Support Board
Date/Time: Fri, 27 Dec 2024 01:18:44 +0000
Implied Spreads
View Count: 2244
| [2016-04-10 08:21:30] |
| Trade Nice - Posts: 75 |
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I am trying to understand the SC functionality for Implied Spreads A) To receive real-time or historic Implied Spread data, SC>Data/Trade Service Settings has to be set to 'SC Data - All services [data]' and CANNOT be set to 'Interactive Brokers [trading]'? B) So that means that that instance of SC could not for example be used to do trades with Interactive Broker initiated off the charts on SC and there is no way to trade Implied Spreads initiated from charts on SC? |
| [2016-04-10 10:58:48] |
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A) No, this is not correct. You just need to search for spreads under the Futures Spreads category in File >> Find Symbol: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ExchangeTradedSpreads B) This is correct but for a different reason because no mapping exists between the Sierra Chart Exchange Data Feed spread symbols and Interactive Brokers spread symbols. Also Sierra Chart does not support trading Interactive Brokers spreads because the symbology is just too complicated. The trading support will be coming but only on the CTS T4 system. 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: 2016-04-10 10:59:20
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| [2016-04-10 11:34:17] |
| Trade Nice - Posts: 75 |
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Re A) it seems you are saying that I should be able to find the spread symbol regardless of which SC>Data/Trade Service Settings I have? However, if I have SC>Data/Trade Service Settings set to 'SC Data - All services [data]' and I do File>Find Symbol>Futures Spreads (SC Exchange Data)>TUT.... , then the 'GetSpreads' button is enabled and if pressed, it reveals the current TUT spread symbol. BUT if SC>Data/Trade Service Settings is set to 'Interactive Brokers [trading]', then the 'GetSpreads' button is not enabled and so the spread symbol is not obtainable in that mode? |
| [2016-04-10 19:06:22] |
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We tested using Get Spreads with Interactive Brokers now and the button was enabled and we did get the spread symbols. Update the Symbol Settings as explained here: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps Try again after that. If that still does not work then update to the latest prerelease following the instructions here: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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: 2016-04-10 19:06:52
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| [2016-04-10 20:22:10] |
| Trade Nice - Posts: 75 |
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Thank you, I did the Update as you suggested and now with Interactive Brokers set as the Service, the Get Spreads button is enabled. So now I can get the TUT symbol data, the only thing is that there seems to be very little data and I would have thought this would have been an actively traded spread and that would have been reflected in the amount of chart data? In comparison, the downloaded NOB spread sybol has far more data points. |
| [2016-04-10 22:25:06] |
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This is good. We tried to find TUT spreads on IQ Feed for comparison but there are none: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed&alpha=1&start=1 We are confident the Sierra Chart Exchange Data Feed is recording all of the Intraday data for the listed spread contracts. If you have some other source you can compare to, to see if the data is incomplete, let us know. 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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