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Direct MessagesDate/Time: Mon, 29 Apr 2024 09:56:59 +0000
SC Data Feed is wrong
View Count: 840
| [2016-07-04 14:59:05] |
| John M - Posts: 165 |
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Hello, The market depth on the DOM For ES is seriously out to lunch. It's there then it fades away to just a few ticks around the last trade and then it comes back and then fades again. I know I'm not the only one seeing this. CTS and even the Interactive Brokers data compressed feed are not doing this. Please fix it, thank you. |
| [2016-07-04 18:57:18] |
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We solved another market depth problem but we can see now it is causing this. We will solve this today.
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 |
| [2016-07-04 19:27:42] |
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For your information, the reason you see this is that the market depth data from the CME actually at times has out of order values. Either that or there is some issue with the recent code change but that is unlikely. So this out of order data from the CME causes the problem that you are seeing. We had not expected this at all. 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: 2016-07-04 19:28:11
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| [2016-07-06 02:44:29] |
| John M - Posts: 165 |
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This is not happening on my CTS data feed nor on the Interactive Brokers data feed. It is still ongoing with the SC data feed. :( Sorry to be the bearer of bad tidings, it is what it is. Hope you figure it out. |
| [2016-07-06 02:48:55] |
| John M - Posts: 165 |
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I just took a screenshot of it if you want it. 2 DOM from SC and 1 from CTS. Very different depth reporting, the SC is incomplete, the CTS if fine. |
| [2016-07-06 02:56:44] |
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We thought that this has been solved. Provide us a screenshot of what you are seeing with the Sierra Chart Exchange Data Feed. Follow the instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image We just need one image showing the market depth. Not anything more. It will not help us. Just one please. We do not need to see CTS. 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: 2016-07-06 02:57:24
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| [2016-07-06 03:23:20] |
| John M - Posts: 165 |
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http://www.sierrachart.com/image.php?Image=1467775336361.png
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| [2016-07-06 03:25:56] |
| John M - Posts: 165 |
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http://www.sierrachart.com/image.php?Image=1467775522506.png
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| [2016-07-06 03:26:52] |
| John M - Posts: 165 |
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I hope I'm getting the right thing for you.
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| [2016-07-06 03:28:53] |
| John M - Posts: 165 |
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http://www.sierrachart.com/image.php?Image=1467775716736.png
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| [2016-07-06 03:30:13] |
| John M - Posts: 165 |
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http://www.sierrachart.com/image.php?Image=1467775796569.png
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| [2016-07-06 03:31:53] |
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We now realize that you are not using the Sierra Chart Exchange Data feed. You are using the Interactive Brokers data feed. Refer to the section here about market Depth Data Issues: Interactive Brokers Trading Service: Market Depth Data Therefore, the statements given in posts #2 and #3 are not accurate. This whole thing was puzzling to us because it did not make any sense that this would be a problem with the Sierra Chart Exchange Data Feed and it is not. If you want to use the Sierra Chart Exchange Data Feed, activate it here: https://www.sierrachart.com/usercp.php?page=MarketDataFeedFeatures 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: 2016-07-06 03:36:42
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| [2016-07-06 03:43:22] |
| John M - Posts: 165 |
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oh for cryin' out loud sorry guys |
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