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Date/Time: Sun, 28 Apr 2024 09:49:46 +0000



Problem with MiniRussel DOM

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[2014-12-26 15:26:58]
Carl71 - Posts: 125
I encountered this issue only with the mini russell
Total volume and % total volume are positioned inside the bid ask quantity
Transact service
imageMINIRUSSELL DOM.png / V - Attached On 2014-12-26 15:26:52 UTC - Size: 40.76 KB - 349 views
[2014-12-26 21:09:31]
Sierra Chart Engineering - Posts: 104368
We cannot help with this.

You will need to contact the trading service you are using 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
[2014-12-26 21:26:45]
Sierra Chart Engineering - Posts: 104368
Actually, we realize we need to provide you the necessary information so you can explain the problem properly to your trading service.

Open a chart for that symbol and select File >> Open Market Depth Window.

The problem should be obvious by looking at the market depth price values. You will see they are out of sequence.


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: 2014-12-26 21:27:06
[2014-12-29 11:26:05]
Carl71 - Posts: 125
Actually, we realize we need to provide you the necessary information so you can explain the problem properly to your trading service.

Open a chart for that symbol and select File >> Open Market Depth Window.

The problem should be obvious by looking at the market depth price values. You will see they are out of sequence.

What do you mean with "out of sequence"?

Please see the attached image
Date Time Of Last Edit: 2014-12-29 11:30:21
imageRussell Market Depth Window.png / V - Attached On 2014-12-29 11:29:15 UTC - Size: 102.1 KB - 351 views
[2014-12-29 17:17:15]
Sierra Chart Engineering - Posts: 104368
What trading service are you using? Is it TransAct?


And we do see out of sequence prices in that Market Depth Window.
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
[2014-12-29 18:02:24]
Carl71 - Posts: 125
What trading service are you using? Is it TransAct?

Yes

Why you can't contact them if the source of the issue is caused by their data feed

I really don't know what I have to ask them
Date Time Of Last Edit: 2014-12-29 18:02:52
[2014-12-29 19:42:11]
Sierra Chart Engineering - Posts: 104368
We will contact TransAct. We were not sure what service you are using.
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
[2014-12-29 20:49:48]
Sierra Chart Engineering - Posts: 104368
We have contacted TransAct about this and we have looked at the image of the market depth window again, and from what we can tell you are running a significantly older version of Sierra Chart.

There is a problem with the market depth data from TransAct where the prices beyond level 5 should be zero but they are not, but we have put a patch in a long time ago to solve this.

So update Sierra Chart, and the problem should be solved.
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
[2014-12-30 08:57:50]
Carl71 - Posts: 125
I was running version 1213

Updated to version 1220

The issue persists
[2014-12-30 09:12:05]
Sierra Chart Engineering - Posts: 104368
1213 is more than a recent enough version.

We need to look into this some more.
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
[2014-12-30 09:14:34]
Sierra Chart Engineering - Posts: 104368
Actually, we are convinced this is a problem TransAct needs to solve. We are going to tell 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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