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Date/Time: Sat, 28 Dec 2024 07:08:50 +0000



Time and Sales Studies

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[2016-03-26 13:11:31]
Leo33 - Posts: 73
Time and Sales Bid & Ask
Time and Sales Ask Size
Time and Sales Bid Size

These studies plot values that match each other in time on the chart ie. We see the Bid price and Bid depth plot at the same moment, as new depths arrive the bid price and bid depth continue to move together [match] on the chart.

But, if i add Time and Sales Volume it does not match TnS depth or TnS price on the chart, TnS volume and TnS depth/price data arrive together but do not continue to move together on the chart. So there is no visual record of that relationship.

Am I doing something wrong?
Is it possible to get TnS Volume to plot on the chart as a matching relationship to the other TnS data?
[I'm using Sierra's Realtime feed]
[2016-03-26 18:38:50]
Sierra Chart Engineering - Posts: 104368
This is something which will be possible with some changes we plan to make in the next month with the -ALL data recording suffix:
https://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.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
[2016-03-26 19:18:00]
Leo33 - Posts: 73
That's great news.

I'm sure you have this covered; but the above also applies to Time and Sales Price.

Also, just for information [or request] highly liquid futures [e.g FESX] receive a great many BID/ASK depth updates per price change. On a 2550x monitor a Time and Sales BID/ASK Depth study will update so quickly that only a few seconds of recent history can be shown. This is not a huge problem, but it would be useful to be able to filter Time and Sales BID/ASK Depth study plot to show 1 update out of 2 [1 update out of N] or another solution so that resolution of data can be sacrificed for more history [please not any time based filter, which might throw away a burst of updates].
[2016-03-28 17:27:24]
Sierra Chart Engineering - Posts: 104368
We will have to think about this.
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
[2016-04-22 09:38:52]
Leo33 - Posts: 73
I'm on version 1399 [regarding 1st post in thread]

Time and Sales Bid & Ask
Time and Sales Ask Size
Time and Sales Bid Size
These 3 studies plot values that SYNC on the chart

Time and Sales Price
Time and Sales Volume
These 2 studies plot values that SYNC on the chart

I've tried plotting the 5 studies together with -BID_ASK_TRADE_SYNC // -ALL // no suffix
They don't all SYNC unless I'm doing something wrong? I'm not sure if this was your intention?
[2016-04-22 10:37:45]
Sierra Chart Engineering - Posts: 104368
Refer to the documentation here for how to do this:
https://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php#BID_ASK_TRADE_SYNC

None of the Time and Sales studies support synchronization directly to the chart bars themselves.
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: 2016-04-22 17:58:47
[2016-04-22 10:56:56]
Leo33 - Posts: 73
Perhaps another user could try this?

Note:
I think the -RECORD_BID_ASK_TRADE_SYNC suffix is incorrect in the documentation
I've used -BID_ASK_TRADE_SYNC instead

If the documented suffix is correct [it give a download failed error for me], that could be my problem.
[2016-04-22 17:57:45]
Sierra Chart Engineering - Posts: 104368
Yes the documentation is incorrect. We are correcting it now.

The previous name that had the word RECORD in it, was used only in an internal identifier within 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
Date Time Of Last Edit: 2016-04-22 17:59:33

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