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Date/Time: Sun, 19 May 2024 15:52:52 +0000



Post From: Problem with market depth desapearing

[2015-03-31 04:16:17]
Sierra Chart Engineering - Posts: 104368
And we know that TWS sending an update or insert message with a price and size of 0 will not be solved by this code:

if (TempDomStructure.Price == 0 && TempDomStructure.Volume == 0)
break; // no more DOM Levels

So it has to be established that they are actually doing that to begin with as being the source of the problem.

The way we see this, is there is too much tolerance to substandard programming from an external service and because of the uncooperative nature of the external service, the problem gets dumped on us as if it is our problem. If we can do something to solve it, we will. So we will see about implementing what you have said. But it is not very likely that is the only problem or possibly even the problem at all.
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: 2015-03-31 04:41:16