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Direct MessagesDate/Time: Sat, 20 Apr 2024 11:51:40 +0000
SierraChart DOM for Nymex Crude Oil is garbled
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| [2013-08-27 14:55:50] |
| graggy - Posts: 15 |
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Please see the attached screenshot of an OEC DOM. I am aware of a similar post regarding EUREX contracts, for which the blame was placed on OEC. However this may be a different issue: in particular, the ask size at 108.74 has two numbers, one printed on top of the other. Perhaps the SierraChart code should be able to detect and prevent a situation like this? Also, the fact that bid and ask size numbers appear far away from the depth list of 10 could be noted and corrected? Finally, but not shown on this screenshot, is the situation whereby in the middle of the list of ask sizes a bid size appears directly opposite to an ask size. These flaws appear almost continuously during the trading day.
Date Time Of Last Edit: 2013-08-27 15:00:24
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 bad-dom2.png / V - Attached On 2013-08-27 14:54:23 UTC - Size: 56.6 KB - 465 views |
| [2013-08-27 16:29:39] |
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In the case of how OEC provides market depth, this is not something we have control over. This is an issue within the OEC software. We have looked at this closely before and reported it to OEC. Longer-term, we will be changing to a different data feed from OEC. We will be using FIX and FAST. This work is mostly done but it just needs some technical review which we have not yet completed. Reconnect to the data feed by selecting File >> Disconnect and then Connect to Data Feed when this happens. We expect this would solve it. 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: 2013-08-27 22:23:03
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