Support Board
Date/Time: Mon, 12 May 2025 00:14:17 +0000
Post From: level 2 discrepancies..?
| [2016-06-02 06:16:58] |
| |
|
We have looked into this, and we are 100 percent certain the data you are getting from the Sierra Chart Exchange Data Feed is correct and is exactly what the CME is providing. The way that the market depth data is processed for the ES is identical to all other symbols. So if it is correct for that symbol, it is correct for other symbols. Perhaps it is possible, although we have never had any clear indication of this, that the periodic refresh of the depth data from the snapshot data every 15 minutes could under some conditions possibly cause a momentary issue with the market depth data. After looking over the screenshots you provided, we do not think this applies here. It is also possible with the way the CME transmits market depth updates on the incremental feed, there may not be any possible issue to begin with. That is probably what we would expect. 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: 2016-06-02 06:18:01
|