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ACSIL / DOM data and network

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[2017-02-21 16:26:06] #1 [Go To First Post]
wwwingman - Posts: 185
Hi I would like to make an ACSIL study based on the new market depth data. I wonder how reliable are the values I receive, in relation to network possible issues. More precisely : Am I sure to have 100% of the DOM changes that the data provider detects and sends ? FWIW : I use IQFeed. -- W.

[2017-02-21 18:19:29] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Are you referring to the data you would access through this API?: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) More precisely : Am I sure to have 100% of the DOM changes that the data provider detects and sends ? We do not know. We do know in the case of the Sierra Chart Exchange Data Feed, that this will be the case. 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

[2017-02-21 20:03:23] #3 [Go To First Post]
wwwingman - Posts: 185
> Are you referring to the data you would access through this API?: Yes. For ex, assume the DOM at a certain price changed from 1000 to 5000 during 1 milisecond. Am I certain to have that info ? or does that depend on the network conditions ? ( I can handle latency, but if there is even 1% chance that I will miss that event than it changes a lot of things...). -- W.

[2017-02-21 20:19:28] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The functions of this class do not provide that type of change data: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) The data you are looking for is in the underlying market depth files. Although the file format is not currently documented. But the data file will definitely contain that data as long as it was received from the 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

[2017-02-22 14:28:23] #5 [Go To First Post]
wwwingman - Posts: 185
Thank you. >The data you are looking for is in the underlying market depth files. Although the file format is not currently documented. Will that be documented later ? Or will that data be accessible through the ACSIL API later ? -- W

[2017-02-22 18:42:08] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It will be documented at some point. We would not expect it to be available through ACSIL. 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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