Support Board
Date/Time: Fri, 27 Dec 2024 17:57:34 +0000
Cumulative Delta issue on SPX500
View Count: 1521
| [2016-02-19 13:11:00] |
| User900519 - Posts: 13 |
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http://www.sierrachart.com/image.php?l=1455886412771.png Hi, If you can see from the above screen shot the cumulative delta for the SPX500 is showing differently to normal since the 17th of feb. Contrast this to the cumulative delta for the GER30 which is showing normally. Any suggestions? |
| [2016-02-19 18:03:44] |
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The chart image given is for the GER30. We do know that the price updates for the SPX500 are much less now than previously. This started about two weeks ago. 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 |
| [2016-02-19 18:44:35] |
| User900519 - Posts: 13 |
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http://www.sierrachart.com/image.php?l=1455907227533.png Sorry this is chart of SPX500, started about 19.00 hours GMT on the 17th Feb. Basically cannot use this study on SPX500 at moment. |
| [2016-02-19 19:36:50] |
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Try using Cumulative Delta Bars-Volume and make sure you have a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php 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 |
| [2016-02-19 19:50:40] |
| User900519 - Posts: 13 |
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http://www.sierrachart.com/image.php?l=1455911304824.png The above is following your suggestion with tick by tick data but still not working correctly. |
| [2016-02-19 20:30:52] |
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And the Intraday Data Storage Time Unit is set to 1 Tick? (we know you answered this, just making absolutely certain) We do not see how we can help with this because the data is what it is as provided from FXCM and the way that it is processed and the way that these Cumulative Delta Bars studies work is all in a proper and consistent way. So whatever the final result is cannot be changed. 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: 2016-02-19 20:31:41
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| [2016-02-26 14:11:53] |
| User900519 - Posts: 13 |
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Have checked and the Intrady Data Storage Time Unit is set to 1 tick. Is there anyway I can reset Sierra Charts to the default settings or perhaps reinstall the software? This might help if the problem with Cumulative Delta on SPX is only I am experiencing.
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| [2016-02-26 19:19:46] |
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No none of this will help. There is some change in the data from FXCM. We did look at the Cumulative Delta Bars and recently it does not seem to correlate with the underlying prices but this is not something we cannot change.
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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