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Direct MessagesDate/Time: Fri, 26 Apr 2024 18:27:11 +0000
No level 2 data for some symbols
View Count: 1891
| [2014-10-29 14:04:15] |
| Tom Welling - Posts: 17 |
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I am receiving level 2 data for some symbols and not for others. For example, I am receiving data for the following symbols: F, TZA, TNA. However, I am not receiving data for these symbols: MSFT, AAPL, BABA, FB. The charts for all symbols are working fine. TD Ameritrade is my data source. Do I need to reconfigure Sierra Chart or is this a data feed issue? If this is a data feed issue can you recommend a source for level 2 data? |
| [2014-10-29 17:47:58] |
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We tested MSFT and FB. We did not get market depth data either. For some reason TD Ameritrade is not providing the market depth data any longer for those symbols and there is no error message. Possibly there is a subscription fee for this that is required. You could check with TD Ameritrade. We tend to think that is the problem. Sierra Chart does not support any other source for stock level 2 data. Only for futures. 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 |
| [2014-11-07 19:19:57] |
| Tom Welling - Posts: 17 |
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I described the issue to TD Ameritrade. They said the following: "I was able to verify that the data is available on our feed, and there aren't any defects in the way data is being fed to other sites. If I find any useful information regarding the issue I'll get back to you." They also said my subscription was not the problem. I will either receive all symbols or none. There is no subscription problem that would cause some symbols to work and not others. Is there anything I can check in my configuration settings? Keep in mind I am not a programmer. |
| [2014-11-11 03:24:21] |
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We will follow-up with TD Ameritrade about this.
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 |
| [2014-11-16 08:12:15] |
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We apologize for the delay. We needed to do some testing and analyze this. We have sent TD Ameritrade the information needed to isolate the problem.
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 |
| [2014-11-18 18:48:27] |
| Tom Welling - Posts: 17 |
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Sierra Chart version 1213 made the problem worse. If I open up a chartbook (chart, market depth, time and sales) for a symbol with no market depth data, ALL chartbooks completely stop. No chart data. No market depth data. No time and sales data. If I reinstall version 1212 the original problem remains but I still have chart and time and sales data. |
| [2014-11-18 21:00:34] |
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As we were working on this, a bug got introduced causing this problem. We are fixing it now.
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 |
| [2014-11-25 18:49:18] |
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To let you know, we did fix the problem of not requesting real-time basic quote data when market depth is required, in the latest revision of 1213 when using TD Ameritrade . Also, as we suspected, TD Ameritrade no longer cares much about their interface they provide to Sierra Chart and other programs and does not provide any support for it. We have heard nothing back from them. And we felt this was going to be a futile effort anyway. Therefore, the market depth problem is what it is. It is not within our control. 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: 2014-11-25 20:08:53
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| [2014-11-25 20:38:05] |
| Tom Welling - Posts: 17 |
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I just wanted to let you know that version 1213 is functioning for me exactly as you described. It's unfortunate that TD Ameritrade does not support their data interface. I don't understand the business logic behind it. If they want as many clients as possible it seems like they would support every platform they could. If they're trying to force people to use Thinkorswim then they should just stop providing data to other platforms (they would lose me as a client). Their current business model of providing data with no support doesn't make any sense to me. Date Time Of Last Edit: 2014-11-25 20:56:23
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| [2014-11-26 03:58:16] |
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There are a couple of possibilities, one possibility is for Sierra Chart to request a different format of market depth data. It could be that the format Sierra Chart currently requests is no longer supported. But that is a significant amount of work to do the programming to support other formats. The other possibility is to use the FIX protocol to connect to their system. This has to be researched and also is a major task. This is one reason why we have developed the DTC protocol: http://dtcprotocol.org/ 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 |
| [2014-12-12 15:45:01] |
| Tom Welling - Posts: 17 |
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I noticed a pattern in the market depth data problem. Nasdaq listed symbols have no market depth data. NYSE listed symbols with four characters have no market depth data. NYSE listed symbols with one, two, or three characters have market depth data. Hope this helps. |
| [2014-12-12 18:35:06] |
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We really need an answer from TD Ameritrade and they have not yet responded. We will contact them again.
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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