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Date/Time: Wed, 27 Nov 2024 22:51:55 +0000



Use Date Range versus Date in File

View Count: 1829

[2014-09-12 16:43:22]
RobertL - Posts: 26
I have rolled over to the Dec contract from Sept contract in the NQ emini.
Attached I have 2 screenshots showing the result of the volume profiles and have adjusted the dates according to the data I expect to see.
Using OEC data with DTN backfill.
The problem is:
1) When the Trade Symbol is the current contract NQZ4, I have up to date info to today +1 day for the NQ(2014-09-13) , but the tick data for backfill is absent, as the profiles are thin and appear to only contain 1 minutes data( except for the last 2 days).
2) When the Trade Symbol is @NQ# (DTN backfill), and the Use Date Range is set to the desired start and stop data, which is today , the chart only updates to the data listed above in the Date in Range File (2014-07-24).
How can I get the chart to fill in all the tick data for backfill to the current date ?
Is there a way for the chart to update every day correctly so I don't have to constantly input the current days date in the Use Date Range area ?
Muchas Gracias !
Attachment Deleted.
Private File
Private File
Attachment Deleted.
[2014-09-12 17:12:41]
Sierra Chart Engineering - Posts: 104368
You are not following the proper procedures for sharing data between copies of Sierra Chart. Each copy of Sierra Chart must use a separate Global Settings >> General Settings >>Data Files Folder. Currently they are sharing the same folder and that is not recommended. Here is the documentation for this:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#Sharing

We will only provide help when the standard procedures are followed.

Also Use Date Range >> To date should be 0. This way you do not have to keep changing the date.

If you are missing any data in the @NQ# chart, then go to the instance connected to IQ Feed, open that chart and follow the instructions in help topic 7.1:
https://www.sierrachart.com/index.php?page=doc/helpdetails7.html#h7.1

Consider using the Sierra Chart Real-Time and Historical Exchange Data Feed instead of IQ Feed:
Sierra Chart Exchange Data Feed

It is fully integrated with trading services like OEC. Or you can just use the OEC data. Make sure you have a tick by tick data configuration:
https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php
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: 2014-09-12 17:15:03
[2014-09-29 16:00:10]
RobertL - Posts: 26
Ok thanks Guys,, I have decided to compare only DTN/IQ Feed between IRT and SC for the time being, I seem to not be receiving data correctly somehow but not sure at this point. Here is the screenshot and comparison as well as the Message Log. I may be missing something simple but have followed the Data setup link instructions you sent.

Most noticeably is the Comp VPOC which is 4058.50 for IRT and 4066 for SC.
120 days tick data for IRT and same for SC ( even though they say it goes to 186 ) I use DTN/IQ and 120 days is max.
NQ --Regular Trading Hours ( 830 am to 315 pm Central time ) study from 081814 to present Tick data for both platforms.

The Peak Valley setting for both charts is "10" but a lot of the peaks and valleys are off. Have monkeyed with the settings like 8,9,11,12 but the main issue of the VPOC remains.

Date Time Of Last Edit: 2014-09-29 18:26:06
imageSC vs IRT Comp RTH 081814_2014-09-27_10settingPeakValley.png / V - Attached On 2014-09-29 15:59:54 UTC - Size: 107.16 KB - 365 views
[2014-09-29 18:26:50]
Sierra Chart Engineering - Posts: 104368
The Message Log is not needed and this particular screenshot is not useful to us as it contains an overwhelming amount of information we do not know what you are referring to.

Provide us a Chartbook that contains one single chart using the Sierra Chart Data Feed and has one single Volume by Price study on it set up the way you want it to compare to the other program. We will then see what we get when we test it.

We also need to know the time zone setting in Sierra Chart. Here are the instructions to provide the Chartbook:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
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
[2014-09-29 20:11:38]
RobertL - Posts: 26
From what I understand I have to pay for Sierra Chart Data Feed by your post. I am already paying for DTN/IQ Feed. Please let me speak to you over the phone. I do not have Dragon software and it takes me a long time to type as I have mechanics hands.
[2014-09-29 20:25:49]
RobertL - Posts: 26
Also SCDF only has 30 days of tick data, I need and use more than that for volume profiling, DTN/IQ has up to 120 days.
[2014-09-29 20:29:46]
Sierra Chart Engineering - Posts: 104368
No, you do not need the Sierra Chart data feed. Set up a Chartbook with 1 chart that uses IQ Feed, this will be just fine as well.

