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Date/Time: Wed, 15 May 2024 11:18:30 +0000



Post From: AMP client

[2020-03-06 09:00:03]
Sierra Chart Engineering - Posts: 104368
We want to let you know that we did do further testing to verify the recent changes to the replaying of market depth data and we get a consistent and accurate result for the pulling and stacking data. We can explain the procedure, and you can verify yourself.

But we did our testing using the Denali Exchange Data Feed. We would not expect a difference though with CQG but perhaps there could be.

lot of strong competitors,
No not really. In regards to what we offer for the price and quality and the speed, there really is not much competition. Certainly in particular areas others may have some strengths but overall Sierra Chart is very good.

. Better solve the problem of recording the depth of the market, or remove this function and do not fool the traders.
There definitively is no problem at all with the recorded market depth data and we verified there is no problem with the replaying of that data. This is with 100% certainty. The reason this conclusion is just so very incorrect, is that every single depth update, is recorded as it is received from the data feed. There simply is nothing wrong with that at all.

And we made sure that during the replaying of the depth data, that the calculations involving depth data are done at the right points in time after each record is read. And we verified the accuracy of this by looking at pulling and stacking data after replaying it for a few minutes. And compared to the original real-time data at a certain point in time.

But there are known issues with CQG market depth data and this is explained here:
CQG Trading Platform Service: CQG Market Depth Data

Regarding back testing, refer to:
Auto Trade System Back Testing: Consistency Between Back Tests

We have never seen any inconsistencies or inaccuracies with back testing. and no one has ever been able to show us an example of this other than when using an ACSIL variable which was accessing the estimated replay time, but the accuracy of that varies with varying speeds. And the documentation has been updated in regards to this for that particular function/variable.

And also regarding our support policy, in regards to Sierra Chart accounts through brokerages, this is explained here:
Support Board Posting Information: General Information

I keep a Russian blog and I urge colleagues to use your platform in every possible way, make videos, write articles, and praise.
Thank you. We did not know that. We do not really know who we are dealing with on the board.
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: 2020-03-06 11:10:07