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Re: Sierra Chart Plugin [Re: h4h4rd] #477109
05/16/19 14:37
05/16/19 14:37
Joined: Feb 2017
Posts: 768
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AndrewAMD Online OP
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AndrewAMD  Online OP
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Try the download script.

OK, well I might have time to debug the latter issue this weekend.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477111
05/16/19 14:47
05/16/19 14:47
Joined: May 2019
Posts: 10
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h4h4rd Offline
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h4h4rd  Offline
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Posts: 10
The second plugin is not able to connect, neither with the download script, nor with the script I posted.

The first plugin seems works, when I change to "trades" and remove the slash from the name, i.e. EURUSD instead of EUR/USD. At least SierraChart starts downloading data.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477144
05/24/19 06:36
05/24/19 06:36
Joined: May 2019
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h4h4rd Offline
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Hey is there any news regarding this? Again, the first plugin you sent works for me right now, the second one doesn't. For downloading that is, I haven't tried live trading. I can't imagine I'm the only one with this issue. Or do you believe there is something wrong with my setup?

Thanks,

h4h4rd

Last edited by h4h4rd; 05/24/19 06:37.
Re: Sierra Chart Plugin [Re: h4h4rd] #477145
05/24/19 10:54
05/24/19 10:54
Joined: Feb 2017
Posts: 768
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AndrewAMD Online OP
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AndrewAMD  Online OP
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Sorry, I did not have time to look into it yet. I will provide an update when I get the time.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477432
06/26/19 09:22
06/26/19 09:22
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bondo1 Offline
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Hey Andrew, just wanted to say thanks for taking the time to write this dll, very much appreciated!

Secondly, I'm having the same problem as h4h4rd, but I'm trying to download historical prices from Bitmex - similar/same error messages showing up on Zorro (using Zorro S) and on Sierra. Was there any update to this?

Thanks again for taking the time to do all this!

EDIT: So I tried the dll you posted here; https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=477098#Post477098 ; and I can connect/retrieve data, gonna compare it to the data drawn as if I was just using Sierra. Also, I'll check the other
dll that h4h4rd said reproduced the issue.

Last edited by bondo1; 06/26/19 10:10.
Re: Sierra Chart Plugin [Re: AndrewAMD] #477433
06/26/19 12:44
06/26/19 12:44
Joined: Feb 2017
Posts: 768
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AndrewAMD Online OP
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AndrewAMD  Online OP
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I do have a bugfix update, haven't gotten around to uploading it until now.

Attached is version 0.9.2.4.

Attached Files
SierraChart_0_9_2_4.zip (20 downloads)
Re: Sierra Chart Plugin [Re: AndrewAMD] #477439
06/26/19 23:43
06/26/19 23:43
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bondo1 Offline
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Hey Andrew,

Thanks for the update! I just tried it out and no issues on my end with historical data now.

For anyone wondering, I'm using a demo of Sierra as provided by Sierra, but I had the Login fields set to Real when I downloaded price history, gonna try out what happens if I set it to Demo later tonight and re-download the data.
I personally use CQG and IQFeed, so I'll run it using both data sets to see if I get any issues and report back here.

Also, can't thank Andrew enough, thanks for keeping up with this man, big ups!


Last edited by bondo1; 06/26/19 23:44.
Re: Sierra Chart Plugin [Re: AndrewAMD] #477454
06/28/19 00:11
06/28/19 00:11
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bondo1 Offline
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Just wanted to ask,

I think I read earlier in this thread that to download data, we should be using the symbols listed by Sierra. Using the new plugin, I just tried it with a couple of equity symbols and I'm getting no foreseeable problems. Gonna try it with some futures and cryptocurrency exchanges in a bit as well.

Couple of things;

If I wanted to test using a symbol from another data feed that isn't Sierra, say IQFeed, how would I/would I be able to do that with the plugin?
(E.g.

File > Data/Trade Settings > Select IQFeed
//
File > Find Symbol > [Input/Type out IQFeed Symbol]
//
Run Zorro download.c script > [Type IQFeed Symbol, not Sierra's Symbol] into the download widget]? )

I tried the above steps with LYFT and I was able to download the asset prices and display a price graph doing the above steps. I attached a picture as well.

My questions is, how do I know that I pulled from IQFeed and not Sierra's data feed? I'm assuming the message log from Sierra would let me know that (?) Here are some select messages that might help with the clarification;
-----------------------

// After selecting IQFeed and inputting LYFT as the symbol, I tried to chart the price in Sierra's software. In the message log I received notification that the data was from IQFeed

IQFeed | Starting real-time market data updates for: LYFT. ID: 3 | 2019-06-27 16:51:41.485
IQFeed | Requesting security definition data for: LYFT. ID: 3 | 2019-06-27 16:51:41.485
IQFeed | Using primary service for historical data for LYFT | 2019-06-27 16:51:41.485
Intraday data recording state for symbol LYFT is set to download 'Pending'. | 2019-06-27 16:51:41.485
Delaying start of download for LYFT | 2019-06-27 16:51:41.486
HD Request # 7 | Downloading Intraday chart data for LYFT to the file LYFT.scid. Service: dtn | 2019-06-27 16:51:46.214

// When I tried to download/chart the data using the plugin, I received this notification (I'm assuming this means that the data is being downloaded from IQFeed > since dtn = IQFeed, but just wanted to make sure : D)

Sent successful Logon response message to client. Username: _. Result text: Connected to SC DTC Protocol server. Service=dtn|SymbolSettings=dtn | 2019-06-27 16:52:52.195

-----------------------


And lastly, I think I read in the Zorro manual that imported data converts into UTC (correct me if I'm wrong), so the timestamps we see on the time scale are in UTC as well, even if I set my Sierra settings to my local time?

Attached Files
Test1.png (86 downloads)
Last edited by bondo1; 06/28/19 00:15.
Re: Sierra Chart Plugin [Re: AndrewAMD] #477455
06/28/19 02:24
06/28/19 02:24
Joined: Feb 2017
Posts: 768
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AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 768
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Sierra Chart connects to one data service at a time.

You receive your time stamps in UTC, both via DTC and via all plugins. This is good because it is impossible to get wrong.

Last edited by AndrewAMD; 06/28/19 02:27.
Re: Sierra Chart Plugin [Re: AndrewAMD] #477456
06/28/19 03:22
06/28/19 03:22
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bondo1 Offline
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Hey Andrew,

Thanks for the clarifications!

As I was playing around with loading different asset data, I noticed that for Bitmex, it's skipping regular time periods, specifically the same weekend day every single week [See picture below].
I highlighted the areas of interest.

I'm using the download widget that runs from Zorro's included download.c script and after checking that the asset was stored in the Zorro History folder, I plot the price to check the data according to this script;

//Run to check price curve data

function run()
{
//Defining a 1 minute period
BarPeriod = 1;

//Defining the two assets used in spread calculation
asset("nameofasset");
var assetprice = priceClose() ;

//Plots
plot("assetprice",assetprice,NEW,BLUE);
}

Not sure if this is due to the plugin, or Sierra's side? Or do I need to do something to the download.c script from Zorro?

There's definitely weekend data, I loaded historical charts off Sierra using the same symbol and was able to display the entire history (plus, almost all cryptocurrency exchanges are 24/7 barring
downtimes.

**** Also, I checked BTC data off of Poloniex and received a similar result (regularly occurring, missing data that seems to be a weekend day), see second attached picture. I checked my Sierra settings and it's set to load weekend data.


Attached Files
IncompleteLoad3.png (117 downloads)
IncompleteLoad4.png (15 downloads)
Last edited by bondo1; 06/28/19 03:40.
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