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[Locked] - Which data feed should I choose for AMP Futures: TTnet, Rithmic or Sierra Chart

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[2014-01-26 00:48:40]
Sierra Chart Engineering - Posts: 104368
Yes. You will have Daily Profit/Loss.

No.
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
[2014-01-26 01:01:50]
rwilliams1 - Posts: 346
One last question. Does CQG and Rithmic display the account balance in SC? Thanks
[2014-01-26 02:25:28]
Sierra Chart Engineering - Posts: 104368
Yes. Both CQG and Rithmic provide account balance data and it is supported within Sierra 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
Date Time Of Last Edit: 2014-01-26 02:25:50
[2014-01-26 02:56:58]
rwilliams1 - Posts: 346
Great. Has there been any update on the status on whether the Amp CQG feed will be up and running with SC anytime soon?
[2014-01-28 03:51:57]
Sierra Chart Engineering - Posts: 104368
CQG Trading documentation is now available:
https://www.sierrachart.com/index.php?l=doc/CQGTrading.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
[2014-01-28 07:28:34]
rwilliams1 - Posts: 346
Is the Sierra Charts Real Time Data package necessary in order to use CQG or can users obtain historical & real time chart data directly from their CQG feed inside SC?
[2014-01-28 07:54:57]
Sierra Chart Engineering - Posts: 104368
It is 100% necessary. Sierra Chart has no support for CQG market data and we do not foresee support for that coming until the end of the year.
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: 2014-01-28 07:55:21
[2014-02-04 04:20:28]
User30720 - Posts: 20
I know with the Sierra/TT combo via AMP that there are no server side OCO's and nor is there a web trader platform that would allow me to manage/place trades via the web if for some reason the Sierra/TT combo loses connectivity with the exchange (eg my trading PC dies mid trade).

But why is there not?

Is this a TT issue or an AMP issue?

Do you know if there are any plans (or WIP) to make these available - especially server side OCO's?

The Sierra/TT combo with AMP in all other respects is a great package, but the two weaknesses above means it does not give disaster recovery protection.

Following the same theme: is there any likely development to bring our account balances into Sierra ie is this a TT or AMP issue?

Thanks for your help in assisting me with understanding development plans and where the roadblock lies.
[2014-02-04 04:29:30]
Sierra Chart Engineering - Posts: 104368
Would not be fair to call it an issue.

We tend suspect server-side OCO does not exist because Trading Technologies chooses for unknown reasons not to make it available on the FIX adapter. As far as a web trader goes, certainly someone could develop that, which connects into a TT FIX adapter.

We have considered how to implement server-side OCO, but it certainly is a rather substantial development task and something also which requires very careful monitoring. It is not something that at the moment we are prepared to get involved with. Although it is something we do have a longer-term interest in. It would require Sierra Chart to develop an intermediary order handling server.

And as far as account balances go, that would require a connection into the AMP accounting backend. And we do not know much about that.
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
[2014-02-04 08:14:23]
cross - Posts: 70
User30720 : I don't indend to repeat myself.. check reply #13 to add disaster protection by VPS hosting. You can manage those from mobile devices too but sure can be difficult on a small screen. Moreover, VPS is priced monthly and not per contract.

Besides the client side failures.. server side OCO has value with close targets aka. scalping. Otherwise, you possibily won't experience much improvement. And SC is way much richful in respect of stop management than the server side OCO I saw.

For intraday trading there is no real need to have balance information. I get the statment overnight in a pdf and PNL is displayed in SC. So no problem if you don't swing trade and roll over contracts. That also requires the overnight margin which are set by the exchanges and are much higher than intraday margins offered widely.

I use SC / TT FIX and are very pleased of its stability and SC features. Thanks SC Team!
[2014-04-08 04:13:57]
AC94667 - Posts: 5
ok sorry to beat a dead horse I guess. But should I NOT relay on Cumulative Delta from TT? Although TT says it is provided? https://www.tradingtechnologies.com/en/help/xstudy/tt-cumulative-vol-delta-ttcvd/
[2014-04-08 04:52:26]
Sierra Chart Engineering - Posts: 104368
No. Do not rely on Bid traded volume or Ask traded volume from TT FIX. You will need to use the Sierra Chart Data Feed:
https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.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
[2014-04-08 10:32:50]
cross - Posts: 70
AC94667:

AFAIK, TT's X_... platforms are totally different from their TT FIX data and order feed.

As an alternative solution you can consider the "Cumulative Delta Bars - Up/Down Tick Volume" study. It gives consistent result across markets and data feeds. I chose that in the past with TT. However, I am not a big Cumulative Delta Bar trader..

See a past discussion here:
Cumulative Delta Volume odd chart

AFAIK if you are trading European markets Sierra also chose the above method to synthetize the bid/ask volume data because of the poor bid/ask quality from the exchanges.
Numbers bar study bid - ask split incorrect behaviour | Post: 29588


BTW, Sierra's own data feed is the best available, coming directly from the exchanges!
Date Time Of Last Edit: 2014-04-08 10:34:15
[2014-04-11 23:08:28]
Infinite - Posts: 134
AS far as chart data TTnet with Amp is as accurate as CQG for sure. The volume issue should be correct from TT. I called them personally and they were "on it"!
[2014-04-13 08:18:12]
cross - Posts: 70
Infinite:
If you read back the forums for some years(!) TT always told "working on it" but nothing really happened.

