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Date/Time: Sat, 05 Jul 2025 03:57:32 +0000



price discrepancy

View Count: 531

[2020-11-17 08:41:48]
User913831 - Posts: 37
Hi,

I am currently on rithmics feed, and I noticed problems with respect to historical graph (pricing does not appear after a lengh of time) and more importantly depth of market.

The issue is the following

If i look in real time the DOM i noticed that some blank level of recent ask/bid Volume are left blank when I know that price has been exchanged for that particular level.

Further more if I look simultaneously the DOM and the footprint I note that a large amount of price printed in the footprint does not appear on the DOM.

Am I correct in assuming that all price exchanged (including Market price) should appears in both DOM and Footprint?

Are my setting wrong? what could cause such price discrepancy?

Thanks

Best
[2020-11-17 21:15:47]
Sierra Chart Engineering - Posts: 104368
We recommend using the Denali Exchange Data Feed for data:
Denali Exchange Data Feed

We do not provide technical support for Rithmic data.


Further more if I look simultaneously the DOM and the footprint I note that a large amount of price printed in the footprint does not appear on the DOM.
Order quantities you see in the market depth data are going to be different than the trade volume values in Numbers Bars if that is what you are referring to. So we would not expect these to match.


Am I correct in assuming that all price exchanged (including Market price) should appears in both DOM and Footprint?
No.
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

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