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Direct MessagesDate/Time: Sun, 19 May 2024 08:36:01 +0000
Fast price movement, no depth data
View Count: 832
| [2017-02-08 19:21:00] |
| Usermb - Posts: 126 |
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Please see the attached screenshots, there is no depth data for FDAX at multiple levels when the prices moves very fast. Is this normal and to be expected? Using the real time Sierra data feed + Eurex with depth |
 fdax-no-depth-1.png / V - Attached On 2017-02-08 19:20:08 UTC - Size: 19.34 KB - 262 views fdax-no-depth-2.png / V - Attached On 2017-02-08 19:20:15 UTC - Size: 22.91 KB - 242 views |
| [2017-02-08 21:37:38] |
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We do not know whether this is normal or not because we do not know exactly how this data feed works from the EUREX and if the EUREX is actually providing full market depth updates during the fast price movement. We do know in the case of the CME that they do not provide continuous market depth updates during fast price movements. In about two weeks, the Sierra Chart Exchange Data Feed will be using the new OpenFeed from Barchart for EUREX data. This might solve the problem or it might be the same. If it does not solve the problem, then there is not any further help we can provide about 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 |
| [2017-02-08 21:45:05] |
| Usermb - Posts: 126 |
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Thank you, really looking forward to this upcoming development, it's supposed to be much better.
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| [2018-02-12 07:58:03] |
| User00111 - Posts: 111 |
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Hi, this is a best indicator to set up Depth Drill ( https://www.youtube.com/watch?v=xO81EeaTiGg&feature=em-subs_digest ) Please infrom me if possible to do it. Thank you. |
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