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Date/Time: Thu, 25 Apr 2024 14:29:24 +0000



Post From: Rectangle tool - annoying service

[2020-02-21 10:02:02]
Sierra Chart Engineering - Posts: 104368
In regards to post 11, you are using CQG. Any market depth data problems are with CQG. Do not fault us for CQG data problems. We do not provide support for the CQG data feed and it has substandard market depth data.

Everything you are saying is completely is not true as it relates to Sierra Chart. There are no problems at all on the Sierra Chart side. Do not use the CQG data feed. You need to use this data feed:
Denali Exchange Data Feed

Yet another reason of why we are going to discontinue support for the CQG data feed at some point in time. We are referring to market data only. Not CQG order routing.

But we will do a review to ensure that during a chart replay, that the calculations which are done related to market depth data, are done after a batch of updates are complete. But this cannot be done accurately with CQG.

Update: We do see some potential inconsistencies related to replaying of market depth which affects pulling and stacking data. This will be improved/resolved in the next release.
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
Date Time Of Last Edit: 2020-02-21 10:30:05