Support Board
Date/Time: Sun, 24 Nov 2024 21:53:43 +0000
[Programming Help] - Tick Charts
View Count: 1342
| [2019-11-07 07:38:57] |
| User255315 - Posts: 133 |
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Hi SC, I am working with trade/tick level data and have a few questions about the ways i can access this data in sierra. 1. I want to load a continuous spread chart with the resolution of the chart set to 1 trade. what settings would i need to achieve this? 2. I want to access the historical market depth at the time of each trade. How would one do that? 3. If i add a spreadsheet study to the chart after setting it up in 1 and 2, would the data values in 1 and 2 be outputted to the spreadsheet in real time/chart replay etc? Thanks in advance! |
| [2019-11-13 05:06:29] |
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More questions: We have recently explored more of Sierra's capabilities and I had a few questions that I hope you would be able to answer. 1. Do the .scid files Sierra stores data in get updated on the system hard drive in real time if I am connected to a real time data feed? (By update I mean the trades that happen in real time since the .scid files is in the format of trade-level data). 2.I have found a way to access the data from the .scid files in a python environment for some higher order processing. Is there any way to write my trade decisions into a file so that Sierra can send my orders through? Or any other way to patch my orders from an external environment to your routing servers would be fine. 3. On a related topic, I had raised a support ticket regarding working with tick-level data in sierra and order flow parameters like market depth. (link: Tick Charts). It would be great if some functionality within Sierra like Quote Spreadsheet would help us achieve the same in 2. 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 |
| [2019-11-17 03:34:19] |
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1. This is not supported to do this with spread symbols unless you were to set up the rollover rules for spread symbols: Global Symbol Settings 2. The closest that is available is going to be this: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) Also refer to: ACSIL Programming Concepts: Programmatically Accessing Historical and Current Market Depth Data 3. Through a Spreadsheet you can access the chart data but not any historical market depth data. ---- 1. This is explained here: Intraday Data File Format 2. You just have to figure this out by using the ACSIL trading functions: Automated Trading From an Advanced Custom Study What you can do is write the trading commands to a file and read them from an ACSIL function and then use the appropriate ACSIL functions to submit orders. 3. Answered 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 |
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