Support Board
Date/Time: Mon, 13 Jan 2025 08:50:49 +0000
Post From: Data Feed & Volume Profile
| [2017-04-04 15:19:55] |
| drywater0 - Posts: 85 |
|
SC Support, Recently noticed that my volume profile for ES is not consistent with what I am seeing in other platforms. For example, SC shows the POC for trading in ES (Sunday evening + Monday regular session) as 2355 vs. 2360 on other systems. I verified a number of settings as follows: 1) Volume by Price using "Ticks Per Volume Bar" setting at 1 2) Data/Trade Service using Live Interactive Brokers account where "Intraday Data Storage Time Unit" is set to 1 tick 3) Data/Trade Service has check next to "Allow Support for Sierra Chart Data Feeds" I heard the IB feed can sometimes have issues, but I thought this only was relevant on an intraday basis, and I am experiencing discrepancies on profiles for previous days. As a subscriber to Service Package 5 for the last several years, it was my understanding that the Sierra Chart Historical Data Service provides historical tick by tick data for popular CME contracts, such as ES. Am I correct in assuming this also includes the volume associated with each Tick? When I use the Delete and Download Data feature, am I re-loading data from IB or SC? How would I know which one is being used, and how can the setting be changed? Many thanks in advance for your help. PS: OTHER SIERRA CHART USERS: Can you please confirm what you see as the POC for trading in ES (regular and evening session combined) for the dates of 28 March, 30 March and 3April. Also include the data feed your are using. Appreciate your help. |