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Date/Time: Mon, 29 Apr 2024 10:26:20 +0000



Trade and Quote symbol

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[2017-05-17 14:33:08]
AlexPereira - Posts: 197
Hi,

I am using LMAX connection with some symbols in CFD ( GDAXI, dax index for example ) where the normal instrument has much more info than the mini instrument ( GDAXI vs GDAXIm ).

Currently I setted up GDAXI with "trade and quote symbol" GDAXIm. It works with the candlestick charts, but could the DOM info also be from the GDAXI instrument ? Basicly every info from GDAXI, except the actual trade and its P/L ?

Thanks
[2017-05-17 21:14:49]
Sierra Chart Engineering - Posts: 104368
No, this is not supported. We had plans to support this but the implementation was getting overly complicated.
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
[2017-05-18 07:46:58]
AlexPereira - Posts: 197
Thanks for the reply.

You think its worth asking LMAX to fix their instruments, or is there any other better solution for this ?
[2017-05-18 14:43:16]
Sierra Chart Engineering - Posts: 104368
What does LMAX need to fix?

We do not have any other solution from our side other than using the Trade and Current Quote Symbol as it is currently implemented.
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
[2017-05-18 14:49:41]
AlexPereira - Posts: 197
What does LMAX need to fix?

Well, I was expecting that the chart info about for example GDAXI and GDAXIm to be the same.

Currently, the "number of trades" chart is different ( seems much lesses trades going on, the 233 chart on GDAXIm looks like the 377 chart on GDAXI ) and the DOM info is very different.

We do not have any other solution from our side other than using the Trade and Current Quote Symbol as it is currently implemented.
Yes, its what I am using now as a workaround.

Thanks
[2017-06-12 14:08:02]
AlexPereira - Posts: 197
Hi,

Through my usage and experience with SierraCharts, discovered today that what I was asking is implemented and working perfectly when using "Remote Chart" and setting "Use non-chart Data for remote instances" to true. ( it uses the chart data and market depth info of the symbol, not from the quote and traded symbol ).

What I was asking was something similar to "Use non-chart Data for remote and local instances". A work around is to having another SierraChart instance just "feeding" GDAXI and then in another use it as a remote instance chart. ( Currently I am using this to use FXCM feed on LMAX because FXCM as so much more ticks than LMAX feed, FXCM's US30 at 233 ticks is like LMAX's WS30 at 55 ticks )

Thanks.
[2017-06-12 14:53:11]
Sierra Chart Engineering - Posts: 104368
OK this sounds like a good solution.
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
[2017-06-12 17:07:54]
AlexPereira - Posts: 197
Sorry for keeping asking for help, but just found out that it is/was working perfectly because the forex instruments had exactly the same price between "FXCM/SierraChart Data" and LMAX .

I am trying now some CFD instruments and I am having problem with the last candle, because LMAX has a price difference of a few points. Changing that "Use non-chart Data for remote instances" doesn't seem to help. Is there a way to fix this ?

I want to have the last price of the chart I am currently seeing the candles from, so that the chart candlesticks are correct ( like if I was seeing the original remote chart, the price on the scale I don't care ). Is this possible ?
[2017-06-12 19:34:20]
AlexPereira - Posts: 197
Thinking more about it I think its impossible to solve, its a problem with CFD's, every broker has its quotes. It would make positions and orders very difficult to manage.

It only makes sense on a separate feed for futures, since the price has one source.

It actually solves the original problem I had, between different "versions" of the same instruments on the same broker ( GDAXI vs GDAXIm ) but its as far as it goes.

Cheers
[2017-06-12 19:37:35]
Sierra Chart Engineering - Posts: 104368
Like we said, we do not have any solution from our side at this time.
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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