Support Board
Date/Time: Sat, 10 May 2025 21:30:49 +0000
Interactive's market depth behavior
View Count: 836
| [2016-01-20 22:14:34] |
| User11942 - Posts: 298 |
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Hello SC team, could you please advise what could possibly go wrong with IB's market depth data in SC DOM? Market depth is distorted on almost every price change, ask/bid levels disappear, appear again partially, reappear and so on. I have never seen anything like this with CME symbols in SC using IB's data, though I last used their data for SC a year ago or so. No any problems with market depth in TWS, nothing special is in the log file. I went through your IB trading service help page but there is no single word about market depth problems. Ver. 1344, TWS latest. Please have a look at screenshots attached. Thanks in advance.
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 MDW_SC.png / V - Attached On 2016-01-20 22:05:45 UTC - Size: 40.95 KB - 264 views MDW2_SC.png / V - Attached On 2016-01-20 22:05:52 UTC - Size: 39.04 KB - 266 views DOM_SC.png / V - Attached On 2016-01-20 22:06:36 UTC - Size: 88.11 KB - 272 views DOM2-SC.png / V - Attached On 2016-01-20 22:06:41 UTC - Size: 87.94 KB - 261 views |
| [2016-01-21 02:51:28] |
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Try changing the state of the Global Settings >> Data/Trade Service Settings >> Data and Other Settings >> Clear Out Of Order Market Depth Data option. It is recommended to reconnect to the data feed after this. Otherwise, there is no further help we can provide. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-21 11:48:01] |
| User11942 - Posts: 298 |
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That did the trick, thanks.
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| [2016-01-21 15:41:26] |
| bootsy - Posts: 63 |
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Hey there, none of my business (sorry) but from what I've been told IB data isn't up to scratch-simple google search will come up with interesting info. If you're looking at market depth it sounds like you really want in depth info so just a warning that you might be seeing a slightly reconstructed picture. Aaaanyway I'm leaving you alone, got my own questions to ask!!
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