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Direct MessagesDate/Time: Sat, 04 May 2024 05:12:37 +0000
Recent Bid/Ask Volume
View Count: 12260
| [2018-05-15 11:13:37] |
| User495158 - Posts: 106 |
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+1
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| [2018-05-16 02:07:47] |
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We will see about these.: A - cleared recent bid and ask volume activity above the current price; and B - cleared recent bid and ask volume activity below the current 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 |
| [2018-06-25 06:16:56] |
| whats1thingnow - Posts: 407 |
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hi SC support, thank you for your amazing product! i want to follow up 2 things: [[1]] on post #15, #19, #20 by User839162 - this is definitely an important feature that i hope can be added: I want there to be a base highlight on the RECENT bid/ask. Look at the Jigsaw picture again. You can clearly see that Jigsaw highlights both of the recent bid/ask. The price that has 50 on the Recent Bid/Ask is White and 377 is Yellow. They have a base highlight color (WHITE) and a highlight for what's currently hitting the bid/ask.
Here is another image to clear up any confusion. https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=17319 any chance we can get this highlight for both bid/ask for whats currently being hit? --- [[2]] i want inquire about This setting does not apply when the Reset Recent Bid/Ask Volume on Bid/Ask Change is set, as the Reset Recent Bid/Ask Volume on Bid/Ask Change will override the need for a trade and reset the values based on the price movement from Global Trade Settings Windows: Recent Bid Ask Volume Timeout in Milliseconds (Global Settings >> Chart DOM Settings >> Other >> Other Settings)on jigsaw, the two options ("Reset Recent Bid/Ask Volume on Bid/Ask Change" & "Recent Bid Ask Volume Timeout in Milliseconds") are NOT mutually exclusive... i was wondering if we implement the reset & timeout just like jigsaw? here is how it could work: (A) Reset Recent Bid/Ask Volume on Bid/Ask Change is set (B) Recent Bid Ask Volume Timeout in Milliseconds is set to 2500 logic: as the Bid or Ask price moves off one value and then back again, the Recent Bid/Recent Ask volume is reset to 0 if it returns more than the timeout value AND nothing is traded Example 1: The initial Bid Price is 6575 and accumulates a volume of 2. The Bid Price then moves to 6576 and accumulates trades with a total volume of 3. The Bid Price then returns to 6575 in less than 2500 milliseconds and NOTHING TRADES. In this case, the Recent Bid volume at the price of 6575 is not reset and continues to accumulate now starting at a value of 2. Example 2: The initial Bid Price is 6575 and accumulates a volume of 2. The Bid Price then moves to 6576 and accumulates trades with a total volume of 3. The Bid Price then returns to 6575 in less than 2500 milliseconds and another trade occurs with a volume of 1. In this case, the Recent Bid volume at the price of 6575 is not reset and continues to accumulate now starting at a value of 3. Example 3: The initial Bid Price is 6575 and accumulates a volume of 2. The Bid Price then moves to 6576 and accumulates trades with a total volume of 3. The Bid Price then returns to 6575 in more than 2500 milliseconds and NOTHING TRADES. In this case, the Recent Bid volume at the price of 6575 is reset to 0. Example 4: The initial Bid Price is 6575 and accumulates a volume of 2. The Bid Price then moves to 6576 and accumulates trades with a total volume of 3. The Bid Price then returns to 6575 in more than 2500 milliseconds and another trade occurs with a volume of 1. In this case, the Recent Bid volume at the price of 6575 is reset and starts to accumulate at a value of 1. thank you very much in advance for your support |
| [2018-06-25 14:34:51] |
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In regards to post #27, we will review but we cannot say how soon we will get to this and what would be done.
