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Recent Bid/Ask Volume

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[2019-04-11 17:23:35] #50 [Go To First Post]
Dmantrader - Posts: 1
Ok. I think what would work is similar to the number bars on a tick reversal. If the user could set a tick reversal that will then reset the next time the price gets to that level that would be great. That way the bid ask accumulates if it moves off price with up or down but will be reset of price gets away from the area by a specific amount of ticks. For example 2 ticks. The problem is we is the recient bid and ask resets if moves off price and come back to price. Could be a 200 lot order, jump a tick and then come back with a 2 lot order and will display 2 lot. Hope that is clear

[2019-04-19 03:45:24] #51 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #48 we did determine there is a scenario where there could be an unexpected reset of the recent bid volume or ask volume. The basic scenario was this. Let's say the market has traded on the bid side at a particular price and stays there without any further trading for 30 seconds. And then the market trades at the next higher price and then back to the prior price within a single second. When it trades back to the prior price on the bid side, the recent bid volume would have been reset because there was no trading there for 31 seconds. This is resolved in version 1906. 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: 2019-04-19 07:05:46

[2019-04-20 15:26:38] #52 [Go To First Post]
whats1thingnow - Posts: 407
with all due respect, post #50 is NOT how jigsaw does it we are trying to replicate how jigsaw does resets recent ask/bid volume, according to a delay set we are very close... since post #50 is not what jigsaw does, please do not add this as part of the feature - thanks In regards to post #48 we did determine there is a scenario where there could be an unexpected reset of the recent bid volume or ask volume. The basic scenario was this. Let's say the market has traded on the bid side at a particular price and stays there without any further trading for 30 seconds. And then the market trades at the next higher price and then back to the prior price within a single second. When it trades back to the prior price on the bid side, the recent bid volume would have been reset because there was no trading there for 31 seconds. This is resolved in version 1906. thank you for the clarification on the above the 30s and 31s you mentioned - is that a hardcoded setting regardless of "Recent Bid Ask Volume Timeout in Milliseconds" setting?

[2019-04-20 17:14:19] #53 [Go To First Post]
whats1thingnow - Posts: 407
just tested, still the same problem as post #48. please see attached gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27758 ) it's 10x easier to see the problem on the video file - let me know if you want it the key point is: at 9 seconds of the gif, current best bid/ask is still at 2703.75 bid and 2704.00 ask, where 1 lot lifts against 2704.00 sc1895 recent bid/ask columns (sc1895 bug resets): 2704.00 4x1 2703.75 0x20 jigsaw recent bid/ask columns (DOES NOT RESET): 2704.00 4x118 2703.75 53x20 as seen in the gif, even though 2.5s elapsed, the recent bid/ask columns DO NOT RESET because the current best bid/ask left and FLASHED BACK to 2703.75 bid and 2704.00 ask. thanks for the help!


sc1908_both_short.gif / V - Attached On 2019-04-20 17:12:54 UTC - Size: 1.72 MB - 3050 views

[2019-04-21 02:53:14] #54 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It really is impossible for us to know what the underlying issue is by watching one of these videos. We made a couple of additional changes. We removed the reliance on the data feed Date-Time in case there is a problem with that. Which is potentially possible. We also used a common Date-Time storage for each price level whether the resetting is based on the last trade price or the resetting is based on a bid/ask update. With these changes, we really cannot see why there is any potential for further issue. 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: 2019-04-21 02:53:53

[2019-04-21 02:54:00] #55 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
the 30s and 31s you mentioned - is that a hardcoded setting regardless of "Recent Bid Ask Volume Timeout in Milliseconds" setting? This is just an example assuming a Recent Bid Ask Volume timeout of 2500 ms. 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: 2019-04-21 02:54:08

[2019-04-22 04:17:03] #56 [Go To First Post]
User745789 - Posts: 173
Fix from 1906: "unexpected reset of the Recent Bid Volume and Ask Volume for a price level" https://www.sierrachart.com/index.php?page=doc/Whats_New.php I think I am still seeing it in 1908. I do not expect you to resolve from a gif, but I offer one as evidence. Market was 15/20, nothing trading for a while. Recent B/O volume of 222 and 2 just vanishes. Date Time Of Last Edit: 2019-04-22 04:19:21


123.gif / V - Attached On 2019-04-22 04:16:53 UTC - Size: 2.23 MB - 434 views

[2019-04-22 05:12:06] #57 [Go To First Post]
User574234 - Posts: 15
Market was 15/20, nothing trading for a while. Recent B/O volume of 222 and 2 just vanishes. great example of the bug as long as the best bid/ask is at 15/20, the recent bid/ask volume SHOULD NOT get reset this is spot on: the reset timer of 2.5 seconds should only start when another price becomes the best bid/ask, NOT WHEN price stays at the same best bid/ask

[2019-04-22 06:08:11] #58 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have not yet released the latest changes. 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

[2019-04-22 18:15:24] #59 [Go To First Post]
whats1thingnow - Posts: 407
@apac Market was 15/20, nothing trading for a while. Recent B/O volume of 222 and 2 just vanishes. can you provide the date and time and instrument? maybe sc engineers can use your example to figure out what's going on

