Login Page - Create Account

Support Board


Date/Time: Thu, 13 Feb 2025 23:00:46 +0000



Syseme wide Combine Trades into Original Summary Trade?

View Count: 631

[2021-01-01 18:41:38]
BenjFlame - Posts: 335
Hi,
I'm posting this because I think it may benefit the product.
I'm using a software that did implement equivalent to "Combine Trades into Original Summary Trade" as a global system settings for feeds that allow this: CME. So it's not an individual chart / TS basis.

In Sierra that would typically go into "SC server settings".

By implementing this system wide, that software reports overall drop of 70 % in system resource usage and storage, as much less trades need to be processed and stored. Still, it maintain same accuracy on studies based on volume such as Delta and profiles.

Could this also benefit sierra?
[2021-01-02 00:20:00]
Sierra Chart Engineering - Posts: 104368
There is no performance benefit whatsoever for something like this in Sierra Chart. None at all. Absolutely none.

You are describing a program, that has very very very poor performance. Really unbelievable.
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: 2021-01-02 00:20:10
[2021-01-03 19:22:39]
BenjFlame - Posts: 335
Okay but wouldn't the size of data files, be reduced, if for example, instead of storing 50 x 1 contracts (so 50 trades unreconstructed that need to be stored) it would store only 1 single trade of 50 contracts (1 single trade reconstructed)?
Numbers here are just an example, but you get the idea.
Date Time Of Last Edit: 2021-01-03 19:29:34
[2021-01-03 20:37:02]
Sierra Chart Engineering - Posts: 104368
There is no practical benefit to a reduction in file size and it would not be all that significant. And besides, the individual trades have to be stored anyway and they always are when Sierra Chart is set to a Tick by Tick Data Configuration:
Tick by Tick Data Configuration
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: 2021-01-03 20:37:33

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

Login

Login Page - Create Account