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 |
| [2018-06-26 03:03:12] |
| whats1thingnow - Posts: 407 |
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looking forward to it! SC just keeps getting better and better :) |
| [2018-07-04 22:53:31] |
| Gigo - Posts: 3 |
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+1 on post #27
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| [2018-07-19 02:53:22] |
| whats1thingnow - Posts: 407 |
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really really need post #27 features to improve the read on the market any chance post #27 can be reviewed soon? thank you SC engineers for your hard work!!! |
| [2018-09-05 03:17:48] |
| whats1thingnow - Posts: 407 |
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friendly follow-up regarding post #27 and #28. thank you so much for your help and an amazing software! |
| [2018-09-10 09:23:48] |
| YK - Posts: 33 |
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+1 on post #27
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| [2018-10-16 02:22:34] |
| whats1thingnow - Posts: 407 |
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friendly follow-up regarding post #27 and #28. thank you so much for your help and an amazing software! |
| [2018-11-08 21:09:49] |
| whats1thingnow - Posts: 407 |
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friendly follow-up regarding post #27 and #28. please consider adding this so i can fully switch away from jigsaw... without this, reading the dom on jigsaw is still so much better. don't want to pay multiple monthly fees :( thank you so much for your help and an amazing software! |
| [2018-11-11 12:32:55] |
| nonojnet - Posts: 8 |
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+1 on post #27 and #28
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| [2018-12-07 18:23:50] |
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We will get back to you as soon as we can on this. We are just so busy with so many things, it just takes time to follow up with these.
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 |
| [2019-01-31 07:15:02] |
| zompi - Posts: 3 |
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Any update on regarding this post? Would love to see the new update.
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| [2019-02-02 20:28:39] |
| zompi - Posts: 3 |
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please add this feature [[1]] on post #15, #19, #20 by User839162 - this is definitely an important feature that i hope can be added: I want there to be a base highlight on the RECENT bid/ask. Look at the Jigsaw picture again. You can clearly see that Jigsaw highlights both of the recent bid/ask. The price that has 50 on the Recent Bid/Ask is White and 377 is Yellow. They have a base highlight color (WHITE) and a highlight for what's currently hitting the bid/ask. Here is another image to clear up any confusion. https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=17319 any chance we can get this highlight for both bid/ask for whats currently being hit? |
| [2019-02-07 00:20:01] |
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Post #39 is going to be worked on. We also added a delay time (adjustable) check before resetting the recent bid/ask volume on a Bid/Ask change. The resetting works independently between the bid and ask sides. If there is still anything else needed, let us know. 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: 2019-04-03 05:06:18
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| [2019-03-09 15:43:43] |
| whats1thingnow - Posts: 407 |
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We also added a delay time (Adjustable) check before resetting the recent bid/ask volume on a bid ask change
Thank so much for this! however, after some testing, i can confirm the delay is still not resetting properly. I have done a dom comparison between jigsaw and sierra replay for ESH18 2018-02-22 07:00:00 EST to show you the difference. It was tricky to get it to sync on replay so the best I got it to was off by a split second (jigsaw on the right is slightly faster). Either way, it will illustrate the point because the reset delay is at 2.5 seconds for both doms. This attached gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26664) shows many times sierra did the reset, when jigsaw did not. If you want a specific example, watch 2704.00 closely: - [jigsaw] by the end of the gif, the recent ask column of 2704.00 accumulates to '118' - [sc 1875] by the end of the gif, the recent ask column of 2704.00 is blank because it kept on getting reset even though delay is set to 2.5 seconds Sometimes price stays on the same bid and ask without moving away while volume is traded. However, even though bid and ask didn't change, the recent ask/bid volume still resets example attached gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26664) watch 2704.00: - there was accumulated last size has 52 and recent ask has 57 - then without the bid/ask changing at all, accumulated last size becomes 53 and recent ask becomes 1 #1. it shouldn't reset at all if it stays on the same ask/bid #2. i have the delay set to 2500 or 2.5 secs ... there is no way even if price flickers (moves away and comes back quickly) that it was more than 2.5 secs i can provide the video mp4 file too if you need thank you for your help!!! Date Time Of Last Edit: 2019-03-09 15:44:48
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 sc_n_jigsaw_2500_delay_reset_v2.gif / V - Attached On 2019-03-09 15:31:34 UTC - Size: 1.1 MB - 991 views |
| [2019-03-22 04:38:37] |
| User574234 - Posts: 15 |
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We want to recommend Sierra to our students, but without post #41 fixed, we simply cannot. Not sure how it's coded right now, but the reset on Sierra compared to Jigsaw's DOM is totally off. Is there an eta for the fix? |
| [2019-03-22 21:08:16] |
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Ok we will look over post #41.
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 |
| [2019-03-28 15:07:41] |
| whats1thingnow - Posts: 407 |
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amazing! need any clarifications on post #41?? do you want the video file? |
| [2019-04-03 05:04:57] |
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In regards to post #41, we did find a problem in the resetting logic of the recent bid volume and ask volume on a bid or ask change and this has been resolved. This will be out in prerelease 1895 coming out in about 20 minutes .
