Support Board
Date/Time: Thu, 30 Jan 2025 19:02:38 +0000
Spreadsheet SfT referencing another Sheet containing DOM for auto-trading
View Count: 930
| [2019-03-26 20:18:55] |
| Chad - Posts: 234 |
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Hi SCE, I know that your documentation states to use the Spreadsheet Study with DoMD Study for DOM data, without mention of possibility to use Spreadsheet System for Trading...is this explicitly disallowed? If so, could I just use another Sheet (configured with SSfT) within the same Spreadsheet, and reference those Sheets with SS/DoMD? If possible, it seems that I must make two sheets for each symbol/market I intend to auto-trade. Or, as an alternative at ACSIL level, I could just use sc.Subgraph[] instead of SSfT, yes? Lastly, is it possible to get millisecond timestamps in a Sheet, for cases of reporting tick-by-tick data? Date Time Of Last Edit: 2019-03-26 20:41:54
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| [2019-03-27 02:08:14] |
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You can certainly use any of the Spreadsheet studies with the Depth of Market Data study. You can use the Spreadsheet System for Trading study. We will make sure the documentation makes this clear. No milliseconds are not yet supported. 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: 2019-03-27 02:08:49
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| [2019-03-27 03:52:50] |
| Chad - Posts: 234 |
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Thank you. The reason I asked is that, on first inspection of the Bid & Ask Sizes in the DoMD array within a SSfT study applied, while connected to Rithmic's feed, there were substantial differences in the values compared to those within SC's standard DOM view, and the inside/highest Bid level was missing from the array. When I opened R|Trader and compared their 'Order Book' DOM to SC's DOM, all values were exactly the same and updated at same time. When I removed SSfT and added the Spreadsheet Study & checked the DoMD array, it matched the DOM. I just created a new Intraday chart in SC and re-applied the DoMD & SSfT studies, & compared to a DOM - they matched fine...maybe just a fluke. If I see this again, I'll post a screenshot here. Date Time Of Last Edit: 2019-03-27 03:56:47
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| [2019-03-27 21:17:01] |
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What you see with the Depth of Market Data study needs to match what you see in the Market Depth window within Sierra Chart for the same symbol. There should be an exact match. Make sure the Depth of Market Data study is at the top of the list of Studies to Graph in the Chart Studies window. That most likely is what the problem is.
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: 2019-03-27 21:17:19
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| [2019-03-27 22:09:11] |
| Chad - Posts: 234 |
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I don't recall what the precedence was in the list of StG, but I'd say you're right. My apology for missing that, I know the documentation emphasizes precedence.
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