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Direct MessagesDate/Time: Sat, 18 May 2024 07:58:10 +0000
DOM for micro FX Futures does not work properly
View Count: 2009
| [2015-05-08 13:00:27] |
| Futurestrader77 - Posts: 126 |
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It is not possible to enter an order into the DOM correctly. If I enter a limit sell order in EUR/USD for example, it is executed as market order (see backround color). For GBP/USD vice versa.
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| [2015-05-08 17:29:55] |
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When you enter an order you need to consider what the actual bid and ask is. You can scroll the price ladder up and down to locate the bid and ask and that is where the background color transitions from one color to the other. Refer to this page for instructions: https://www.sierrachart.com/index.php?page=doc/doc_ScalingTheChartDOM.html When looking at the data for this market, it is normal for the bid and ask to be away from the last trade price at times. The other question is what are the Session Times in the Chart >> Chart Settings set to? Make sure those cover the entire 24-hour time span. Refer to help topic 3.3: https://www.sierrachart.com/index.php?page=doc/helpdetails3.html#h3.3 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: 2015-05-08 17:54:21
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| [2015-05-08 18:05:19] |
| Futurestrader77 - Posts: 126 |
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Thank you for your answer, but I know this already. If you look at the DOM you notice a grey backround, which normally ends where the last bid is. In my chart you see that this level is some pips above the current price (for the EUR/USD) so the DOM treast it like the price were there and let you not enter a sell limit above the current ask and treats it like a market order. I will test it on Monday and come back then. This does not occur for other futeres, only micro FX. |
| [2015-05-08 18:18:20] |
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Check the Chart DOM settings to make sure they work as you expect: https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#ChartDOM You should not use settings which change the order type based upon whether the order price is above or below the last trade price. When you say market order it could be that a stop order is entered. 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: 2015-05-18 17:39:18
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| [2015-05-18 11:14:46] |
| Futurestrader77 - Posts: 126 |
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I wanted to make clear, that the problem I had was resolved only by reinstalling Sierra Chart. Today I noticed again this problem with the DOM for GPB/USD (micro futures contract): The grey background color, which normally is between the bid and ask price , was 20 pips above the price (and all sell limit orders). Therefore the DOM did not let me place limit orders correctly. I then closed the DOM, then SC, deleted the data for the micro futures contract and open SC and a new DOM for the contract agai. Now it works fine again. Therefore I assume that the problem has to do with SC. Could you please take a look in that? For all having the same issue: you have to delete the data and reload it. Date Time Of Last Edit: 2015-05-18 11:15:49
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| [2015-05-18 13:44:11] |
| Futurestrader77 - Posts: 126 |
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Now it happened in EUR/USD, I have attached a screenchot (euro). The grey background is 15 pips above price and it was not possible to enter a sell limit order where the current ask price was, because of the grey background. I closed the DOM, deleted the data and reopened another one, now it works (second screenshot). |
| Attachment Deleted.  euro II.PNG / V - Attached On 2015-05-18 13:44:02 UTC - Size: 52.08 KB - 431 views |
| [2015-05-18 14:00:13] |
| Futurestrader77 - Posts: 126 |
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Now it does not work for Euro and I can´t open a DOM that works. As soon as level 2 quotes are coming in the grey background changes. I have 2 screenshots attached. Date Time Of Last Edit: 2015-05-18 14:09:43
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Attachment Deleted. euro III.PNG / V - Attached On 2015-05-18 14:09:07 UTC - Size: 1.34 MB - 438 views euro IV.PNG / V - Attached On 2015-05-18 14:09:15 UTC - Size: 1.36 MB - 419 views |
| [2015-05-18 17:50:00] |
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Please do not do this. This is completely unnecessary : I wanted to make clear, that the problem I had was resolved only by reinstalling Sierra Chart.