You can use different order and data feeds like trading via TT FIX but charting from Sierra's data feed. If your trading is about that high level data quality then consider Sierra feeds.
It is true unfiltered tick data, directly from the exchanges and specifically designed to deliver industry level quality to you. Check the forums about how good is it compared to other feeds!
[2014-05-01 03:27:30]
Futures Operator - Posts: 239
I asked Amp on if the TT FIX service they offer for SierraChart is independent of TTNet, as they also support X Trader through TTNet, and the response was:

"The AMP FIX is included, powered by our TTnet environment. The entire AMP TT set up is under TTnet."

However, SC says TTNet through AMP is the same as TT FIX, and is completely different from TTNet/XTrader. I am curious as to the difference in explanations.


Date Time Of Last Edit: 2014-05-01 05:46:14
[2014-05-21 03:02:51]
User13668 - Posts: 294
The AMP server is down over the weekend. So what we see in this Message Log is expected.

Hello SC,

I actually thought I had read a more recent response from SC, but I can't find it now, so this post of yours (#21 in the thread) will do:

My memory said that SC had suggested in this forum that you were going to talk with TT and AMP about why their server could not remain available for the bulk of the time across the weekend. Whereas now it seems to be taken down for the whole weekend up until a couple of hours before the markets open on Sunday evening.

Is there any progress on this?

Thank you
[2014-05-21 03:14:56]
Sierra Chart Engineering - Posts: 104368
My memory said that SC had suggested in this forum that you were going to talk with TT and AMP about why their server could not remain available for the bulk of the time across the weekend. Whereas now it seems to be taken down for the whole weekend up until a couple of hours before the markets open on Sunday evening.

Is there any progress on this?
We clearly remember that this was never said. If it was, show us where. This is something that it is unlikely we would suggest to a clearing company because they have their own reasons why they do what they do and also this depends upon TT.
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
[2014-06-12 15:13:09]
AC96354 - Posts: 15
The data feed with TT is good. Unless you use bid volume or ask volume which is less accurate with TT. In this case you will want to use the Sierra Chart data feed which is fully integrated with TT.
what do you meam by " bid volume or ask volume"
i attached screen and cirled by red. is that bid volume (market order on bid order)?



Date Time Of Last Edit: 2014-06-12 19:23:31
imagedom.png / V - Attached On 2014-06-12 15:10:27 UTC - Size: 12.12 KB - 944 views
[2014-06-13 15:28:35]
AC96354 - Posts: 15
could Sierra Chart Support answer?
[2014-06-13 15:50:02]
cross - Posts: 70
@AC96354

No, that is not the bid/ask volume. Bid/Ask volume is not about the DOM which shows you the market depth and lists the waiting (limit) orders at the price levels, and the trades passed at the most recent price. However, your image doesn't show the column headers but you most probably highlighted the recently traded amount as I mentioned.

Bid/Ask volume as a specific data from a datafeed (and not all provides that equally) means how many contracts traded on each tick and whether it happend at the bid or the ask price on the market at that particular moment in time. You can use this data to determine who is in control, buyers or sellers. Keep in mind that things are never such simple! If you really want to go that way Google around and investigate the topic of bid/ask volume, cumulative delta bars, etc..
Be warned that this rabbit's hole is deep ;)

Trade well!

BTW, I am not from the support and SC team usually busy with the active development, don't blame them for that.
[2014-06-13 17:56:12]
Sierra Chart Engineering - Posts: 104368
Bid Volume and Ask Volume are defined here:
http://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#Definitions

The screenshot seems to show the last trade volume.

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
[2014-08-19 22:02:30]
amjams - Posts: 3
Hello, I am currently an AMP customer using NT7 with CQG. I want to switch to Sierra Charts (package 5) and use your unfiltered data feed instead of the feeds that are provided by AMP. Is this possible? If so, what are the steps I need to take?
thanks

[2014-08-19 23:02:52]
cross - Posts: 70
Hi amjams!

It is definitely possible!

Sierra Chart Exchange Data Feed

I hope it helps!
[2014-08-19 23:31:10]
Sierra Chart Engineering - Posts: 104368
CQG is a good data feed. If use Sierra Chart with CQG, you should not need the Sierra Chart Exchange Data Feed, but it is your choice.

In any case, this is possible. Follow the instructions on this page:

Sierra Chart Exchange Data Feed

You will need to activate this data feed on your own direct Sierra Chart account. This is going to be the account that you have used to post on the support board with.
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
[2014-08-19 23:40:23]
amjams - Posts: 3
Thanks cross! That helped. I'm still a little confused, hopefully you can clear this up for me. If I go through AMP TTNet would I also get the sierra chart real time feed or would that be extra ($35)?

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