Support Board
Date/Time: Mon, 25 Nov 2024 20:34:57 +0000
Post From: Strange behaviour when feeding SCID using Intraday Storage Time Unit greater than 1 tick
| [2024-02-02 09:01:25] |
| weav - Posts: 30 |
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hmm, I did wonder that. I'm feeding VIX from an external source (and also VIX9D, VIN, VIF, VIX3M - all of them have the same issue). The SC instance I'm running (where I'm charting the VIX data) is a sub-instance of a master instance which is connected to Trading Evaluator Data/Trade Service. I thought maybe my sub instance is somehow picking up VIX snapshot data from somewhere but I don't explicitly subscribe to CBOE data through Sierra Chart. I subscribe to Denali only. The master instance has intraday storage time unit of 1 tick, and the sub-instance has intraday storage time unit of 1 minute. The master instance (1 tick) charts my externally-fed VIX data just fine (I feed the VIX data into both Data directories, master and sub, as VIX.scid. master being 1 tick granularity and sub being 1 minute granularity), it's only the sub-instance using storage time 1 minute that has this strange issue. If I change the sub-instance to 1 tick storage data as well then there's no problem, it all works as expected. so while it feels like I could be fighting with snapshot VIX data from the connected data feed, I can't think where this would be coming from as it should only be Denali data from the master instance. And because I only experience the issue in a 1 minute storage unit instance of SC, this leads me to believe it could be some kind of anomaly with the non-tick storage unit code in SC and externally fed intraday data Anyway you've given me food for thought. I am going to try a completely standalone clean install of SC (not a sub-instance), chart only my externally-fed VIX data, and play around with intraday storage time unit and the data service. |