Whatever it might do, could have been accomplished by changing settings. Although we suspect it is completely coincidental. We can understand from the user's perspective why you do this, but from our perspective it is completely unnecessary and not recommended. It only complicates things. We are looking into this 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 Date Time Of Last Edit: 2015-05-18 17:50:45
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| [2015-05-18 20:31:39] |
| Futurestrader77 - Posts: 126 |
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Ok, thank you. By the way I am using the Sierra Chart CME data feed. The problem occurs only with EUR/USD (micro futures) and GBP/USD (micro futures). I have a AUD/USD (micro futures) open as well and not having any problem. Even the micro fx futures chart is affected from this strange behavior, not only the DOM. At the moment for example I am unable to trade EUR/USD (micro futures contract). Date Time Of Last Edit: 2015-05-19 06:48:07
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| [2015-05-19 07:50:31] |
| Futurestrader77 - Posts: 126 |
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Second thing I noticed is that the limit orders often are reported wrong. If I scroll up with the DOM the last position of the limit sell orders is seperated from the others some pips above and if I scroll down with the DOM it is correct. (see pictures)
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| Limit Error I.PNG / V - Attached On 2015-05-19 07:49:34 UTC - Size: 54.3 KB - 404 views Limit Error II.PNG / V - Attached On 2015-05-19 07:49:39 UTC - Size: 50.91 KB - 451 views |
| [2015-05-19 08:23:20] |
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Select File >> Disconnect and then File >> Connect to Data Feed. This last piece of information is helpful to us to track the problem down. We should have this resolved later in the day. 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 |
| [2015-05-19 08:26:10] |
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This actually looks like a data feed problem from the CME multicast feed. We have reset the connection. It should now be cleared up.
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 |
| [2015-05-19 09:17:27] |
| Futurestrader77 - Posts: 126 |
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I disconnected and reconnected the data feed but am still having the problem with GBP/USD. Seems for me as it has to do with level 2 quotes. After reconnection, as soon as level 2 quotes are coming in, the DOM changes. Date Time Of Last Edit: 2015-05-19 09:30:39
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| [2015-05-19 09:35:14] |
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This is now resolved.
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 |
| [2015-05-19 09:36:47] |
| Futurestrader77 - Posts: 126 |
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Now it seems to work after reconnection. Thank you! Hopefully it keeps going.
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| [2015-05-20 04:42:47] |
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We now see the source of the problem. You can experience it until we implement a proper solution for this. And we expect that will be tomorrow. The underlying problem is that the CME has slightly inconsistent market depth prices for these particular symbols. There is a difference which exceeds .0000001 for a particular price. You can actually see these pricing differences by selecting Chart >> Open Market Depth Window. In Chart >> Chart Settings, adjust the Price Display Format to .0000001. You will then see what we mean. 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: 2015-05-20 06:52:05
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| [2015-05-22 09:40:09] |
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There was a lot of work to solve this problem and it is now all resolved. However, the last part to solve this is for you to update to the latest prerelease of Sierra Chart. Do that with Help >> Download Prerelease. 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 |
| [2015-06-03 06:39:44] |
| Futurestrader77 - Posts: 126 |
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I am really sorry, but I am having this problem again. My SC version: 1261 |
| 01_level 2.PNG / V - Attached On 2015-06-03 06:39:09 UTC - Size: 141.52 KB - 365 views 02_level 2.PNG / V - Attached On 2015-06-03 06:39:13 UTC - Size: 144.93 KB - 337 views |
| [2015-06-03 18:27:28] |
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This could still be on one of our servers, we are going to be looking into 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 |
| [2015-06-05 04:55:26] |
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We have corrected this. We need to do another software update which may resolve this permanently. If not, we will look into it more closely.
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 |
| [2015-06-10 12:39:17] |
| Futurestrader77 - Posts: 126 |
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Hopefully it will be resolved by another update. I am still having problems.
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| [2015-06-10 17:25:55] |
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We believe currently the problem is related to a packet loss issue we are working on with Barchart.
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 |
| [2015-06-22 12:53:39] |
| Futurestrader77 - Posts: 126 |
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Do you have any update? Thank you!
Date Time Of Last Edit: 2015-06-22 12:53:53
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| [2015-06-22 18:12:46] |
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This has been a very difficult problem. the solution we implemented did substantially lessen the problem but still we are seeing it. It is clear there is faulty data from the CME causing this problem. We are still contemplating the best solution but really there is no best solution because the data is faulty to begin with. So we apologize for this, but there is a problem with the CME data itself. 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: 2015-06-22 18:13:30
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| [2015-06-24 04:55:21] |
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We are going to be releasing a temporary solution, in the morning which will automatically correct this problem when it occurs.
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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