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Direct MessagesDate/Time: Thu, 02 May 2024 14:58:58 +0000
User Question
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| [2017-07-10 19:29:24] |
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I have 2 other problems with the Montreal Exchange feed. 1- The 3 months Canadian BA, the "CE Futures" under Financial Futures, should have 8 to 12 outright contracts of 3 months (8 to 12 products in total). I can only see 5 outright contracts in Sierra Chart under Find Symbols, into the Financial Futures (CE Futures). 2- The Depth of the book of the CE Futures seems to be not accurate, from my understanding. In the BA Futures the 4 first products (4 front months) should be trading .005 units per tick and display up to 10 levels of Depth. Currently I have to customize the display format and tick size (maybe that is normal), and I see only 4 levels of the Depth. I would like to know if it's possible to add all the products of the CE Futures under Find Symbol, and if the data I am receiving is accurate (Depth of the market and the levels of the book). Sierra Chart Support |
| [2017-07-10 20:07:48] |
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1. Any unlisted symbols can just be manually entered and opened. Refer to: File Menu: Find Symbol (File) We will increase the list to include 24 months. If you notice any missing Intraday data, let us know. 2. We have updated the symbol settings to .005. There is five levels of depth currently and we are asking Barchart if there is more available. 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: 2017-07-10 20:09:04
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| [2017-07-11 11:06:05] |
| sigmadict - Posts: 95 |
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Hi and thank you for the support. 1- I think I am noticing missing Intraday data. I am seeing 4 levels of Depth, and displayed in a random manner. I will attach a screenshot of the Book Depth with this message. 2- I have to point out that only the first 4 contracts have 0,005 granularity, the rest of the contracts trade 0,01 . Screenshot : http://www.sierrachart.com/image.php?Image=1499771289859.png Thanks Regards Date Time Of Last Edit: 2017-07-11 11:08:44
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| [2017-07-11 13:22:36] |
| sigmadict - Posts: 95 |
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Update : Also, I took a second screenshot of the Book Depth, and that one is also stranger than the first one. If you look at the Bid and Offers in the DOM of the chart. Screenshot no.2 : http://www.sierrachart.com/image.php?Image=1499779111818.png Regards |
| [2017-07-11 14:48:38] |
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1. In the first chart image, that does not look random. That looks normal if the market is not very actively traded. There is not necessarily going to be orders at adjacent prices. In the second chart image, we do see an ask quantity below the last trade price, but that is simply the data from the data feed. We have no control over that. 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: 2017-07-11 14:49:37
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| [2017-07-13 11:05:53] |
| sigmadict - Posts: 95 |
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Thanks for the support. I understand that the quality of the feed is suspicious and it's not in your hands. Should we advise Barchart that there is some irregularities with their Data Feed, so we might have a chance that they look at it ? I think the Book should be 5 levels most of the time, and there is now 3-4 levels displaying in a randomly manner, most of the time. Regards |
| [2017-07-13 15:11:05] |
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We already contacted Barchart about this and planned to follow up with you what they said. The data feed is obtained from CQG. And they do not believe there is any kind of configuration problem. What CQG is providing is going to be the data provided by the exchange. And there is at most five levels of depth. This is what we currently see: http://www.sierrachart.com/image.php?Image=1499958584402.png There are five levels and every time we have checked there are five levels. Open the market depth window with File >> Open Market Depth Window. 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: 2017-07-13 15:11:45
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