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Sierra Chart Cumulative Delta


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Sierra Chart Cumulative Delta

  #61 (permalink)
 
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 aslan 
Madison, WI
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shahab121 View Post
Hi

A quick question if i may.
Does the free TT data feed provided through SC differ much in quality to the DTN data feed that i hear so many people raving about?

Just a show of yes/ no will do

Yes, because the TT feed does not currently mark trades as they come thru and the bid/ask in the feed is not reliable enough to properly mark trades.

Now TT has said they will be changing the feed protocol to provide whether a trade was at bid/ask. Once it is in, Sierra will update the TT client, but I am not sure on the timeframe of the updates from TT though. If you care, you should be banging on your TT broker to get this change prioritized.

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  #62 (permalink)
 
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 Big Mike 
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aslan View Post
Yes, because the TT feed does not currently mark trades as they come thru and the bid/ask in the feed is not reliable enough to properly mark trades.

Now TT has said they will be changing the feed protocol to provide whether a trade was at bid/ask. Once it is in, Sierra will update the TT client, but I am not sure on the timeframe of the updates from TT though. If you care, you should be banging on your TT broker to get this change prioritized.

I was thinking this change already got processed in FIX and SC? Maybe @Dale Box can comment on the TT FIX side.

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  #63 (permalink)
 Sawtooth 
Prescott AZ USA
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Big Mike View Post
I was thinking this change already got processed in FIX and SC? Maybe @ Dale Box can comment on the TT FIX side.

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There is still some issue with TT on this. See post #7 of this thread:

Very different [AUTOLINK]Cumulative Delta[/AUTOLINK] study values for IQ Feed and TT - Sierra Chart

I have contacted Dale Box about this, and he is looking into it.

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  #64 (permalink)
Trader Y
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Crossland TT fix is not tracking this properly yet either. Although I use DTN now, I still keep an active on it.

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  #65 (permalink)
 steve2222 
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@josh

I have set up a CD study on my ES chart and wanted to check it's accuracy/operation.

Are you able to post an ES chart for today (17th January) with CD starting from zero as at ETH session open ie 6pm ET on Thursday night.

I am using the SC CD Bars based on Volume study.

Cheers.

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  #66 (permalink)
 
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 josh 
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@steve2222 1 minute bars, closing value at Friday evening close 22400 or so

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