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Sierra with IQ and IB


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Sierra with IQ and IB

  #11 (permalink)
 FGBL07 
Oberhausen, Germany
 
Experience: Advanced
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MarpleTrading View Post
This morning I spoke with a support guy from IQfeed and he told me that it was not possible to get back fill on cumulative delta because IQ doesn't store market bid and ask volume :S

I think there has something gone wrong in your communication with IQFeed. You do not have to be logged in all the time to get proper Cumulative Delta Values.

It's late now. Let's try tomorrow to properly configure a chart for you.

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  #12 (permalink)
 
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 Big Mike 
Manta, Ecuador
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MarpleTrading View Post
This morning I spoke with a support guy from IQfeed and he told me that it was not possible to get back fill on cumulative delta because IQ doesn't store market bid and ask volume :S

I don't know who you talked to, but yes IQFeed has historical bid/ask and Sierra Chart supports it.

Mike

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  #13 (permalink)
 
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 Robert Carrillo 
Omaha NE
 
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Big Mike View Post
I don't know who you talked to, but yes IQFeed has historical bid/ask and Sierra Chart supports it.

Mike

Hi all,

IQFeed provides historical bid price and ask price but not the size.

Robert

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  #14 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Robert Carrillo View Post
Hi all,

IQFeed provides historical bid price and ask price but not the size.

Robert

All you need is the bid ask for each 'last' tick. It works perfectly in Sierra Chart with IQFeed, cumulative delta backfill works.

Mike

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  #15 (permalink)
 MarpleTrading 
Nederland
 
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Big Mike View Post
All you need is the bid ask for each 'last' tick. It works perfectly in Sierra Chart with IQFeed, cumulative delta backfill works.

Mike

But the question is how to make it work. Still have the dashes for the time my computer was not connected to IQfeed

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  #16 (permalink)
 
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 Big Mike 
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MarpleTrading View Post
But the question is how to make it work. Still have the dashes for the time my computer was not connected to IQfeed

Forget the remote chart option and start with only IQFeed as the only data service.

Mike

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  #17 (permalink)
 MarpleTrading 
Nederland
 
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I figured it out

Data must be downloaded as tick data which is not set per default .

Sierra Chart - Tick by Tick Data Configuration

Thanks for all the support guys!

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  #18 (permalink)
 
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 Jedi 
SF Bay Area
 
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My CD never back fills properly and my historical download is set to tick. Its either inverted or flat back fill unless my computer is on.. IQ Feed told me they don't store historical delta data was the reason that happens..

To understand this thread properly, when you turn on the computer in the AM, you see the delta on your overnight chart as well and its not inverted or flat lined? Its also the same thing on footprints.. the back fill data is missing.

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  #19 (permalink)
 
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 josh 
Georgia, US
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I don't know what's going on with you IQ users who are having problems with delta. I had IQ for a year and used it with Sierra for a while and always delta was fine. Something's not set right if you do not have CD correctly, because it all works perfectly.

For a sanity check make sure "Download Historical Intraday Data As" is Ticks and also "Intraday Storage Time Unit" is 1 Tick.

Also, I'm shocked that anyone from IQFeed told you this, or that some of you have misinterpreted it. A tick from IQFeed looks something like this:

[TIME] [LAST] [VOL] [BID] [ASK]

Note there is no bid size or ask size, but that does not matter at all for a delta calculation. Everything you need is right there, and every tick from IQ has it. Check your settings.

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  #20 (permalink)
 boze man 
South Jersey
 
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Big Mike View Post


Mike

Hey Mike...how do you get that extra column between the profile and the DOM? at the 1393.25 line there is a '4'...nice to have a little space so the numbers dont all run together...

thanks B

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