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Date/Time: Sat, 11 Jan 2025 22:48:48 +0000

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downloaded DATA - the most critical element

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[2017-01-11 15:00:46] #1 [Go To First Post]
Greg77 - Posts: 3
As a trader I find that the most important step in charting and trading is having good historical and live data feed AND downloading proper data. I could use the best live and historical servers BUT if I don't download proper data for my use, any further analysis is flawed. Unfortunately, I find the explanations on your website lacking and therefore without proper understanding what get's downloaded there is a risk that I could end up downloading incorrect data. Of course I could always download i.e. 1000 days of tick data and work from that BUT it will unnecessarily make charts load longer and put pressure on the resources (I guess around 20-25GB of ES-mini data alone for 1000 days of 1-tick) What I frankly need is to be able to download good 1000 days of intraday-1min data AND last 100 days of 1-tick data. I need to have my data BACK ADJUSTED, if that makes any difference. I'm trying to understand what data EXACTLY will be dowloaded given choices made in the menus. I hope you can explain it to me by using my examples and answer the questions below. Feel free to add other examples on top of the ones below. Let's assume that in Global Settings>Data/Trade Service Settings, I use the following options A. Intraday Data Storage Time Unit: 1 TIck B. Max Historical Intra Days to Download: Non Tick Data: 1000 C. Max Historical Intra Days to Download: 1-Tick Data: 100 1. Will it download both (B.1000 days Non tick)+(C.100 days tick) data OR only 1-tick data because A. is set to 1-Tick? 2. What kind of B.1000 days Non Tick data is it going to be? 1min intraday, daily ...? 3. How exactly is the Volume at price computed/spread for those B. 1000 Non Tick intraday data set? (i.e. evenly distributed across time bars etc?) Assuming A/B/C set as above, let's say that now I set my Chart Settings>Days to load: 200 4. Will that "override" settings A/B/C and download the data needed based on the chart settings? So for 1min chart it will download 200 days of 1 min, for Renko chart it will load 200 days of 1-tick chart? 5. OR the chart can use only whatever was downloaded to HDD based on settings A/B/C? Now, let's assume we change A. to the following: A. Intraday Data Storage Time Unit: 1 Min B/C stays the same: 1000 days non tick and 100 days 1-tick. 6. Is it now going to download 1000 days of non-tick intraday only and skip entirely 1-tick data because of setting A. to something other than 1-tick? 7. Lastly: if I wanted to have an intraday chart with back adjusted data: 1000 days of intraday 1min data + around last 100 days of 1-tick data (so my last 100 days is perfect in detail), can I do that by setting A/B/C and Chart-Days to load? 8. If not, maybe there is another way including i.e. separate downloading of 1000 days of intraday 1-min data (then coping that data to different folder), then downloading 100 days of 1-tick data, then pasting 1min data from other folder back to main data folder, all done to have a combination of around last 100 days of 1-tick data + older 900 days as intraday 1-min data and be able to back adjust the data... Thanks Date Time Of Last Edit: 2017-01-11 20:11:47

[2017-01-11 18:59:30] #2 [Go To First Post]
Greg77 - Posts: 3
I would really love to hear from you guys.

[2017-01-11 19:14:36] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are working on this now, but we are looking at this and wondering if we should charge for part of the time for this. Or just simply look at the general idea of what you want and give our best advice. 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

[2017-01-11 19:58:33] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will have the information to you by morning. We have to defer this until later because there is a lot here. 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

[2017-01-11 19:59:04] #5 [Go To First Post]
Greg77 - Posts: 3
well, just let me know how your software works exactly. I will rephrase my post, hope you find it easier to answer, look below: ********* Perhaps the easy explanation is (if that's the case then let me know): IF Intraday Data Storage Time Unit is set to 1 Tick THEN I can ONLY download tick data and SC doesn't even look at "non-tick" days setting field and there will be no other intraday data downloaded. similarly, IF Intraday Data Storage Time Unit is set to anything else from 1-tick, like 1-min THEN there will be NO tick data dowloaded as SC doesn't look at "1-tick" days setting. But if the above is the case, then the menu choices don't make any sense. In that case there should be only 2 choices to make: 1. Intraday Data Storage Unit 2. How many days of the above Because you build the menu the way you did, I wonder how exactly the options work. I'm switching from a different platform (IRT) that let you clearly pick separately how many days of tick data, how many days of intraday 1min data, how many days daily. Additionally, chart view period (date from) would override those setting and load extra data if needed. Separate questions are, 1. Does Chart Setting>Days to load override chart download data setting from Data/Trade Service Settings so It loads more that specified there? 2. Why using Continues Contract I can not set the chart settings to load from exact date? That's the key issue for Volume Profiling. 3. Is there a manual work around to have last 100 days of 1-tick data and 1000 days of intraday 1min data? Thanks Date Time Of Last Edit: 2017-01-11 20:12:21**

[2017-01-12 09:36:32] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
First, if you want good and reliable data, then you will need to use the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php This is essential. You do not want to rely upon Rithmic historical data. And for order routing we would recommend using CQG or CTS: http://www.sierrachart.com/index.php?page=doc/Data.php I need to have my data BACK ADJUSTED, if that makes any difference. Back adjustments are performed by using the Continuous Futures Contract feature: Continuous Futures Contract Charts We have done some documentation updates and your questions are answered here: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayStorageUnit https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxHistoricalIntradayDaysToDownload To accomplish what you want, you need to set Sierra Chart to download 1 Tick data and use this feature to compress the data older than a certain number of days: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#DataFileManagement 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: 2017-01-12 09:50:19

[2017-01-12 09:47:41] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
IF Intraday Data Storage Time Unit is set to 1 Tick THEN I can ONLY download tick data and SC doesn't even look at "non-tick" days setting field and there will be no other intraday data downloaded. Yes this is correct. similarly, IF Intraday Data Storage Time Unit is set to anything else from 1-tick, like 1-min THEN there will be NO tick data dowloaded as SC doesn't look at "1-tick" days setting. Yes this is correct. 1. Does Chart Setting>Days to load override chart download data setting from Data/Trade Service Settings so It loads more that specified there? No. But refer to this setting: https://www.sierrachart.com/index.php?page=doc/ChartSettings.html&CAID=#DateRangeInFile 2. Why using Continues Contract I can not set the chart settings to load from exact date? That's the key issue for Volume Profiling. You can. Refer to the Chart Settings: Chart Settings 3. Is there a manual work around to have last 100 days of 1-tick data and 1000 days of intraday 1min data? This has been answered in the prior post. Please understand that we are very busy and all of these questions are a burden on us. There should not be a need for all of these questions. 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: 2017-01-12 09:50:57

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