Sierra Index .mnd with volume backfill?

[JumpOff]

Hi Folks,
I posted this in the data feed section and no one responded, so I hope you don't mind if I ask here too.

I've purchased sierra, and signed up for a free trial of the my track feed, so I'm getting delayed data to play with in my charts. All of that is good, but if I don't have Sierra turned on during trading hours, when I reopen the prices backfill, but the volume doesn't. (Is that just the way Sierra works?)

Trying to investigate the role of volume is really difficult if you don't have some volume to look at! I'm writing here because I hope one of you may be a sierra user who trades at least one index and captures volume?

If so, do you have an index (S&P or Naz) .mnd file or two that includes volume that you could share? I'd also love to see a Eur/USD contract with volume.

I'd thought maybe I could buy something like this from disktrading.com but their historical data doesn't include volume.

Thanks,
JO

 

[FTSE Beater]

Hi JO

That sounds very strange. Sierrachart should backfill everything, and I've never had a problem with it, especially off a mytrack feed
I presume it's to do with you running the demo version, maybe it's slightly watered down.

Sorry I can't be of more help.

 

[pogle]

Hi Folks,
I posted this in the data feed section and no one responded, so I hope you don't mind if I ask here too.

I've purchased sierra, and signed up for a free trial of the my track feed, so I'm getting delayed data to play with in my charts. All of that is good, but if I don't have Sierra turned on during trading hours, when I reopen the prices backfill, but the volume doesn't. (Is that just the way Sierra works?)

Trying to investigate the role of volume is really difficult if you don't have some volume to look at! I'm writing here because I hope one of you may be a sierra user who trades at least one index and captures volume?

If so, do you have an index (S&P or Naz) .mnd file or two that includes volume that you could share? I'd also love to see a Eur/USD contract with volume.

I'd thought maybe I could buy something like this from disktrading.com but their historical data doesn't include volume.

Thanks,
JO

There is no real volume for indices and currencies. The volume that is displayed for these is actually the number of ticks in the bar's period, not a number of contracts or shares. If you chart a future however, then it will backfill the volume as this actually represents the number of contracts traded.

HTH

pogle

 

[JumpOff]

Thanks pogle,
I'll check my symbols, and make sure I'm looking at the right data.
JO