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Direct MessagesDate/Time: Fri, 27 Sep 2024 03:55:31 +0000
Post From: TPO levels do not match colleagues' levels
| [2019-04-03 18:14:00] |
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Do you need to use IQ Feed? The Sierra Chart exchange data feed is going to be much more economical and faster with historical data delivery: Sierra Chart Exchange Data Feed And the management of continuous futures contract data is going to be automatic with the Sierra Chart Exchange Data Feed. For example with IQ Feed you have to fully re-download the data at every new contract month if you are using one of the back adjusted options. You are also using a back adjusted option and that may not make sense. This is the TPO profile data that we see for the day beginning at 2019-04-01 18:00. Are your values matching for that day? Chart Values for Tools Y: 62.54 Mon 2019-04-01 18:00:10.000 Begin Time Region 1 CLK19 [CBV] [M] #1 - Profile Period: 1 Days, TPOs: 0.01 x 30 min TPO Chart Values Period Start: 2019-04-01 18:00:00 Open: 61.81 Last: 62.59 IB Range High: 0.00 IB Range Low: 0.00 IB Range Width: 0 TPO VA %: 70% Total TPO Count: 796 TPO Midpoint: 62.18 TPO POC: 61.77 TPO VA High: 62.28 TPO VA Low: 61.66 TPOs Above/Below POC: 648 / 133 (82.97% / 17.03%) Total Volume: 586516 Volume POC: 62.34 Volume VA High: 62.51 Volume VA Low: 61.88 Volume Above/Below POC: 146411 / 429302 TPO Count / Range (TFF): 6.86 AverageSubPeriodRange: 0.16 Rotation Factor: 8 Univariate Summary Maximum Value: 62.75 Upper 90%: 62.63 Upper Quartile 75%: 62.46 Mean: 62.08 Median: 62.18 Mode: 61.77 Lower 25%: 61.89 Lower 10%: 61.72 Minimum Value: 61.60 Range: 1.15 Standard Deviation: 0.30 Variance Coefficient: 0.004815 Error of the Mean: 0.010595 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: 2019-04-03 18:15:37
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