Support Board
Date/Time: Mon, 23 Dec 2024 08:10:45 +0000
Stock Cumulative Delta
View Count: 1853
| [2015-01-24 15:53:22] |
| User11075 - Posts: 11 |
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Hi I am wondering if I can get cumulative delta for stocks ? If so what package do i need and what data feeds do I need to have for real time and historical? Will it look like this ? see attachment |
delta.JPG| [2015-01-24 20:55:09] |
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You can use any Sierra Chart Service Package. Other than package 2. For US stock data which includes Bid Trade Volume and Ask Trade Volume which is necessary for the Cumulative Delta studies, you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed 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 |
| [2015-09-24 12:02:59] |
| Moti - Posts: 63 |
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Hello Sierra Engineering. By using US Stock Sierra Chart Exchange Data/ for Stocks Did, "High Pullback Ask/Bid Vol Diff " in "Numbers Bar Calculated Values" Study will function ? |
| [2015-09-24 17:24:18] |
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Yes it will. However, this requires tick by tick data and that is only going to be available for the last 45 days but this data is accumulating every new day. 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 |
| [2015-09-26 22:00:48] |
| Moti - Posts: 63 |
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Thank you, So, For U.S. Equities trading with Sierra data : Did Sierra recognize " Trades at bid" & "trades at ask" on Stock same as in Futures ? Did "High Pullback Ask/Bid Vol Diff "on stock will function Same as in Futures trading ? |
| [2015-09-27 02:04:15] |
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Yes to these questions and here is an image of a chart showing these: http://www.sierrachart.com/image.php?l=1443319357891.png However, it is important to understand how a Bid Trade and a Ask Trade are determined. This is explained here: https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions The exchange does not provide an indication of this, it is determined by Sierra Chart. 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 |
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