Home >> Support Board

Support Board

Date/Time: Tue, 26 Nov 2024 04:15:04 +0000

How to Post a Message for Support

Post From: Volume at Price Graph 'point of control' is in wrong place....

[2014-04-03 09:30:24] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
For the Market Data Feed Questionnaire you can set the futures broker to "Other". This will be fine if you are not using CME data. Bid and Ask volume is provided by Eurex (thats why we trade it..) This is definitely not correct. It can only be estimated with the EUREX. And the algorithm used with the Sierra Chart EUREX data feed is good and the recent feedback on it is that it is good. - are you talking about the futures feed (FDAX)? Yes. IQfeed provide full bid/ask volume data for FDAX - This is not true. true volume-at-price data in real-time... every contract bought and sold, every second, at every tick level - This is true of IQ Feed and also the Sierra Chart EUREX feed. The Sierra Chart EUREX feed does provide true volume at price data. Ialso noticed an unhappy customer in another post on this very subject.. who said there was big issues with numbers data. Yes we know but that particular problem was with bid trade volume and ask trade volume and we do not think their comments were fair. And the particular issue was addressed two weeks ago once we found a good algorithm to use. This should not be a calculation it should be raw complete data from EUREX - Which they do supply They do not supply bid trade volume or ask trade volume. Please understand this. It must be estimated, and there is no perfect algorithm and you cannot achieve 100% accuracy. If you believe that, then you are believing in something false. Do not let anyone convince you that the bid trade volume and ask trade volume they present from the EUREX is "100% accurate". It is not. This is a very basic fact. It can only be estimated. This is why we take very strong exception to past negative comments from one user about the Sierra Chart EUREX data feed, especially at the time when we switched to a strict uptick and downtick method to compute bid volume and ask volume which gives a more reasonable Cumulative Delta Bars calculation. The algorithm Sierra Chart uses now for EUREX is not based strictly on upticks and downticks. It also does comparisons to the bid and ask prices. 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: 2014-04-05 21:24:59