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Direct MessagesDate/Time: Thu, 26 Sep 2024 23:25:32 +0000
Time and Sales request.....
View Count: 3671
| [2013-07-20 17:41:32] |
| User14266 - Posts: 225 |
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The "Combine Records with Same Time and Price" is great. However, would it be possible to separate the time and price? I would like to combine records at only the same price, not time. Thank you.
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| [2013-07-20 22:34:50] |
| M5amhan - Posts: 468 |
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if they decide to not add this feature, it does sound an awful lot like volume at price study.. you can hide the actual volume bars and just set "Display volume in bars" to whatever volume you would like to see and just make the chart this is plotted on look like a time and sales window.. just thought this may help
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| [2013-07-22 09:07:17] |
| eagle - Posts: 92 |
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In my opinion this is a very important and significant request. (This could be used in conjunction with the volume at price study.) As far as the user interface goes, simply add a "Combine Records with Same Price" checkbox below the existing "Combine Records with Same Time and Price" checkbox on the "Time and Sales Settings" window. For functionality, ignore time and use only two factors for combining the records: 1) whether or not the new trade is at the same price as the last trade and 2) whether or not the new trade is in the same category as the last trade in regards to being at/below bid or at/above ask. If the new trade is at the same price and in the same category as the last trade, combine the records. It doesn't really matter how you deal with the "Time" column. You can use the first timestamp, the last or current timestamp, or even disable the time column--whatever's easier to program. Please add this feature to all Time and Sales windows, most especially the T&S window of the Trading DOM. Thanks! Date Time Of Last Edit: 2013-07-22 09:34:35
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| [2013-07-22 09:49:46] |
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OK we will see 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 |
| [2013-07-22 20:24:04] |
| Al SC Developer - Posts: 434 |
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When available, ver 998 will have new combine records options in the Time & Sales settings: * Do not combine * Combine with same price and type <- this is the new mode * Combine with same time and price Date Time Of Last Edit: 2013-07-22 20:24:27
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| [2013-07-22 20:27:00] |
| User14266 - Posts: 225 |
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Awesome. I've never seen a software company run like this. Ask and you shall receive. Great stuff. I thank you very much!
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| [2013-07-23 03:01:54] |
| joshtrader - Posts: 486 |
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SC, will "Combine with same price and type" color code differently based on bid/ask? For example, 1694.00 trades at the bid, then 2 seconds later many more trade at the bid, and it is all shown in red in the new mode. Then, the inside market trades down a tick so that 1694.00 is at the offer, and now it trades. Will we get a new print in green on the T&S since it is now volume at the offer, or will we still see the red-colored print accumulating volume, even though it is not bid volume any longer? Having this option would be very helpful, as it may not be the best choice for some to see a single color print accumulating while in fact the volume is trading at both the bid and the offer. |
| [2013-07-23 03:21:07] |
| Al SC Developer - Posts: 434 |
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Combine with same price and type, does what it says. If price and type (bid/ask) are the same they are combined. Otherwise you would get a new print. So, if the same price was traded, but once at bid and then at ask, you would see two prints.
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| [2013-07-24 02:43:29] |
| eagle - Posts: 92 |
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I'm using a 999 Pre-release. The Time and Sales Window Combine Records function works beautifully. Thank you very much! After a lot of thought, I like the way you programmed the timestamp. Perfect! However . . . , now the Title Bar for the Time and Sales Window cannot be hidden. |
| [2013-07-24 02:57:38] |
| M5amhan - Posts: 468 |
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i also very much like this, i usually use combine price and time but i think this will be a lot more useful.. it is a good representation of price pressure especially when using it with "number of trades" along with "volume", well done SC
Date Time Of Last Edit: 2013-07-24 02:59:15
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| [2013-07-24 09:09:33] |
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We will fix this: However . . . , now the Title Bar for the Time and Sales Window cannot be hidden. 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 |
| [2013-07-24 10:33:58] |
| trademechanics - Posts: 29 |
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Nice work. Its nice to have tick agregation by same price, removing time from the equation. I made a video comparing your T&S with another platform and although they are identical 99% of the time, there's some discrepancies on both sides. No filter was used, not any type of aggregation and both use IQFeed. You can fast forward till minute 1:50. http://www.screencast.com/t/ro2mzLqEiO6U Some trades are reported by you and not by the other platform other trades are reported by the other platform and not by you. Can you double check the T&S data just to be sure that no trade is being "lost"? I sent the exact same message to the other platform support so they can check it too. Thank you. Date Time Of Last Edit: 2013-07-24 10:39:24
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| [2013-07-24 14:25:12] |
| User14266 - Posts: 225 |
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Great work. Fast too! I can't wait to try it out. I tried to install 999 last night and had a horrible time with CTS/FIX, so I had to go back to 997. Will try it again later.
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| [2013-07-24 16:24:16] |
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In regards to difficulties with CTS FIX, please start a new thread on this support board with details of the problem so we can look into it. We certainly do not want you to have a "horrible time" with that. The intention is for it to eliminate problems. ---- In response to post #12 about comparing Time and Sales data using IQ Feed data between different programs, there really is no chance at all that any data would be lost from the IQ Feed data feed within Sierra Chart. We see that you are not using any filtering or combining options. So not quite sure what the problem would be. The only reasonable explanation is there is a variation in the data being transmitted by the IQ Feed client software to each program. Another possibility is you do not have Global Settings >> Data/Trade Service Settings >> Number of stored Time and Sales Records set high enough. Make sure it is 5000. 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: 2013-07-24 16:38:43
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| [2013-07-26 11:02:53] |
| trademechanics - Posts: 29 |
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I tested with 5000 records stored but it seemed the discrepancies became even worst. I'm still waiting for a response from the other platform support. Another question, isn't it possible to have more than one T&S window opened? I've been trying to open another two windows and I can't figure out how to do it. I usually have 3 T&S windows, each with their own data. One is aggregating similar ticks, other has a volume filter, showing only block trades higher than 50 contracts and another one aggregating only offer and only bid volume, each on its own column. Also, isn't possible to add to the filtering options a filled at bid and a filled at offer so we can than choose to aggregating (combine) ticks at the bid and at the offer and see them on separate columns? Thank you. |
| [2013-07-26 16:09:32] |
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To open multiple Time and Sales windows, refer to the documentation here: http://www.sierrachart.com/index.php?l=doc/doc_TimeandSalesWindow.html#MultipleTimeandSalesWindows Also, we do believe the problem with missing trades, is external to Sierra Chart. The possibility of it being within Sierra Chart, is close to zero percent. 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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