Support Board
Date/Time: Fri, 29 Nov 2024 05:38:57 +0000
Time & Sales conflicting data
View Count: 301
| [2023-02-28 01:32:32] |
| ShadowTrader2023 - Posts: 4 |
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Hi guys, I noticed I've got some conflicting info when comparing time and sales on TOS vs Sierra. See attached pic. Some of the ask prints are printing as bid prints, and vise versa. I've tried to align the rows as close as I could, but if you look at the time, price, and volume you'll see what I mean. Has anyone else noticed this? Also, another concern was seeing way more prints coming through on TOS vs. Sierra during trading day today. Both were filtered to 5 or greater, but TOS was following price action much more precise. I've tried to keep Sierra as simple as could be to optimize performance, even adjusting Milliseconds to no less than 40, hoping that might help, but no luck. Any input would be great, thanks. |
Attachment Deleted.  Time & Sales.png / V - Attached On 2023-02-28 01:18:47 UTC - Size: 95.47 KB - 65 views |
| [2023-02-28 08:30:23] |
| Sierra_Chart Engineering - Posts: 17220 |
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Sierra Chart is definitively 100% accurate with identifying whether a trade is at the bid or ask. Clearly TOS is not. Regarding the other question the Denali Data Feed is receiving all trades. However, one setting that definitely affects how filtering works is this: Time and Sales Window: Combine Records >> Combine Records into Exchange Reported Original Summary Trade Try combining into the original summary trade. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-28 12:18:44] |
| ShadowTrader2023 - Posts: 4 |
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Thank you, I have it set to "do not combine", so I would think it would update as quickly as TOS and it does most of the time. Can you tell me what settings would impact update responsiveness most in this case? Thanks
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| [2023-02-28 13:27:00] |
| Sierra_Chart Engineering - Posts: 17220 |
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Set the Combine Records option to Combine Records into Exchange Reported Original Summary Trade. With the volume filter setting that you are using you will get more updates. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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