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Date/Time: Sun, 19 May 2024 08:28:25 +0000



DOM issues with 1245 and CTS - missing entries

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[2015-04-08 13:21:24]
Joe Hobart - Posts: 89
I am seeing missing entries on my DOM. its like it is dropping data. over the course of 30 minutes of watching it, i saw it happen about 50 times. See attached. I used a 42 build and had no issues during the same timeframe. its not server side. I tried Smart Trade (which i have been using for a year), as well as the other two choices.

imagedomissues.jpg / V - Attached On 2015-04-08 13:21:15 UTC - Size: 166.62 KB - 337 views
[2015-04-08 16:43:44]
Sierra Chart Engineering - Posts: 104368
Thank you for reminding us about this. This was a problem we noticed when we made some changes to market depth processing for Interactive Brokers. We needed to do some more testing and correct 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

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[2015-04-08 21:37:36]
i960 - Posts: 360
How were the IB specific changes affecting CTS DOMs? I'm fairly sure the changes that were made were to simply do an additional empty volume check in the insertion loop.
[2015-04-09 04:51:19]
Sierra Chart Engineering - Posts: 104368
We have fixed the problem with CTS market depth. Update Sierra Chart with Help >> Download Current Version. The change is in 1246.

The change that was originally made is to use a separate integer indicating the maximum levels used. But this needed further implementation in the case of CTS.

One thing interesting about CTS is that when they do an insertion, and the number of levels used is the maximum of 10 levels, they do not bother to do a delete at the end and we have to trim it.
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: 2015-04-09 04:52:13

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