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DOM use non-broker data source?
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DOM use non-broker data source?

  #1 (permalink)
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DOM use non-broker data source?

I was wondering if there is a way for the DOM to use a non-broker data source for the studies (volume profile), while still executing orders with the broker?

Example: Broker = Interactive Brokers, Data Feed = IQFeed

I already have a separate SC instance running all my charts using IQFeed, then I load additional copies of SC for different DOM's (brokers). I am wondering if there is a way to allow those DOM instances of SC to use IQFeed data for building the profile to the left of the DOM?

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I ask because this profile is inaccurate when based off IB data, for instance.

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  #2 (permalink)
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josh View Post
When you go to Chart Settings and click "Find" under Alternate real-time update symbol, do you see other instances of SC at the top that you can select? I seem to recall being able to do this with a chart, but not with the DOM window, but maybe it is possible.

Yes! Holy cow, when did they add that?

In the real-time update the other instances are greyed out, so instead I set the 'symbol' to the IQFeed instance, and real-time to the Interactive Brokers instance:

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We can see the profile numbers change, so it does indeed seem to be coming from DTN:

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Just did a test order, and it seemed to work!!!!

Love it!

Thx @josh

Mike

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  #3 (permalink)
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The only problem is, based on:
Sierra Chart - Chart Settings

I am thinking this means that Historical data is coming from IQFeed (ie: chart refresh, first load) but all future and subsequent data is coming from IB. This means as the day goes by, the profile will once again be tainted with IB data.

I am going to shout to @SierraChart, and see if they will respond and clarify.

Mike

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  #4 (permalink)
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Big Mike View Post
I am thinking this means that Historical data is coming from IQFeed (ie: chart refresh, first load) but all future and subsequent data is coming from IB. This means as the day goes by, the profile will once again be tainted with IB data.

I think you are correct, but maybe SC will verify. Since you have a TT feed Mike, you could avert this situation by having a TT-based DOM open that has your profile. Only bid and ask data are not accurate, the actual prints and hence the profile is identical to IQFeed.

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  #5 (permalink)
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josh View Post
I think you are correct, but maybe SC will verify. Since you have a TT feed Mike, you could avert this situation by having a TT-based DOM open that has your profile. Only bid and ask data are not accurate, the actual prints and hence the profile is identical to IQFeed.

I'm not really worried about the TT based DOM, because like you said it is mostly accurate. But I use IB quite a lot for some trades, so would be nice to have the profile within that DOM also be correct (non-IB source). I don't always have all DOM's open at the same time, it depends on my intention for the day.

I also am trading equities so all the DOM's can eat into screen real estate quickly, even with six monitors lol. This is another reason I would like IB based DOM to use DTN data, so that the profile for equities is correct.

Mike

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  #6 (permalink)
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So I noticed that my 'last' price was the close, and not the actual real-time last (overnight session). I went into the volume by price study, and tried everything to change the 'fixed by time' to a fixed start and end time (09:30:00 - 16:14:59), but it refuses to accept the change, always reverting back to 'fixed by time'.

I was trying to have it maintain the RTH cash profile even overnight, because I don't care about the overnight profile.

@josh, are you using the overnight profile or did you find a way to do the above?

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Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

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  #7 (permalink)
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Big Mike View Post
I was trying to have it maintain the RTH cash profile even overnight, because I don't care about the overnight profile.

@josh, are you using the overnight profile or did you find a way to do the above?

Attached are my settings. But to change from overnight profile to RTH, you should just be able to turn off the evening session in the chart settings, and it should show the most recent RTH profile. And you need to turn on "use separate profile for evening session" which currently is set to "no" in yours.

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DOM use non-broker data source?-vbpsettings.png  
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  #8 (permalink)
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josh View Post
Attached are my settings. But to change from overnight profile to RTH, you should just be able to turn off the evening session in the chart settings, and it should show the most recent RTH profile. And you need to turn on "use separate profile for evening session" which currently is set to "no" in yours.

If I disable the evening session here, the "Last" does not move overnight, remaining as the RTH close.

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Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #9 (permalink)
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Big Mike View Post
If I disable the evening session here, the "Last" does not move overnight, remaining as the RTH close.

What version are you running? I'm running 912 and last price updates regardless of chart's session showing.

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  #10 (permalink)
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In the case of Volume by Price, it is always based upon the chart data itself. Therefore, whether you use Volume by Price on a Trade DOM, which will load in chart data for this study, or on a chart, it is going to use the data specified by "Symbol" in Chart >> Chart Settings. Being that you figured out how to convert a Trade DOM to use remote chart data file, therefore it is using data in this case from IQ Feed since you have set a IQ feed symbol and source in the Symbol box in Chart Settings..

We clarified the documentation for Alternate Real-Time Update Symbol



Quoting 
I went into the volume by price study, and tried everything to change the 'fixed by time' to a fixed start and end time (09:30:00 - 16:14:59), but it refuses to accept the change, always reverting back to 'fixed by time'.

The proper way to restrict the Volume by Price profiles to this time range is to set the time range through Chart >> Chart Settings. On a Trade DOM, the Volume Graph Period Type will always be set to Fixed by Time to avoid accidental settings which would not really make sense on a Trade DOM

All order execution/trading will go to IB with this configuration.

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