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.
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; 05/24/1906:37.
Re: Sierra Chart Plugin
[Re: h4h4rd]
#477145 05/24/1910:5405/24/1910:54
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 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!
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?
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.