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Direct MessagesDate/Time: Wed, 08 May 2024 06:29:23 +0000
gaps in DOM market depth after updating to v1259
View Count: 946
| [2015-05-27 16:03:32] |
| dmh - Posts: 9 |
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Please look at the following screenshot: http://www.sierrachart.com/image.php?l=1432742262451.png This is CQG data, there are bids at 350.50, 350.25 and so on, but after last update, DOMs have intermittent gaps in displayed depth. it is worst when a new DOM is opened, some price levels take several minutes to correctly update |
| [2015-05-27 18:11:50] |
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We have made some changes with CQG market depth processing. We will have a new revision out in about 20 minutes. After that time, select Help >> Download Prerelease. The version number will be the same. 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 |
| [2015-05-29 13:31:56] |
| dmh - Posts: 9 |
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The DOMs no longer have gaps. However other minor issue still exists. I do not know if it was recently introduced http://www.sierrachart.com/image.php?l=1432906075153.png this product only has 5 levels of depth, but you can see 6 here on asks side. 153.050 is a 'ghost' after market moved down one tick |
| [2015-05-29 13:36:48] |
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We will check on 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 |
| [2015-05-29 14:20:57] |
| User11942 - Posts: 298 |
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I don't think this is a problem with SC. I also notice this contract sometimes has 6 levels on CQG front-end. I also can see that on Rithmic especially when market moves fast. So, this is probably CME's issue.
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 DOM_GLE_CQG.png / V - Attached On 2015-05-29 14:16:44 UTC - Size: 24.73 KB - 306 views |
| [2015-05-29 15:17:29] |
| dmh - Posts: 9 |
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I see, thanks. Nevermind then
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