Support Board
Date/Time: Sat, 28 Dec 2024 01:30:04 +0000
IB FX 5-sec RT bars
View Count: 1097
| [2016-01-08 13:14:27] |
| User754985 - Posts: 109 |
|
Hi, When setting a "Record 5-sec RT bars" to TRUE in IB's Trading service (and connected to a Live account), I can see in the T&S window these RT bars coming with Volume=0, as per manual. Timestamps for such "bars" are 5-sec earlier than the next tick, even though they appear nearly simultaneously. 2 questions: - are these timestamps indicate "beginning of the 5-sec bar" - as is the convention in SC in general? - will the 1-min bar on a chart be considered technically "closed" by SC upon arrival of the last such "5-sec" bar (and the orders be allowed to fire)? in contrast to default waiting of the "opening tick" to close the bar? Thanks, H. |
| [2016-01-08 18:32:38] |
| |
|
- are these timestamps indicate "beginning of the 5-sec bar" - as is the convention in SC in general? Yes. - will the 1-min bar on a chart be considered technically "closed" by SC upon arrival of the last such "5-sec" bar (and the orders be allowed to fire)? in contrast to default waiting of the "opening tick" to close the bar? 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 |
| [2016-01-08 18:50:10] |
| User754985 - Posts: 109 |
|
Sorry, it it somewhat ambiguous. I have read elsewhere on a forum that with "Record True RT bars"=True, the primary/internal SC data feed switches from "Live" (tick-by-tick) to TD (50sec) - correct? If the above is correct, and the last(say, for a 1min bar) True 5sec bar comes in at exactly 03:05:00.000 - when is the earliest that the order can get fired (Assuming AutoLoop=1)? At 03:05:00:001? At 03:05:05:000? Logically, it should fire at the close of a 1-min bar, i.e. at 03:05:00.001.. |
| [2016-01-08 19:22:26] |
| |
|
We really do not understand the purpose of these questions. You can send an order whenever you want from the ACSIL trading function. That is fully within your control. It is not controlled by Sierra Chart. And it is up to you to do testing to see if everything works as you would expect. We cannot be looking at all of these questions and trying to answer them. This is taking far too much of our time unnecessarily. And it serves no purpose from our perspective. 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: 2016-01-08 19:23:04
|
| [2016-01-08 22:08:16] |
| User754985 - Posts: 109 |
|
The purpose is to clarify expected behavior/logic in YOUR software. Who else shall i ask?? Being new to SC (its internal data structures, ACSIL, etc),i need to know what needs to be coded around and what comes "out of the box"! That's why! Assuming automatic looping and evaluation of system logic/order submission on "bar close" (Autoloop=1) AND using True 5-sec bars: - when will SC technically "close the bar"? - when will SC submit orders - "on close of bar" or "opening tick" (what will that be with 5-sec bars?) of new bar? I tried to test in an IB's Paper trading environment. And saw True bars arriving with a 15sec delay and orders submitted also with appr. same delay. Today, I saw in Live that there is no delay in arrival of these bars..Hence my questions. *You wasted more time on a verbose reply without giving an answer, instead of 5-10 helpful words. |
| [2016-01-08 22:27:12] |
| |
|
Many of your questions relate to the Interactive Brokers data feed which we will not answer. That is not our responsibility and furthermore we do not know the answers to them. Sierra Chart does not have the concept of closing a bar. The very last bar in the chart is never considered a closed bar until there is a new bar added to the chart. However, if you know a bar consists of a fixed amount of time, you know that time has elapsed, and you have set sc.UpdateAlways, then you can take some action at that time since you then know the bar is considered closed. And it is up to you to decide when to submit an order. That is very simple. Therefore this question is not something that we can answer to begin with: - when will SC submit orders - "on close of bar" or "opening tick" (what will that be with 5-sec bars?) of new bar? 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: 2016-01-08 22:30:26
|
| [2016-01-08 22:40:46] |
| |
|
We had thought the documentation for this function, explained the last bar in the chart is never considered closed until there is a new bar: https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetBarHasClosedStatus We explained that now, but it was not previously documented. However, we know this is documented elsewhere. And based upon prior questions from you, we thought you understood this. If you had not already understood this, then we apologize for that misunderstanding. This was the reason why we did not understand the purpose of the questions because ultimately it is up to the programmer to control when they submit an order regardless of what sc.GetBarHasClosedStatus indicates. 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: 2016-01-08 22:41:59
|
To post a message in this thread, you need to log in with your Sierra Chart account: