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Date/Time: Fri, 24 May 2024 06:56:50 +0000

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DOM tick size issue

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[2024-02-05 15:31:01] #25 [Go To First Post]
User5074600 - Posts: 7
Just updated this morning to 2596 Edit: Updated to 2597 - same thing Date Time Of Last Edit: 2024-02-05 15:39:20

[2024-02-06 20:57:22] #26 [Go To First Post]
User5074600 - Posts: 7
Just want to bump/follow up on this so it doesn't get lost, know you guys are busy. Thanks

[2024-02-06 21:12:58] #27 [Go To First Post]
Sierra_Chart Engineering - Posts: 14457
Provide us the chart you have this issue with by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-06 22:10:47] #28 [Go To First Post]
User5074600 - Posts: 7
Ok, please see attached. And just to clarify: In replay data, all columns on the DOM follow the recent bid/ask compression logic (which is perfect). In live data, only the market depth & recent bid/ask follow the compression (and other columns such as pull/stack, current bid/ask do not). I am hoping either I am doing something wrong, or there is a plan for a future release that would allow the live data to follow what the replay data is currently doing successfully. Thanks again! Date Time Of Last Edit: 2024-02-06 22:15:50


SupportChartbook.Cht - Attached On 2024-02-06 22:03:23 UTC - Size: 3.61 KB - 160 views

[2024-02-07 16:03:42] #29 [Go To First Post]
John - SC Support - Posts: 31856
The Chartbook you sent has a Trading DOM for NQ, but the Tick Size is the standard 0.25 and the Combine Increment in Ticks is 1, therefore there is no special combining setup for this chart. So the testing gives us what we expect, the data is in increments of 0.25. You should not be seeing any combining occurring for columns other than the Bid Size/Ask Size and Recent Bid/Ask. The other columns have not had this added yet. As such, you should also not be seeing it during a replay. When we run a replay with the Current Bid/Ask and the combining on, the Current column data is not combined. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-07 16:39:00] #30 [Go To First Post]
User719512 - Posts: 228
Hi John, The Chartbook you sent has a Trading DOM for NQ, but the Tick Size is the standard 0.25 and the Combine Increment in Ticks is 1 Don't these reset to defaults when you share a chart book? I'm just following this thread to understand this new feature and if 100% of the dom columns respect and use compression.

[2024-02-07 16:42:35] #31 [Go To First Post]
User5074600 - Posts: 7
Hi John, Thanks for the reply, that was my main question. To ensure if it wasn't added yet/I wasn't doing something incorrect. Good to know. I think the tick reset as it is 1.0 on my chart. However, it does compress all columns in replay on my end. Please see the screenshot. You will see pull/stack & the current trades both compressed. Hence why I had to ask if I was doing something wrong to not have it in live data. As it is really great in replay having this - myself & a bunch of other traders are just itching to be able to use it with live data. https://www.sierrachart.com/image.php?Image=170732362930.png Appreciated!

[2024-02-07 17:07:13] #32 [Go To First Post]
John - SC Support - Posts: 31856
When you run the replay do you have the full Market Depth data for the Bid/Ask? And User719512 was correct, the Tick Size was reset when we had to change the symbol. Thank you for pointing this out. The original DOM did have the Tick Size set to 1.0, we just missed it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-07 18:14:31] #33 [Go To First Post]
User5074600 - Posts: 7
Yes, I just had it limited on that screenshot to 100 levels. However, when I do full market depth, it is the same result as the previous screenshot, all columns compressed nicely.

[2024-02-12 22:28:59] #34 [Go To First Post]
User5074600 - Posts: 7
Hey John, Just wanted to follow up on this. Appreciate the responses so far. Are there any plans to bring the compression to live data in a future release? Thanks! Date Time Of Last Edit: 2024-02-12 22:29:13

[2024-02-15 00:41:28] #35 [Go To First Post]
Sierra_Chart Engineering - Posts: 14457
Now that we are concentrating on this more fully, there is no support for combining these market data columns: (and other columns such as pull/stack, current bid/ask do not). Not sure why it works during a replay but if it does, that is good but it was not intended to work that way. We are not sure when combining will come for these other columns. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-04-24 09:26:46] #36 [Go To First Post]
d9e5c763 - Posts: 87
is the maximum support for market depth in sierrachart up to 1399 levels? When used as a DTC client, if specify a number greater than 1400 in 'Max Depth Levels (Global Settings >> Sierra Chart Server Settings >> General >> General)', although the log correctly displays the number I entered, the actual request sent out is 0, and i have tried ignoring this message and directly sent 2000 levels, but it still shows 1399, also for the 1399 level order book, do I need to first perform 'MARKET_DEPTH_INSERT_UPDATE_LEVEL' before 'MARKET_DEPTH_DELETE_LEVEL' when updating information?


screenshot-20240424-172624.jpg / V - Attached On 2024-04-24 09:26:38 UTC - Size: 36.13 KB - 28 views

[2024-04-25 14:47:35] #37 [Go To First Post]
Sierra_Chart Engineering - Posts: 14457
It is 1400 levels. Maybe though you can only get 1399. We would have to check on that. We are not able to answer this. You need to do what makes sense: do I need to first perform 'MARKET_DEPTH_INSERT_UPDATE_LEVEL' before 'MARKET_DEPTH_DELETE_LEVEL' when updating information? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-04-25 14:48:07

[2024-05-15 23:07:20] #38 [Go To First Post]
User293778 - Posts: 19
Please, Support, you should be adding the combining to the other dom columns including LTQ and cumulative LTQ. It is true that the combining does work in replay also in the other columns, at least current volume, but it does not in live data. As a workaround for User5074600 in post #31 you can try setting the tick size in your Global Symbol Settings (not in chart settings, there it doesn't work) to the value you want and the market depth combine to 1 in the chart settings, apply the new global symbol settings and the chart settings and then RESTART sierra. This way the combining will work at least for the current volume columns, I don't know about the others. I have it set to 2 in NQ and it works.

[2024-05-16 11:14:02] #39 [Go To First Post]
d9e5c763 - Posts: 87
in the recent version, 2800 levels can be displayed correctly now. We are not able to answer this. You need to do what makes sense: previously, my comment was incorrect, what I meant was, if now have a 2800 levels order book and I first send a "MARKET_DEPTH_INSERT_UPDATE_LEVEL" message, and if this price level is beyond the existing 2800 levels, then the actual count of levels in the order book will be 2801, this may lead to issues, I might need to send some number of "MARKET_DEPTH_DELETE_LEVEL" messages to reduce the order book to within 1400 levels before executing "MARKET_DEPTH_INSERT_UPDATE_LEVEL", however, this approach is not optimal, instead, I should maintain a local order book with 2800 levels and generate corresponding update messages based on changes btw, are there any plans to increase the limit from 2800 to higher in future versions? Date Time Of Last Edit: 2024-05-16 11:14:31

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