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Date/Time: Fri, 01 Mar 2024 21:06:40 +0000



Depth of Market data

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[2015-07-28 00:45:37]
User534053 - Posts: 25
You guys might already be aware of this, but there seems to be a lucrative market for depth of market and order flow analysis tools. I think this one is the most popular right now (besides the much more expensive Xtrader which is used by large companies):

http://www.jigsawtrading.com/

They charge $500 for a lifetime license and $50 a month for live trading.

Not sure about everyone else, but I know it would be extremely helpful for my trading if SierraChart included depth of market replay and a more sophisticated Trading DOM that made it easier to track things like order pulling and order stacking. You could probably capture a hefty percentage of the DOM tools market share if you have the development resources to add those features.
[2015-07-28 01:29:18]
Sierra Chart Engineering - Posts: 104368
We have 0% interest in getting involved in supporting depth of market for replay so we would recommend not waiting around for us to do that.
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
[2015-07-28 02:06:47]
User534053 - Posts: 25
Oh, too bad! I guess you're worried about the expense and complexity of managing all that additional data?

Thanks for including the DOM Graph and the Bid & Ask Depth Bars, which are both very useful. I've been writing custom studies using ACSIL, so I'll see if I can hack together a study to help me track order pulling and order stacking, at least for real-time data.

By the way, if you guys are ever looking for another part-time developer to help get bug fixes and features out more quickly, feel free to reach out. I worked as a developer for five years in San Francisco, but two years ago I switched to trading. It would be fun to do some coding again, especially working on a great trading application like SierraChart.
[2015-07-28 18:27:41]
Sierra Chart Engineering - Posts: 104368
Yes. It is a large amount of additional data. It really is a very significant undertaking to support replay of market depth data. It is a major amount of work and has all kinds of serious complications.

In regards to programming for Sierra Chart, please contact us at support@SierraChart.com 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

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