Stock/Equities Consolidated Tape Data Feed Provides market data for US equities, from all of the exchanges or venues the symbols trade on, in the United States. 19 venues. There is no market depth data provided other than through NASDAQ TotalView: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes And that market depth data is only from what is occurring on NASDAQ. We do not know what is meant by TAS. 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: 2024-11-29 22:11:05
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| [2024-12-02 12:01:33] |
| OriolCasas - Posts: 168 |
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TAS= Time and sales Ok, so I understand I can get all the data from all the exchanges except market depth. That's bad news and I'll have to rely on another platform for that. My opinion is Sierra Chart is so complete and the best platform out there. Not used for stocks tough and this is one of the reasons. I think you really shouñd try and get market depth for all 19 venues. Is this on the plan? Thank you |
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