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Date/Time: Sun, 28 Apr 2024 01:44:08 +0000



sc.AskSize and sc.BidSize difference

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[2017-02-14 20:00:33]
FerroTrader - Posts: 70
Hello,
which is the difference between sc.AskSize/sc.BidSize AND sc.SymbolData->AskDOM[0]/sc.SymbolData->BidDOM[0] ?
Why are they different a lot of time even if the data feeder (in my case Rithmic) is the exact same one ?

Thank you,
Andrea
[2017-02-14 21:10:25]
Sierra Chart Engineering - Posts: 104368
We do not know the answer to this question.

Other than to say they are each updated with different categories of data from the Rithmic system.
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
[2017-02-15 08:06:35]
FerroTrader - Posts: 70
Utterly unacceptable.
[2017-02-15 09:05:42]
Sierra Chart Engineering - Posts: 104368
Your Sierra Chart account is expired.

Are you using a different Sierra Chart account name? If so, what is it?

Understand that Sierra Chart does not control this data. So you really should contact Rithmic if you are not happy with their data. Your question is not within our control, and we do not know the answer to it.

We can assure you that the Rithmic data feed is processed correctly by Sierra Chart. We did recently work on the processing of the best bid and ask data for Rithmic. This is in the latest version.

There is a difference between the best bid and ask data and the market depth data. These are separate updates from the Rithmic system.

If you want a good data feed use the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange 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
Date Time Of Last Edit: 2017-02-15 09:06:50
[2017-02-15 09:26:59]
FerroTrader - Posts: 70
We do not know the answer to this question.

I am using this account for testing Sierra since I think it is the best retail platform (even if it is not multithreaded but I see progresses towards this direction) and I am trying to move all my algos from NT7/NT8 to it little by little.

Rithmic is the best retail datafeeder for colocation in Chicago especially for the DOM data: Rithmic uses UDP protocol (not TCP/IP) to speed it up and if you are colocated you have less probabilities to get wrong data.
[2017-02-15 09:31:12]
Sierra Chart Engineering - Posts: 104368
Sierra Chart has always been multithreaded, and unless you really understand how threads are being used by a program, to the end-user it does not mean much of anything.

We do not see any recent login to your account. It is expired. Log into the support board from the account you are using through Help >> Support Board from within Sierra Chart.

Rithmic uses UDP protocol (not TCP/IP) to speed it up and if you are colocated you have less probabilities to get wrong data.
This is definitely not true. In all of our experience the connection is definitely TCP/IP. And with UDP you are going to receive incomplete data.

The very best data feed is our own data feed and that is what we recommend you use:
Sierra Chart Exchange Data Feed

Rithmic is the best retail datafeeder for colocation in Chicago
They are not better than our own data feed. Give our data feed a try 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: 2017-02-15 09:33:16

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