Support Board
Date/Time: Mon, 13 Jan 2025 05:51:22 +0000
Data Feed & Volume Profile
View Count: 885
| [2017-04-04 15:19:55] |
| drywater0 - Posts: 85 |
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SC Support, Recently noticed that my volume profile for ES is not consistent with what I am seeing in other platforms. For example, SC shows the POC for trading in ES (Sunday evening + Monday regular session) as 2355 vs. 2360 on other systems. I verified a number of settings as follows: 1) Volume by Price using "Ticks Per Volume Bar" setting at 1 2) Data/Trade Service using Live Interactive Brokers account where "Intraday Data Storage Time Unit" is set to 1 tick 3) Data/Trade Service has check next to "Allow Support for Sierra Chart Data Feeds" I heard the IB feed can sometimes have issues, but I thought this only was relevant on an intraday basis, and I am experiencing discrepancies on profiles for previous days. As a subscriber to Service Package 5 for the last several years, it was my understanding that the Sierra Chart Historical Data Service provides historical tick by tick data for popular CME contracts, such as ES. Am I correct in assuming this also includes the volume associated with each Tick? When I use the Delete and Download Data feature, am I re-loading data from IB or SC? How would I know which one is being used, and how can the setting be changed? Many thanks in advance for your help. PS: OTHER SIERRA CHART USERS: Can you please confirm what you see as the POC for trading in ES (regular and evening session combined) for the dates of 28 March, 30 March and 3April. Also include the data feed your are using. Appreciate your help. |
| [2017-04-04 17:36:47] |
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This is regularly going to be the case when using Interactive Brokers data: Recently noticed that my volume profile for ES is not consistent with what I am seeing in other platforms.
Refer to: http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#MarketDataProblems When I use the Delete and Download Data feature, am I re-loading data from IB or SC? How would I know which one is being used, and how can the setting be changed? http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#UsingSierraChartHistoricalData The data will come from the Sierra Chart Historical Data service except for the most recent 10 minutes. 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 |
| [2017-04-04 18:31:39] |
| drywater0 - Posts: 85 |
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My issue is with the POC (point of control) on historical charts (28 March, 30 March, 3 April). Based on what I read in the links you provided, the IB feed would NOT be the cause of the issue because I'm dealing with data that is already a day old, and hence downloaded from SC as a Package 5 user. Is this a fair statement? As a check to see if something else might be wrong, could you please confirm what you see as the POC for ES Volume Profile using the combined full session (08:30 - 15:15 Chicago Time Regular Session plus 17:00 - 08:29:59 CT Evening Session) for the dates of 28 March, 30 March, 3 April. If you can attached a chart similar to this with the last 2 weeks that would be even better. http://www.sierrachart.com/image.php?Image=1491330547346.png I don't mind paying extra for the monthly SC feed but I want to make sure that it will make a difference in this instance. Appreciate your time and attention. |
| [2017-04-05 17:22:17] |
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Based on what I read in the links you provided, the IB feed would NOT be the cause of the issue because I'm dealing with data that is already a day old, and hence downloaded from SC as a Package 5 user. Is this a fair statement?
Only if you re-downloaded the data after it was collected in real-time from Interactive Brokers.Here is the requested chart using the Sierra Chart Exchange Data Feed data: http://www.sierrachart.com/image.php?Image=1491412904307.png 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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