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Date/Time: Mon, 25 Nov 2024 06:57:18 +0000



Post From: Differences in VbP

[2014-01-08 03:29:17]
Sierra Chart Engineering - Posts: 104368

One profile is from IQFeed, the other from SC. The IQFeed continuous contract is set to None because it is continuous already, right ?
We are referring to the Volume by Price settings. They are different in your charts.

Inevitably, there will be some differences between different data feeds for various reasons. The data the Sierra Chart futures data feed provides is good data. It does not mean that it is 100 % perfect. It is 99.9999% perfect. IQ Feed data is going to be less perfect because they to not have as much tick by tick history and place limitations on it. We do not even know how far back these profiles you are creating even go or what the time span is.

In the end, we have to go through a time-consuming, painstaking, difficult analysis and then provide explanations as to what is going on with the particular scenarios you have developed. You would have to provide your chart book and your data files. In the end, it does not change anything. This is why this is outside the scope of our support. This is a matter of policy for good reason.

All we can say is the Continuous Futures Contract feature in the latest Sierra Chart versions works very well. The Sierra Chart futures data feed provides tick by tick data for the last three years. This is a lot more than IQ Feed. As long as you have a tick by tick data configuration:
http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php

you are going to have accurate profiles. This is all we can say. We cannot spend any further time on this.

Some of the issues we had in the beginning, with the data feed, would cause microscopic and virtually nondetectable inaccuracies with volume profiles during that 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
Date Time Of Last Edit: 2014-01-08 03:30:26