Support Board
Date/Time: Sat, 28 Dec 2024 10:38:07 +0000
IB - premarket data and volume
View Count: 4725
| [2016-01-13 21:18:17] |
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Another thing has come to mind about this. When you are running a scan, as the symbols are being scanned through, historical data has to be downloaded for the symbols. So it is possible that before the data is downloaded that the scan condition can be met. In the Alerts Message: Alert - Chart: ZWH16 [CV] [M] Daily #1 | Formula: =1 is TRUE. | Last Price: 478.00 | Bar Start Time: 2016-01-13 00:00:00 | Alert: Alert 1 You will see the Bar Start Time, so you only need to be looking at Alert Messages that have the current date. 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 |
| [2016-01-13 21:47:45] |
| User190756 - Posts: 38 |
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that is not really a satisfactory solution. Is it possible to download the historical data in advance for all symbols in my watchlist, so that the scan only shows the correct results? |
| [2016-01-13 22:00:51] |
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You first need to run the scan once. Clear the Alerts Log with "Clear Log" on the Alerts Manager window and run the scan again.
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 |
| [2016-01-14 09:24:16] |
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We thought of a better way of accomplishing this without running a scan twice. Add all of the symbols you will be scanning to the Intraday File Update List: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSettingsMenu.html#IntradayFileUpdateList This list supports importing symbols from a text file. After connecting to the data feed, you need to wait for the historical data to be download for the symbols before running the scan. You can monitor that through the Message Log: https://www.sierrachart.com/index.php?page=doc/doc_MessageLog.html Once again, for the greatest market data speed and reliability we recommend using the Sierra Chart Exchange Data Feed: Sierra Chart Exchange 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 Date Time Of Last Edit: 2016-01-14 09:25:06
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| [2016-01-15 14:14:52] |
| User190756 - Posts: 38 |
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I do not understand the fee structure for the Sierra Data feeds. Can you please tell me which Data feeds I need to trade the Dow Jones and S&P (stocks and indices) and what to pay for? |
| [2016-01-15 17:59:08] |
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You need to pay for a real-time data connection which is 35 USD per month. The pricing of that is explained here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#Pricing And you need to activate these exchanges: Dow Jones Indices S&P Indices US Equities The pricing can be found here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SupportedExchanges 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 |
| [2016-01-16 09:54:02] |
| User190756 - Posts: 38 |
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for this 3 exchanges, do I have to pay the data connection once or three times?
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| [2016-01-16 17:19:06] |
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Just one time.
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 |
| [2016-01-16 17:36:40] |
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Another thing that has come to mind is that if you are using an intraday chart set to 1 day per bar when scanning and the Alert Condition formula is using that data, then there is no reason to be using the Daily OHLC study to access the prior volume because you can access the prior days volume with the V[-1] identifier.
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: 2016-01-16 17:37:14
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| [2016-01-17 19:02:05] |
| User190756 - Posts: 38 |
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Are the premarket-Data included in the price?
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| [2016-01-17 19:29:58] |
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Yes.
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 |
| [2016-01-20 19:58:18] |
| User190756 - Posts: 38 |
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I read that the Sierra Chart Exchange Data Feed has a limit of receiving real-time data on 100 to 125 symbols concurrently. Does this mean that I cannot scan all symbols of the S&P at once? |
| [2016-01-20 20:12:21] |
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Not really. What you need to do is add the symbols to the Global Settings >>Intraday File Update List. When you want to bring the Intraday data files up-to-date to the current time, select File >> Disconnect and File >> Connect to Data Feed. The symbol limit will be exceeded, but at the time of connecting to the data feed all of the data files will be up-to-date after the download completes. Also, if it is worth your while, there is a 500 symbol limit available but we do not think it is necessary to use. 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 |
| [2016-01-20 20:22:23] |
| User190756 - Posts: 38 |
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I want to scan all stocks in the S&P 500 for gaps. Is this possible despite of this limit?
