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Date/Time: Wed, 01 May 2024 18:26:24 +0000



Rithmic Preopen - FGBL - never shows preopen prices

View Count: 1450

[2016-09-16 06:38:32]
Acro - Posts: 436
Hi,

I have my chart DOM set with an open 10 mins before the FGBL open (7am London time) but my DOM never gets populated with preopen depth.

This only happens on Rithmic. With CQG I get full preopen depth for markets such as MJNK.

Do you know why or if this is linked to Sierra's connection to Rithmic ?

Many thanks.

It's an important issue for me as knowing where price is likely to open can help you locate an early trade opportunity in this market
[2016-09-16 07:22:45]
Sierra Chart Engineering - Posts: 104368
This is strictly a Rithmic issue. Sierra Chart has no control over 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
[2016-11-19 09:53:33]
patrick - Posts: 30
To add on,
Using R-Trader, I note that the opening marker is there on the DOM for FGBL.
But it is not showing on Sierra Chart DOM.
If, I powered it using SC DataFeed and the opening marker is there.

Is there an API function to let this marker shows the pre-open price on Sierra Chart DOM using Rithmic feed?

Thanks!
Date Time Of Last Edit: 2016-11-19 09:54:40
[2016-11-19 20:52:39]
Sierra Chart Engineering - Posts: 104368
The Chart/Trade DOM in Sierra Chart does not have an open marker.

Sierra Chart does process the open price from the Rithmic data feed.
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
[2016-11-20 00:12:02]
Acro - Posts: 436
Patrick,

My process has become:

1. Log into R Trader during Preopen to get an estimate of likely open
2. Close down R Trader and focus on Sierra

I tried other means to get the likely open but found RTrader my only reliable option
[2016-11-20 02:59:17]
patrick - Posts: 30
To SC Support,
The Chart/Trade DOM in Sierra Chart does have an open marker using Sierra Chart Eurex Datafeed. That is why I thought maybe it can be programmed to shows the same using Rithmic Datafeed.

Thanks Acro,
I will do the same then.
I finally found one use of RTrader. But I have to login to 2 platforms just to get the preopen price (indicator price in RTrader).
[2016-11-20 05:57:51]
Sierra Chart Engineering - Posts: 104368
The Chart/Trade DOM in Sierra Chart does have an open marker using Sierra Chart Eurex Datafeed.
Are you referring to the best bid and ask quantities? Or are you referring to last trade price?
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
[2016-11-20 06:08:43]
patrick - Posts: 30
I am not really sure of the term. I think it is best bid and ask quantities.

It is just a marker "-> price <-" on the DOM just before market open.

I will do a screen capture before market open tomorrow to illustrate what i am trying to say.
[2016-11-20 07:54:18]
Sierra Chart Engineering - Posts: 104368
OK we have looked over the market data processing with Rithmic and so far all of the relevant data fields are being processed.

We do not think we have overlooked anything.
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
[2016-11-21 09:04:53]
patrick - Posts: 30
Hi

Please see the attached screenshot of 3 DOM using Rithmic, SC Data Feed and R-Trader.

On 21 Nov, just 1 minute prior to market opening, there is this "1 106.95 1" on the DOM for SC Datafeed and R-Trader shows 106.95 too as the estimated open price.

However this is not showing on the DOM using Rithmic feed on Sierra Chart.

I was wondering if this can be enabled on Sierra Chart using Rithmic feed too?

Else it is ok, as I can just use R-Trader for the estimated open price.

Thanks.
image2016.11.21 15.00.51 _ .png / V - Attached On 2016-11-21 09:03:03 UTC - Size: 71.16 KB - 264 views
[2016-11-21 09:16:42]
Sierra Chart Engineering - Posts: 104368
When using the Rithmic data feed, at tomorrow's open go to Window >> Current Quote Window and look at the Bid and Ask prices there. Do those indicate the "estimated" open value?
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
[2016-11-21 09:48:09]
Acro - Posts: 436
I'll do this as well.
[2016-11-22 07:09:53]
patrick - Posts: 30
Please see the attached Current Quote Window using SC DataFeed vs Rithmic DataFeed.
In Rithmic Current Quote Window, I can see that the Ask Bid are not shown within 1 minute prior to market opening.
Date Time Of Last Edit: 2016-11-24 12:14:12
image2016.11.22 15.00.15 _ .png / V - Attached On 2016-11-22 07:08:30 UTC - Size: 53.81 KB - 266 views
[2016-11-22 07:32:43]
Acro - Posts: 436
Patrick,

Same for me.

It did not show in Sierra but it did show in Rithmic Trader
[2016-11-24 12:14:02]
patrick - Posts: 30
Hi Support,
Any update on this? Thanks.
[2016-11-25 04:18:21]
Sierra Chart Engineering - Posts: 104368
We are looking now at the code handling the bid and ask updates from the Rithmic API, but we doubt there is anything more we can do.

If we cannot make any improvement, then there will be no further posting here.
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: 2016-11-25 04:19:04
[2016-11-25 04:27:46]
Acro - Posts: 436
Since I have access to two other software platforms that also use the Rithmic API I will pull up a DOM in those today to see if they show anything during the FGBL preopen and report back
[2016-11-25 04:34:05]
Sierra Chart Engineering - Posts: 104368
Keep in mind Sierra Chart uses the latest C++ Rithmic API. We do not know of any other program using this API. We are told it is not commonly used.

So any other comparison would not be a fair comparison.

Anyway we did not see anything further we can do.
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
[2016-11-25 04:45:53]
Acro - Posts: 436
For future reference in case I consider changing feeds during 2017, could you please provide a quick opinion on CQG vs RIthmic for trades made using the SierraChart DOM in terms of execution speed and reliability.

I am not concerned about historical data.

Thank you
[2016-11-25 05:56:26]
Sierra Chart Engineering - Posts: 104368
Reliability wise, we would not consider there to be much difference. But from our perspective we do prefer CQG. And server-side Bracket orders are now supported with CQG.
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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