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Date/Time: Tue, 26 Nov 2024 03:39:59 +0000



Delta Vol Bars

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[2024-01-04 18:00:25]
Ktrades07 - Posts: 4
Hello all,

I am new to sierra, and I have a friend helping me get set up with one of his plays. It uses specifically delta volume candles. He has an account with Cannon futures, but also uses apex.

I am set up with interactive brokers only. I am not able to use the delta vol candles, the chart seems to malfunction. Volume candles, number of trades etc work. Is this an issure with the
interactive data? Or a setting perhaps? Would setting up an apex account make a difference?

Thanks in advance
[2024-01-04 18:29:20]
Ktrades07 - Posts: 4
https://www.sierrachart.com/image.php?Image=1704392918151.png
[2024-01-04 18:50:18]
John - SC Support - Posts: 36286
What do you mean by "Delta Volume Candles"? We do not have a Main Price Graph candle type of Delta Volume Candles. Are you referring to the "Cumulative Delta Bars - Volume" study?

If you are trying to use a study and having issues with that, then first are you able to get the regular price graph to show? Are you having an issue with this?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-04 19:06:24]
Ktrades07 - Posts: 4
I'm referring to the Bar Period Type: Delta Volume Per Bar

When I set it to that bar period type the chart does not display data correctly. I know it is wrong as there is very little data, and I have compared it to a friend's identical set up.

He is using Apex, and I am using Interactive Brokers.

If I set it to 'Volume per Bar' the chart loads correctly, but Delta Volume per Bar does not.
[2024-01-04 22:23:53]
John - SC Support - Posts: 36286
This would definitely be due to the data source you are using. We are surprised that your friend has it working well with Rithmic, which is what APEX uses. Or is your friend using our Denali data.

We definitely recommend using our Denali data in order to ensure that you are getting this information displayed correctly. Refer to the information at the following link:
Denali Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-04 23:42:27]
User120358 - Posts: 29
Hello, this is the friend!

I've been trading and using Sierra for 2 years now, and I still have no idea how all these moving parts work.

I pay sierra for package 11 every few months. I opened an account with Cannon futures, to get the data flowing, and I have an apex account I actually trade with.

In my data/trade service settings, I'm connected to Rithmic - DTC. I do see on my Sierra dashboard that I'm using denali, and just noticed on the board here, beside my user name says I use denali.

Can I be connected to rithmic while also using denali? I would love to understand how it all works, as I have built setups using what I'm using, and I want them to keep working.

Thanks!
Date Time Of Last Edit: 2024-01-05 00:04:24
[2024-01-05 16:12:18]
John - SC Support - Posts: 36286
You are using our Denali Exchange Data Feed for your data. You have the following exchanges active:
- CME Non-Professional Top-of-Book
- COMEX Non-Professional Top-of-Book
- NYMEX Non-Professional Top-of-Book

Sierra Chart is setup such that if you are subscribed to the data from us, then you will get our data regardless of what service you are connected to. For any exchanges that you are not subscribed to from us, the data would come from the service you are connected to. Refer to the following for further information on this:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

Keep in mind, the need to connect to a live broker is a CME Group requirement in order to get the data at the non-professional rate.

Given the above, you are able to get the Delta Volume Bars properly because you are using our data. Your friend is using data from Interactive Brokers which does not have the proper Bid/Ask information to generate the those bars.

--

Separately, we would like to point out that you have 3 of the 4 CME Group exchanges active. You could save $0.50 per month and get all 4 exchanges by subscribing to the "Full CME Group (CME, CBOT, COMEX, NYMEX) for non-professional Trading accounts".

If you want to make this change, then you should wait until next month, as the exchanges renew on a calendar month basis, and they do not give refunds. Therefore, what you would do is deactivate the current exchanges that you have active at any time this month - doing this just sets them to not renew, you will continue to get the data through the end of this month. Then on the first day of the following month, activate the new exchange.

You make changes to your exchange options at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-05 18:16:55]
User120358 - Posts: 29
Thanks for explaining John!

I only trade CL, copper gold and silver, so I don't think I need that for now. Sounds like we know why my friends candles won't work. We will get his denali set up and see how it goes.

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