Login Page - Create Account

Support Board


Date/Time: Sat, 01 Feb 2025 09:52:00 +0000



Issue with Difference Indicator

View Count: 939

[2019-07-04 01:38:18]
rwilliams1 - Posts: 346
Hi, I had been using the Difference indicator with Interactive Brokers historical midpoint data to plot -BAAVG symbol spreads. I recently switched brokers and am now using CTS T4 data which does not provide historical midpoint data. However, I thought that if I kept SC open and running, that the program would be able to record the midpoint BAAVG data live as long as I kept the program open and running. But after comparing the data from the two brokers, I've noticed that the CTS T4 data seems to be still be computing data using the Last price, which is causing data spikes (see attached pic) and making the indicator unusable. I trade using divergences so this is especially problematic in my case.

Can you please tell me if I use the BAAVG suffix, does SC record and print the BAAVG data while the chart is live and open? Can it calculate and print the BAAVG using the live bid/ask prices?

Thanks
imageDifference Plot Comparison.png / V - Attached On 2019-07-04 01:36:01 UTC - Size: 68.59 KB - 234 views
[2019-07-05 15:08:19]
Sierra Chart Engineering - Posts: 104368
However, I thought that if I kept SC open and running, that the program would be able to record the midpoint BAAVG data live as long as I kept the program open and running.
Yes this is true, when the symbol has -BAAVG at the end.

As long as Sierra Chart was connected to the data feed continuously, the underlying symbols used in that spread chart at the bottom of the image will be based on the bid and ask average.
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: 2019-07-05 15:09:23
[2019-07-05 16:04:48]
rwilliams1 - Posts: 346
Ok, thanks that what I thought. However, as you can see, the bottom chart looks completely different than the top chart. It doesn't seem to be plotting the BAAVG. Any idea of why this may be occurring? Thanks again.
[2019-07-05 20:28:51]
rwilliams1 - Posts: 346
Please disregard the previous message. I'm not sure why but for some reason the CTS T4 live BAAVG data seems to be working now. Been having some strange SC problems lately so I'm sure that's what caused it. Will uninstall and reinstall the program. Thanks.
[2019-07-08 10:26:33]
Sierra Chart Engineering - Posts: 104368
Also consider using this new service instead:
Sierra Chart / Trading Technologies Futures Order Routing Service

You are going to be much better off using the Sierra Chart data feed and we mean much better off.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account