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Direct MessagesDate/Time: Mon, 16 Sep 2024 19:26:54 +0000
SC 1157 -> wrong CD with IB stocks
View Count: 871
| [2014-07-10 17:50:27] |
| User626121 - Posts: 82 |
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Cumulative Delta for IB stocks is wrong since upgrading to SC version 1157.
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| [2014-07-10 18:00:53] |
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You cannot get accurate bid volume and ask volume with Interactive Brokers. It is not possible. Cumulative Delta Bars relies on bid volume and ask volume. In newer Sierra Chart versions, the historical data for US stocks is downloaded from the Sierra Chart Historical Data service. For more information refer to the version notes for 1141 here: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1141 The Sierra Chart historical data has very accurate bid volume and ask volume. So in newer Sierra Chart versions, for the historical data download, the Cumulative Delta Bars study will be more accurate. If you require accurate data, you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed 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: 2014-07-10 18:01:12
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| [2014-07-11 03:49:37] |
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We may have misunderstood the problem. Please give us the symbol of a stock where the Cumulative Delta Bars looks different. In the case of stocks, the volume from Interactive Brokers is now multiplied by 100 to create actual volume. To ensure consistent volume in the chart, go to the chart and select Edit >> Delete All Data and Download . 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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