Support Board
Date/Time: Wed, 12 Feb 2025 22:21:44 +0000
Denali exchange data feed and market profile
View Count: 560
| [2020-11-16 11:38:47] |
| qiw4u23oi4u234 - Posts: 34 |
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When signing up with data feed for CME, I am given two choices between 'Denali exchange data feed for sc order routing service' and '... for all servcies' What are the differences between them? I am currently using IB, but I enter my orders mostly via SC. Since I sometimes submit an OCO through SC and turn my platform off, I also pay for the IB data. But otherwise I would like to use the data from sierrachart. Which one do I need to chose? Also, is there a way to make the market profile TPOs and volume profile show only for each points instead of for each ticks? for example if market trades at 00, 00.25, 00.50, 00.75, instead of showing AAAA vertically, it will just show one TPO at 00. |
| [2020-11-16 17:19:50] |
| John - SC Support - Posts: 37916 |
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The difference in the choices for the Denali Exchange Data Feed is whether you are using the Sierra Chart Order Routing Service or not. Since you are using IB, you need to select the "Denali Exchange Data Feed for All Services". It should also have the word "Eligible" at the end of the one you should choose. This is also explained at Step #2 in this section: https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SetupInstructions_ActivateService In order to make the Volume by Price show only for points, you need to adjust the Input for Ticks per Volume Bar to be the number of ticks needed to add up to a point. In your example, you would enter a value of 4. Refer to the information here: Volume By Price Study: Ticks Per Volume Bar You cannot do what you are asking as part of the TPO study. Each TPO letter represents 30 minutes of time and shows the price range within that time period. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-11-17 22:33:15] |
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This is the equivalent setting for TPO Profile Charts: Time Price Opportunity (TPO) Profile Charts: Letter/Block Price Increment in Ticks 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: 2020-11-17 22:33:30
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