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: 2019-04-03 05:05:18
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| [2019-04-07 01:16:46] |
| whats1thingnow - Posts: 407 |
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thank you sc engineers!!! looks like we are getting close :) one more bug i noticed for 1895 compared to jigsaw is that when the price is sitting on the SAME best bid/ask for over 2.5s, sc is still resetting the recent bid/ask instead, 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 here is the example (please see https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27419 gif): current best bid/ask is 2703.75 and 2704.00 the recent bid & recent ask columns looks like this: 2704.00 4x57 2703.75 53x20 after 2.5 seconds elapsed, a 1 lot lifts against 2704.00 sc1895 current resets the recent bid/ask columns and it looks like this: 2704.00 4x1 2703.75 0x20 instead, even though 2.5s elapsed, the recent bid/ask column should NOT RESET because the current best bid/ask has NEVER LEFT 2703.75 and 2704.00. what we should see like in jigsaw when a the 1 lot lifts against 2704.00 is: 2704.00 4x58 2703.75 53x20 thanks for your help!!! |
| sc1895_incorrect_reset.gif / V - Attached On 2019-04-07 01:07:05 UTC - Size: 963.96 KB - 527 views |
| [2019-04-07 02:32:40] |
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i noticed for 1895 compared to jigsaw is that when the price is sitting on the SAME best bid/ask for over 2.5s, sc is still resetting the recent bid/ask There must have been a very brief change of the bid side that you did not see, which is entirely possible because the Trading DOM will not visually reflect every single change. Otherwise, this could not happen.Look at the Time and Sales window at the same time and set it to display Bid/Ask Records and you will see. 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: 2019-04-07 02:33:40
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| [2019-04-08 00:07:06] |
| whats1thingnow - Posts: 407 |
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thanks for the response! i actually compared 1895 to jigsaw (with both at 2500 ms delay) and found when the price is sitting on the SAME best bid/ask for over 2.5s, sc is still resetting the recent bid/ask again, 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 here is the example (please see gif with both doms - https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27432 (sc1895 on left, jigsaw on right)): at 5 seconds of the gif, the current best bid/ask is 2703.75 bid and 2704.00 ask
sc1895 recent bid/ask columns: 2704.00 2x7 2703.75 53x20 jigsaw recent bid/ask columns (sc1895's bug cleared 60 on 2704.00 - same bug as what i'm trying to describe in this post): 2704.00 2x67 2703.75 53x20 at 5.5 seconds of the gif, 48 lifts and clears 2704.00, the current best bid/ask flashed to 2704.00 bid and 2704.25 ask, 2 lots hit the bid at 2704.00 and nothing trades at 2704.25 ask sc1895 recent bid/ask columns: 2704.00 4x55 2703.75 53x20 jigsaw recent bid/ask columns: 2704.00 4x115 2703.75 53x20 at 6 seconds of the gif, current best bid/ask flashed back to 2703.75 bid and 2704.00 ask, where 2 lots lift into 2704.00 sc1895 recent bid/ask columns: 2704.00 4x57 2703.75 53x20 jigsaw recent bid/ask columns: 2704.00 4x117 2703.75 53x20 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. what we should see like in jigsaw when a the 1 lot lifts against 2704.00 is: 2704.00 4x58 2703.75 53x20 thanks for your help!!! Date Time Of Last Edit: 2019-04-08 00:07:51
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| sc1895_both_short.gif / V - Attached On 2019-04-07 23:31:23 UTC - Size: 2.92 MB - 683 views |
| [2019-04-09 08:38:53] |
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It is not possible for us to make a clear determination there is a genuine problem from your description and from that animated gif. The problem is the actual low level activity is not being fully revealed. We have done a thorough review and we do not see a problem like you show. Also keep in mind it is not only the bid/ask which can cause resets, but also Bid trades and Ask trades occurring at different price levels according to the standard recent bid volume and recent ask volume rules. Test version 1897 and still see if you notice a problem. And you also have to have the Time and Sales window open and showing bid/ask records. 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 |
| [2019-04-11 17:23:35] |
| Dmantrader - Posts: 1 |
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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 |
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