The Sierra Chart data feed has at least 3 years of tick by tick data for the major futures contracts. We will need to update the documentation to indicate this.
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: 2014-09-29 20:31:02
[2014-09-30 13:17:01]
RobertL - Posts: 26
ok thanks, here's the chartbook
attachmentComp Incorrect to SC Tech.cht - Attached On 2014-09-30 13:16:42 UTC - Size: 28.98 KB - 432 views
[2014-10-01 06:05:18]
Sierra Chart Engineering - Posts: 104368
The Session Times are not set correctly in Chart >> Chart Settings. They need to be set to 08:30:00 am to 15:15:00

The End Time and End Date in the Volume by Price settings are not used with the Volume Graph Period Type you have set.
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: 2014-10-01 06:08:41
[2014-10-01 13:14:15]
RobertL - Posts: 26
When I sent the Chartbook to you and even now when I pull it up without touching anything , the session times are set correctly just as you stated above. Regardless of the time the vpoc is wrong at 4066 as well as the data.
[2014-10-01 15:37:16]
RobertL - Posts: 26
Please refer to my second post which states the criteria that I set for the time session for the chart as well.( 830am to 315pm). Your software likes to scramble session times when one imports a Chartbook. But I figured you already knew about this issue as well.
[2014-10-01 15:41:31]
Sierra Chart Engineering - Posts: 104368
We are going to look into this again. We realize now why the Session Times changed for us and that is because we changed the symbol of the chart.
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
[2014-10-01 17:04:11]
Sierra Chart Engineering - Posts: 104368
The correct point of control from 2014-08-18 is 4066. This is what we get with the Sierra Chart Exchange Data feed and IQ Feed:
http://www.sierrachart.com/image.php?l=1412183003453.png
http://www.sierrachart.com/image.php?l=1412183045130.png

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
[2014-10-01 18:47:59]
RobertL - Posts: 26
the correct point of control is 4058.50 for those dates and even today, I confirmed with another friend of mine and also everyone in FT71's trading room, so something is off on your chart
Was wondering what and how the data is downloaded in SC, can I specify if I want only tick data and how much as well as 1 min data or is this capability not allowed ?
[2014-10-01 19:21:11]
Sierra Chart Engineering - Posts: 104368
Being that the point of control with the Sierra Chart Exchange Data Feed and also with IQ Feed are both the same at 4066, then we can say that that is accurate for the settings that you had.

How can you definitively prove that something is not correct within Sierra Chart? This is quite difficult because of the immense amount of data being calculated. We we are confident the calculations are correct. We are certain that the calculations are correct based upon the settings you are using.

In our tests, we are certain that tick by tick data was being used.

You cannot specify only tick by tick data with IQ Feed, but that is what is being used in the calculation because the point of control matches the Sierra Chart data feed.
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
[2014-10-01 19:54:22]
RobertL - Posts: 26
ok then how do we solve the problem with this issue from here if we are at odds, what would we need to do to get correct data so the vpoc reads 4058.50, which I know is correct ?
In IRT I can specify if I want only tick data or 1 min data or what not form IQFeed.
My settings for SC must be incorrect then and I don't know how to get them accurate and have based them off your articles.

[2014-10-01 21:56:17]
Sierra Chart Engineering - Posts: 104368
We do not think there is any problem with the data from IQ Feed because the same point of control is obtained from the Sierra Chart Exchange Data Feed which is only tick data. So from IQ Feed you must be getting tick by tick data as well for the time period of the volume profile.

We do not really know what more to say about this because we are certain the calculations are correct.

One thing that could be done is to do a volume profile calculation across a smaller period of time and then manually do the calculations to see if it is correct or compare that to your other program.

We have no reason to believe that Sierra Chart is doing anything wrong because the volume at price calculations have been under development for a very long time and is very will debugged by now.
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
[2014-10-02 00:12:05]
RobertL - Posts: 26
How about a remote assistance to see if I have done something else incorrectly.
Over 200+ people in FT's chat room can't be wrong all at the same time on different data feeds.
In addition to your data feed and DTN/IQ's on multiple platforms.
[2014-10-02 05:38:42]
Sierra Chart Engineering - Posts: 104368
Are there others using Sierra Chart and showing a different point of control value compared to what you and we got ?
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
[2014-10-02 16:41:20]
RobertL - Posts: 26
Yes my friend in the room has 4058.50 for his vpoc, here is his chart
[2014-10-02 16:42:36]
RobertL - Posts: 26
sorry here it is , the date is back to June but the mcvpoc is still the same as August
Private File
[2014-10-03 02:28:29]
Sierra Chart Engineering - Posts: 104368
We cannot read that image. Basically what this means is that your Volume by Price settings and Chart Settings are different than their settings.

We would have to get that users Sierra Chart Chartbook to know exactly what the settings are.
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
[2014-10-03 03:19:00]
RobertL - Posts: 26
I'll see what I can do to get his chartbook.
I think I may have found the problem. See screenshot.
imageDTN limitations.png / V - Attached On 2014-10-03 03:18:50 UTC - Size: 97.72 KB - 383 views
[2014-10-03 03:19:54]
RobertL - Posts: 26
I have to have at least 90 to 120 days of Tick data from DTN.
[2014-10-03 04:33:05]
Sierra Chart Engineering - Posts: 104368
We do not think that that limitation is the problem as long as the data is being downloaded during the evening session hours.

Additionally, we get the very same result using your Chartbook and the Sierra Chart Exchange Data Feed which has complete tick data.
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

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