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Date/Time: Sat, 20 Apr 2024 12:08:32 +0000



Discrepancy between DOM / Chart DOM on Sierra and Broker platform

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[2014-12-05 09:59:52]
Pawel_Szpak - Posts: 48
Have noticed this from around 2 days ago. If you look at the circled bid/offer amounts on the attached images.
I have a difference in the amount on the ladder between my broker's execution platform and Sierra - but only at 1 price. Everything else agrees perfectly. It is always the price at either the current bid or current offer. The amount of difference varies, but seems to scale somewhat ie, the larger the amount on the bid/offer, the larger the difference will be.

What could be causing this?


imageladder diff 1.png / V - Attached On 2014-12-05 09:50:47 UTC - Size: 200.86 KB - 333 views
imageladder diff2.png / V - Attached On 2014-12-05 09:58:42 UTC - Size: 330.02 KB - 332 views
[2014-12-06 02:36:37]
Sierra Chart Engineering - Posts: 104368
We have looked at how Sierra Chart processes the OEC market depth data and it is correct. So something is not right with the data from OEC.
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:
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