Support Board
Date/Time: Sun, 12 Jan 2025 08:13:13 +0000
Want to use TDAmeritrade acct. for NYSE $TICK and my Transact acct. to pull in ES data.
View Count: 2273
| [2017-02-03 21:16:03] |
| sparky36 - Posts: 21 |
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How can I do this in Sierra Charts? TIA
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| [2017-02-03 22:55:06] |
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For the NYSE TICK, this is included with the service package you are using. Refer to this page: Sierra Chart Market Statistics Here are the setup instructions to use TransAct: https://www.sierrachart.com/index.php?page=doc/TransAct.php#SetupInstructions You do not need to use TD Ameritrade for either of these. 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 |
| [2017-02-04 10:20:06] |
| sparky36 - Posts: 21 |
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Thanks but I want to use NYSE $TICK from TDameritrade because they get their data from the exchange and its accurate. Your data for NYSE $TICK is not accurate. This is # of uptick vs. downtick stocks traded on NYSE. Not the tick data for individual stock.
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| [2017-02-04 10:32:36] |
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To use TD Ameritrade, follow the instructions here: https://www.sierrachart.com/index.php?page=doc/AmeriTrade.php#SetupInstructions they get their data from the exchange and its accurate. This is not correct. Market statistics data is not provided by the exchange. There is no exchange in the world we are aware of that provides market statistics data including the NYSE.Your data for NYSE $TICK is not accurate. It is fine for you to conclude this, but we think this is incorrect. Based on recent analysis it is clear that these other market statistics put out by other sources are actually less than accurate or misleading. Refer to:Sierra Chart Market Statistics: Recent Analysis Sierra Chart Market Statistics: Market Statistics Calculations Compared to Other Data Services 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: 2017-02-04 10:32:56
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| [2017-02-05 02:17:14] |
| sparky36 - Posts: 21 |
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Hi, Thanks for the info. I don't want to argue the accuracy of your data. You may be correct in your analysis but for traders, its all about what data is actionable or can provide an edge. For me, I just find the NYSE $TICK that I get from my ameritrade account provides me an edge vs. your data. There may very well be traders who can trade off of the $TICK you provide but I am not able to do so. While having the datafeed attached to TDAmeritrade, I used the symbol $TICK and it pulls up data that is different from the $TICK chart when viewed within TOS platform. Within the TOS platform, the $TICK on 02/03/17 chart registered 10 incidences of +750 readings whereas when using your Sierra $TICK, there was only 1 incidence of +750 reading. In my book that is a big difference. Any ideas on how I can get the same $TICK chart in Sierra that matches the $TICK chart in TOS? Sorry for being a pain about this and appreciate your patience. TIA
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| [2017-02-05 02:55:49] |
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We are not sure what the NYSE TICK symbol is when using TD Ameritrade. We tried $TICK and that was not a valid symbol: HD Request # 2 | Downloading Intraday chart data for $TICK to the file $TICK.scid. Service: tda | 2017-02-04 21:54:41 HD Request # 2 | Download start date-time: 2016-08-02 22:54:41.000 | 2017-02-04 21:54:41 HD Request # 2 | Requesting 186 days of historical Minute data. | 2017-02-04 21:54:41 HD Request # 2 | Error downloading historical Intraday data for $TICK. Validation failed for 1 of 1 requests.Your request is not valid. | 2017-02-04 21:54:42 HD Request # 2 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for $TICK | 2017-02-04 21:54:42 HD Request # 2 | Intraday download COMPLETE for $TICK. Completion time: 0s. Unique request ID: 1 | 2017-02-04 21:54:42 Also the interface Sierra Chart uses to TD Ameritrade is totally separate from the TOS software. 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: 2017-02-05 02:56:23
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| [2017-02-06 03:33:57] |
| sparky36 - Posts: 21 |
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I used $TICK using TDameritrade datafeed and it pulled in data. See chart.
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 Sierra Support 5m $TICK using TDameritrade data feed.jpg / V - Attached On 2017-02-06 03:33:13 UTC - Size: 285.72 KB - 732 views Attachment Deleted. |
| [2017-02-06 08:33:02] |
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It is clear from the screenshot that you are not using the TD Ameritrade data feed and instead accessing the Barchart $TICK data. You need to follow through the instructions here: https://www.sierrachart.com/index.php?page=doc/AmeriTrade.php#SetupInstructions However, we have no idea what the TD Ameritrade Market statistic TICK symbol is. We would tend to think you are not going to be successful getting the data you expect. 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: 2017-02-06 08:33:25
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| [2017-02-07 06:53:45] |
| sparky36 - Posts: 21 |
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Hi, Thanks for the input. The chart I sent you of the $TICK (that is the actual symbol used in TDameritrade TOS) was being pulled from TDameritrade as per your instructions. It might appear that its from Barchart $TICK data but I can assure you that my sierra chart is set to TD Ameritrade. So if my data is set to TD Ameritrade, why am I pulling in Barchart $TICK data? Any Ideas? Thanks again!
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| TD Ameritrade Service Settings.jpg / V - Attached On 2017-02-07 06:52:57 UTC - Size: 118.61 KB - 480 views Attachment Deleted. |
| [2017-02-07 07:46:26] |
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To be sure the data is coming from TD Ameritrade goto that chart and select Edit >>Delete All Data and Download. We could tell it was coming from the Barchart data based upon the title bar in this screenshot which shows the service being used: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=10674 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 |
| [2017-02-07 08:18:49] |
| sparky36 - Posts: 21 |
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Ok, did what you asked and I it downloaded something but it doesnt go below the zero line. See pic. Any way we can fix this?
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| 5m $TICK using TDameritrade after deleting and redownloading.jpg / V - Attached On 2017-02-07 08:18:42 UTC - Size: 263.99 KB - 413 views |
| [2017-02-07 09:00:00] |
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Interesting you received the data and we did not. Use the Intraday data editor and see if you see any negative values: Intraday Data Editor We checked and negative values are not filtered out. So we do not know how we can help with this. As a matter of policy we are not going to provide support for other market statistics. Besides, we cannot do anything in this particular case. 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 |
| [2017-02-07 09:44:25] |
| DabbaDo - Posts: 148 |
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Here's a note from NinjaTrader last March. I eventually gave up on TD Ameritrade data. "After speaking with development this is currently a limitation with TD Ameritrade historical data servers not sending negative values. The only work around at this time would be to connect to a provider that does not have this limitation." |
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