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Date/Time: Sat, 18 May 2024 09:27:01 +0000



SC Data Feed - Price and Background in the DOM does not match up with each other

View Count: 1803

[2016-06-28 17:17:06]
Sierra Chart Engineering - Posts: 104368
Letting you know we corrected the depth issue on the other server as well.
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[2016-07-05 08:35:11]
User730732 - Posts: 12
Negative spread on the Dax today on both servers. Please check.
[2016-07-05 08:42:20]
Sierra Chart Engineering - Posts: 104368
This is very disappointing. Apparently we did solve this previously but we did another change today to improve upon how this kind of condition is handled. Apparently the changes are not solving it.

We have performed a reset of the market depth data on the real-time server so it should now be OK.
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:
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[2016-07-05 10:05:11]
Sierra Chart Engineering - Posts: 104368
Next time you see this, post an image of the Market Depth Window. File >> Open Market Depth Window.

You can then use Edit >> Screen Images >> Upload Chart with Overlays.
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:
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[2016-07-06 03:12:49]
John M - Posts: 166
http://www.sierrachart.com/image.php?Image=1467774752269.png
[2016-07-06 03:15:06]
John M - Posts: 166
http://www.sierrachart.com/image.php?Image=1467774889606.png
[2016-07-06 03:30:43]
Sierra Chart Engineering - Posts: 104368
Regarding post 29 and 30, you are using the Interactive Brokers data feed. Refer to the information here about Market Depth Data Issues and how to solve:

Interactive Brokers Trading Service: Market Depth Data
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
[2016-07-11 07:36:45]
Futurestrader77 - Posts: 126
I am having this issue again in market depth on Eurex (not CME). Please see the image attached.
imageFESX.PNG / V - Attached On 2016-07-11 07:36:21 UTC - Size: 33.99 KB - 218 views
[2016-07-11 08:57:03]
Sierra Chart Engineering - Posts: 104368
The problem is now resolved and we have communicated to Barchart the seriousness of these ongoing issues with EUREX.
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:
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[2016-07-15 06:55:15]
User730732 - Posts: 12
negative spread (both servers)
imagedax-2016-7-15.PNG / V - Attached On 2016-07-15 06:51:46 UTC - Size: 13.15 KB - 197 views
[2016-07-15 07:04:59]
Futurestrader77 - Posts: 126
In response to #34, this seems to affect only the FDAX, the issue is not with FESX and FGBL.

@user730732 How do you know that it is on both servers?
imageFDAX.PNG / V - Attached On 2016-07-15 07:04:18 UTC - Size: 130.54 KB - 244 views
[2016-07-15 07:11:03]
Sierra Chart Engineering - Posts: 104368
This should now be resolved, but we did implement a solution to it previously so we are not sure why it is still happening. Although it is clearly happening less.
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:
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For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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[2016-07-15 08:42:48]
Sierra Chart Engineering - Posts: 104368
It is very hard to track down this kind of problem because it is a one-time event among a huge amount of data which has to be captured.

We thought of a debugging procedure we are going to use in the coming days to track it down. So we will get it resolved permanently.
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
[2016-07-18 05:26:55]
Sierra Chart Engineering - Posts: 104368
Letting you know we have full logging in place at this time ready for the EUREX open, so if the problem occurs, we should be able to pinpoint the reason for it. Although the logging is in place just for one symbol, the DAX September contract
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:
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Date Time Of Last Edit: 2016-07-18 05:28:23
[2016-07-20 06:08:37]
Futurestrader77 - Posts: 126
In response to post #38 the problem is ocuring again on DAX September contract.
Only FDAX has this issue, not the other products on Eurex.
[2016-07-20 06:14:21]
Sierra Chart Engineering - Posts: 104368
We think we may have found the problem and we deployed a software change to one of our servers.

On the other server, we just did a reset related to this, let us know if you still see it with the DAX .
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: 2016-07-20 06:30:58
[2016-07-20 06:17:44]
Futurestrader77 - Posts: 126
Great, no issue with FDAX now.
Date Time Of Last Edit: 2016-07-20 06:18:11
[2016-07-20 06:30:29]
Sierra Chart Engineering - Posts: 104368
Therefore, the fix that we deployed to one server probably has solved this issue since this problem clearly only occurred on one server that did not have the update.
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
[2016-07-21 06:55:11]
User730732 - Posts: 12
Wrong best bid/ask on the dax today
imagemarket_depth.PNG / V - Attached On 2016-07-21 06:54:55 UTC - Size: 13.51 KB - 203 views
[2016-07-21 07:11:56]
Sierra Chart Engineering - Posts: 104368
This is now resolved.


Clearly there still is some other issue we need to resolve which is causing 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
[2016-07-22 05:03:36]
Sierra Chart Engineering - Posts: 104368
We are monitoring for this problem on one of the servers this morning.

Let us know if you see it. But if you do, it could be the other server which we are not monitoring. We will still nevertheless, get it figured out.
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
[2016-07-22 06:07:25]
User730732 - Posts: 12
It did happen on the open (DAX). Has resolved itself as price traded through the level.
imagemarket_depth.PNG / V - Attached On 2016-07-22 06:06:51 UTC - Size: 12.94 KB - 175 views
[2016-07-22 07:03:32]
Sierra Chart Engineering - Posts: 104368
We were successful with capturing some data which gives us a better indication of why this is happening. We are going to be adding additional logging to pinpoint 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

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-07-27 06:17:13]
User730732 - Posts: 12
best bid/ask is off on the dax this morning
imagemarket_depth.PNG / V - Attached On 2016-07-27 06:08:09 UTC - Size: 13.63 KB - 171 views
[2016-07-27 06:48:38]
Sierra Chart Engineering - Posts: 104368
This has been temporarily resolved. We will examine the log file. Permanently resolving this issue is still an active task. We were not able to devote full attention to it today because of another task we were working on.
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
[2016-07-29 05:43:20]
Sierra Chart Engineering - Posts: 104368
This problem occurred yesterday and we captured additional logging to help us isolate the problem.

The logging did not allow us to pinpoint the problem, but we think we found what is causing it and we have released a software update today.

So we will see how it goes over the next few days to see if it has been fixed.
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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