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| [2016-01-20 20:30:40] |
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Yes. We cannot think of any problems that would occur. But 400 of the symbols are not going to update in real time but at the time you connect to data feed, they will be all up to date once the historical data download completes. 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: 2016-01-20 20:31:05
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| [2016-01-22 18:54:03] |
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One other thing we would like to mention is that you probably should set up another copy/instance of Sierra Chart on your system. One that you will use for scanning. Here are instructions: Using Multiple Data and Trading Services at the Same Time So if you go over the symbol limit, that will not be a problem and affect real-time data collection on the symbols that you want to watch in real-time. When you are done with the scanning you can use another instance of Sierra Chart to monitor the particular symbols you want to follow in real-time. You will have to disconnect the instance used for scanning from the data feed before you use the other instance unless you were to pay for 2 real-time connections. 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 |
| [2016-02-12 19:23:29] |
| User190756 - Posts: 38 |
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In the following the problems I currently still have: I changed my data feed from IB to SC Data, to get the data faster and more reliable and without limits. As recommended, I added the S&P symbols to the Global Settings >>Intraday File Update List. When starting SierraCharts, it takes over 30 min to update 500 symbols (I tested with different internet connections). My scan (I want to display all S&P symbols with a premarket gap from 2% or more and a volume of at least 1 million) takes also between 15 and 30 min. Today I started the scan in the premarket and got 2 results (APC and ATVI). When executing the exactly same scan once more 4 hours later I got 43 results. Although my scan should only scan for the actual gaps (from yesterday to today), I get results from earlier days too. When I click through the symbols in my Associated Watch List, sometimes there are only 20 to 30 bars on the chart. So I have to open the chart settings and increase the number of days to load (it’s sufficient to increase by 1) and all bars appear. Some symbols later the same. My questions: - What can I do to accelerate the updating of the Intraday File Update List? - The same with my scan? - What can be the reason for the different scan results? - What can I do to get the scan results only for the actual day? - What can be the reason for the small number of bars on my chart? I hope, you can help me because I’m testing and working now for several months with your software, paying for data feed while my intention was to use IB, and still don’t get the results I need. |
| [2016-02-12 20:11:39] |
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Attach here the text file with the 500 symbols. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile Give us the exact Alert Condition Formula you are using. We will test this and make a video while we are doing it and demonstrate all of this. It should work just fine. The data should download drastically faster than that. Should be done in just a few minutes. For now the very first thing we want you to do is to set the Global Settings >> Data/Trade Service Settings >> Service to "SC Data- All Services" to make sure you are getting the data from the Sierra Chart Exchange Data Feed. Set Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit to 10 seconds to increase the download speed. And we also want you to delete all of the Intraday data files for the stocks by following the instructions here : https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#DeletingChartDataFile This is so that you will start off with proper fresh data. We are confident you should not be having these problems at all and this should work rocksolid. Once we go to the procedure our self we will confirm this and if there any issues we will take care of them. 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 |
| [2016-02-12 20:35:15] |
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We are testing this now and the data downloading is very fast but we are seeing a problem with this formula: V[-1]>1000000 The evaluation of it is not correct. We need to see what is causing this problem and solve it. 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 |
| [2016-02-12 21:22:00] |
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We figured out the problem with this formula and we are fixing it: V[-1]>1000000 We will have a new release out in a few hours. It was caused by an integer overflow because volume numbers are large. So part of the problem you are experiencing is because of this. We know this has not been an easy process but we will not let you down and we have complete confidence this will work very well. 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 |
| [2016-02-12 22:23:32] |
| User190756 - Posts: 38 |
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may I ask you, am I the only one who is using your software for scanning like this, or are my wishes so demanding?
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| [2016-02-12 22:38:50] |
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Scanning is definitely used among our users, but how exactly it is used is wide-ranging. You should definitely not be having any trouble with market data and we are very very puzzled with some of the things your reporting . This is why we want to show you a demonstration video to show you how this should work and then you can determine where you are going wrong or what you are misunderstanding. And we did discover a problem when a formula is referencing volume and those volume numbers are large. We are putting out a new release in about an hour. 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 |
| [2016-02-13 02:05:53] |
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Another thing came to mind, make sure you have Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds enabled to make sure you are using the data from the Sierra Chart Exchange Data Feed. There are conditions in which that option is always considered to be on depending upon the selected Service. However, just to be sure it should be enabled. Otherwise, the data downloading would be very slow. Also update Sierra Chart to the current version with Help >> Download Current Version. Refer to: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate We fixed the problem involving alert formulas referencing large volume numbers. In our testing, we did not identify any problem other than this problem involving a comparison of the volume number in an alert formula. Everything else worked correctly. We will be making a video sometime in the next few days. 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: 2016-02-13 02:07:07
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| [2016-02-13 03:23:10] |
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Provide your S&P 500 symbol list file and also the formula you are currently using. We will not make a video until we get these. 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 |
| [2016-02-14 22:36:59] |
| User190756 - Posts: 38 |
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I followed all your instructions with the settings and the deleting of the data. The only thing: Window >> Windows and Chartbooks - The description mentioned that I have to remove the charts from the Chartbook -> This point I didn't follow, because I want to keep my charts with the indicators and settings My scan conditions: First I created two different scans (for gap-up and gap-down), but because it takes such a long time for two scans I combined these. =OR(AND(C[-1]>5,C[-1]*0.98>O,V[-1]>1000000, V[-2]>1000000, V[-3]>1000000, V[-4]>1000000, V[-5]>1000000),(AND(C[-1]>5,C[-1]*1.02<O,V[-1]>1000000, V[-2]>1000000, V[-3]>1000000, V[-4]>1000000, V[-5]>1000000))) |
 Symbols_SuP500.txt - Attached On 2016-02-14 22:34:53 UTC - Size: 2.52 KB - 530 views Attachment Deleted. |
| [2016-02-14 23:19:23] |
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OK thank you. There is no need to remove the charts. We should have made that clear. 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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