Support Board
Date/Time: Wed, 05 Feb 2025 11:51:58 +0000
Denali with Teton Symbol Translation Question
View Count: 133
| [2024-12-10 15:56:12] |
| skalaydzhiyski - Posts: 68 |
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Hello SC, I just switched to Teton Order Routing setup with Dorman Trading as the clearing house and I can already see better fills than IB (my previous broker). The way I plan on developing strategies at the moment is the following: 1. I develop a strategy and backtest it by being connected to "SC Data - All Service [data]" service. I have market depth downloaded for the symbols coming from this service. 2. If the strategy shows robust backtest results - I let it play out in the "Trading Evaluator [trading]" service for paper trading. 3. And if the strategy does well for a period of time - I promote it to "Teton CME Order Routing [trading]" service for live trading. Now my question is -> If all three services use the Denali Data Feed, is there no way for me to map the Denali symbols to all three services so that I don't have to switch between them and to avoid duplication of .depth and .scid data in my Data directory? All the best, Spas |
| [2024-12-10 17:26:35] |
| John - SC Support - Posts: 37728 |
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There is not a way to avoid the multiple files for the different symbols. Since each of the services uses a different symbol, you need to go through the process of getting the data for the symbol when you change the service (if the data does not already exist for that symbol). Refer to the following for how to clean up old files that you no longer need: Chart Data and Chart Data Files: Cleaning Up Old and Unused Symbols for Efficiency For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-10 18:51:56] |
| skalaydzhiyski - Posts: 68 |
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Yeah, I thought that would be the answer to be honest... I don't mind whether I have unnecessary data really since I bought an SSD specifically for Sierra. Since all 3 services use Denali though, that means the data will be identical for the same symbols right ? Ex: 6BZ24-CME (SC Data - All Services) and 6BZ24_FUT_CME (Teton CME Order Routing) I just want to be 100% sure there will be no deviations between the data in the three scenarios above having in mind this is what my backtests are based upon. Thanks for the quick reply btw ! |
| [2024-12-10 19:46:53] |
| John - SC Support - Posts: 37728 |
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The data will be exactly the same between all three service settings. But we do want to point out that there will be differences in the files themselves, so you can not copy a file for one symbol to another. This is due to how different services have the pricing data stored. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-10 20:28:25] |
| skalaydzhiyski - Posts: 68 |
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Hey John, just one last thing... I am using SC Data - All Services [data] and I want to download ALL market depth data for my loaded continuous futures contract, MES*24, but when I scroll all the way to the back (2024-01-01) and do Download Market Depth Data from Date Time -> what I get is the market depth data for the latest contract loaded and not the correct depth data (i.e. for the contract with the biggest volume at the time). Any idea how to get this to work ? |
| [2024-12-10 20:33:13] |
| John - SC Support - Posts: 37728 |
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Start by setting the following to be large enough to cover the time period you are wanting: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) Keep in mind we only have 6 months of historical market depth data available. The next thing is to understand that you can not get historical market depth for previous contracts within a Continuous Futures contract chart. It will only download the data for the current front contract. Therefore, in order to get Market Depth data for a specific contract, you have to open a chart for that contract and download the Market Depth data for the dates you want for that contract. You would need to repeat this for each contract that make up the time period for which you are wanting to download the market depth data. Once the market depth data is downloaded for a specific contract, then that data will be available in the Continuous Futures Contract. 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: 2024-12-10 20:33:47
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| [2024-12-10 20:35:05] |
| skalaydzhiyski - Posts: 68 |
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:(... again I thought this might be the answer because i've been looking for a simpler solution for so long and found nothing.. Thanks anyway! |
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