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Date/Time: Mon, 23 Dec 2024 02:36:05 +0000



Aggregated Volume of 2 symbols

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[2015-08-24 17:03:56]
Adam - Posts: 141
Hi

I wanted to know if I can create an aggregated symbol of 2 contracts.

The contracts are identical: NYMEX CL and ICE WTI. I want to do this to see the overall volume profiles as around 25% of the daily volume is hitting this exchange and it would build a more accurate profile shape.

Is there a way to do this in SC?

Adam
[2015-08-24 17:52:01]
Sierra Chart Engineering - Posts: 104368
No. This is not supported.
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:
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[2015-08-24 19:57:06]
Adam - Posts: 141
Hi

For a development fee would you consider building this? My company is happy to fund this

Did you want to discuss via phone or email
[2015-08-25 08:35:15]
Sierra Chart Engineering - Posts: 104368
This is inherently difficult and we have so many other priorities and we are very busy for the next six months.
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
[2015-08-25 08:38:35]
Adam - Posts: 141
Understood

is this a piece of work a 3rd party developer could do or does it need you guys?

Do you publish a roadmap? it would be good to see whats coming.

Adam
[2015-08-25 20:11:46]
norvik_ - Posts: 106
I can do this with data from rithmic. In general, it is possible for any data feed, but leaning another api will take a time.
[2015-08-26 05:41:27]
Sierra Chart Engineering - Posts: 104368
Thinking about this some more, we may be able to do this, we will get back to in a couple of days.

There will be a cost associated with this. Not sure exactly how much. But it should be less than 500 USD.
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
[2015-08-26 14:47:42]
Adam - Posts: 141
Thanks will wait for you response and the price seems fair
[2015-09-02 16:19:29]
Adam - Posts: 141
any news on this? Thanks Adam
[2015-09-02 18:44:17]
Sierra Chart Engineering - Posts: 104368
No. As busy as we are, we cannot say when we would have time to get to this. Please check back in about 3 weeks from now.
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: 2015-09-02 18:44:45
[2015-09-02 18:46:17]
Adam - Posts: 141
Sorry was only chasing as you said you would revert in a couple of days

Adam
[2015-09-04 03:18:49]
Sierra Chart Engineering - Posts: 104368
Yes, we do see that. But as usual what happens is that we get very busy with other things that need to be finished first and 2 days becomes weeks.
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
[2015-09-14 17:30:43]
Adam - Posts: 141
Dear Sierra Chart

Any news on this? I know you guys are busy but i'm happy to pay to have this feature expedited? we have some development work pending on this back of this now.

Thanks in advance Adam
[2015-09-14 19:05:17]
Sierra Chart Engineering - Posts: 104368
We have given this some more thought to see if it is reasonable to do.

So just to confirm, you want a Volume Profile to contain the volume at price data from two different charts for the same period of time?

As far as the cost goes, as we work on it, it is possible the time could go higher especially if you come back to us and find little problems or you want possibly some other functionality. So it could go over 500 USD.

At this point, we just want to continue to think about it but not commit to anything yet.
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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