[2019-04-22 20:55:17] #60 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Test on version 1909. The additional changes described have been released. 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

[2019-04-22 23:08:40] #61 [Go To First Post]
User745789 - Posts: 173
MJNKM19 22 April 11:14:30hrs Tokyo/exchange time

[2019-04-25 06:36:57] #62 [Go To First Post]
User745789 - Posts: 173
Hello SC Eng, I have v1910 and it is now not happening very often at all compared to 1908. Now maybe only twice in 3 hours that I saw today. But it is still happening. See vanish.gif Also, perhaps related, see offer.gif. Mkt at 75/80, 80s paid. Then 75s given. Mkt remains 75/80, yet the "last offer" background highlight moves to the 75 price level and recent volume at offer changes to 109 at the same time as recent volume at big changes. Why did the recent offer volume change to 109? Both F.US.MJNKM19 and within a few minutes of each other. Date Time Of Last Edit: 2019-04-25 06:37:26


offer.gif / V - Attached On 2019-04-25 06:37:10 UTC - Size: 2 MB - 412 views vanish.gif / V - Attached On 2019-04-25 06:37:23 UTC - Size: 2.14 MB - 563 views

[2019-04-25 18:25:11] #63 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We want you to test prerelease version 1911. We made another change in regards to resetting of recent Bid volume and Ask volume. Also, perhaps related, see offer.gif. Mkt at 75/80, 80s paid. Then 75s given. Mkt remains 75/80, yet the "last offer" background highlight moves to the 75 price level and recent volume at offer changes to 109 at the same time as recent volume at big changes. Why did the recent offer volume change to 109? This is very involved for us to look at this and analyze. This is not something within the scope of our support. We are certain that this functionality does work properly with the calculation of recent bid volume and ask volume. There has never been a problem with this other than the resetting functionality which involves a timeout. 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: 2019-04-28 01:46:35

[2019-04-26 09:20:47] #64 [Go To First Post]
User745789 - Posts: 173
Update: No observed recurrence of the issue with 1911 on MJNK an Bund. However length of sample time was about 50% shorter than normal today.

[2019-04-27 17:50:27] #65 [Go To First Post]
whats1thingnow - Posts: 407
tested 1912 WOW WOW! WOW!!! do i dare say it? yes... you guys fixed it!!! see attached - the random vanishing is gone :) the p1 gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27930 ) shows one price didn't get reset when it did in jigsaw ... but overall, it's 99%! it's GREATTTTTTTTTTTTTTTTTTTT enough thanks for the hard work!


sc1912_both_short_p1.gif / V - Attached On 2019-04-27 17:48:38 UTC - Size: 2.1 MB - 1548 views sc1912_both_short_p2.gif / V - Attached On 2019-04-27 17:48:45 UTC - Size: 2.75 MB - 1554 views

[2019-04-27 17:53:32] #66 [Go To First Post]
whats1thingnow - Posts: 407
after we finish post #19 of Trade DOM - last traded bid/ask background \| Post: 174727 the recent bid/ask columns will be near identical to jigsaw's amazing!!! thank you sc team!

[2019-04-29 21:45:02] #67 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is good. 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

[2019-06-11 18:14:50] #68 [Go To First Post]
John - SC Support - Posts: 30976
In the next Pre-Release (v 1933) we have added the ability to highlight the Best Bid and Best Ask within the Recent Bid and Recent Ask columns. You will find the settings for these under Global Settings >> Graphics Settings - Global (or Chart >> Graphics Settings) as the following: - Chart DOM Recent Bid Best Bid Background - Chart DOM Recent Ask Best Ask Background - Trade DOM Recent Bid Best Bid Background - Trade DOM Recent Ask Best Ask Background To display these backgrounds on the Chart DOM or Trade DOM, just select the Enable option for the backgrounds you want to see and select OK or Apply. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2019-08-07 22:53:42] #69 [Go To First Post]
User695518 - Posts: 50
I see I can create a Control Bar with: Clear Recent Bid And Ask Volume Clear Current Traded Bid And Ask Volume Above Clear Current Traded Bid And Ask Volume Below --- What about adding: Clear Recent Bid And Ask Volume Above? Clear Recent Bid And Ask Volume Below? This seems like the only request missing... Is this on the Enhancement Request list? Thanks for everything else you have added... SC is so so close.

[2019-09-03 05:57:58] #70 [Go To First Post]
User770116 - Posts: 6
John, the ability to highlight inside bid/ask has been there before, I don't know why you guys created another same function. It would be nice is to have the ability to highlight the inside bid or ask that is trading at one color while the other inside bid or ask that is not being traded another color; if that make any sense. Also it would be nice to have the ability to move the volume profile on the DOM to the right, and to save real estate on the volume bar, have the VPOC(highest volume bar) take 100 percent of the real estate, and have the other adjust to the vpoc. That will enable the volume bar to be more distinct from one another. Thank You.

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