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Date/Time: Fri, 19 Jan 2018 01:48:04 +0000



Depth of Market Historical Graph is Lagging

Support Request:
[2017-11-20 08:48:18]
Logan W - Posts: 3
Hi there,

I'm noticing that the last column (that shows the current limit orders) of the Depth of Market Historical Graph is lagging quite a bit.

In the attached image, you can see that the last column of the historical graph does not match up with the DOM graph on chart.

When in replay mode, both the last column and the DOM graph match up perfectly however, the lag occurs when viewing the market in real-time.

How can I resolve this?

Thank you!
imageLag.jpg / V - Attached On 2017-11-20 08:41:51 UTC - Size: 87.96 KB - 54 views
[2017-11-20 20:54:16]
Sierra Chart Engineering - Posts: 56279
We looked into this to make sure the time stamping is being handled right from CQG.

It is to the extent we can. There must be some kind of time stamping issue on the CQG side related to this.

However, there is a solution from your side that you can do. Set Global Settings >> Data/Trade Service Settings >> Timestamp Using Local Computer Clock

to True.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-11-20 20:54:26
[2017-11-21 01:14:44]
Sierra Chart Engineering - Posts: 56279
Actually, we had contemplated this some more. Our answer above probably is not the right technical explanation. We need to look at the code and review the documentation on this. The behavior you see probably is normal.

But for us to properly answer this we need to know the timeframe of the chart bars. Let us know.

In any case, we are fairly certain that this kind of behavior has been previously looked at.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-11-21 01:15:16
[2017-11-21 01:29:43]
Logan W - Posts: 3
In the photo example, I'm using 1 range bars. However, I still see the discrepancy using 5 min bars.
[2017-11-27 05:41:22]
Logan W - Posts: 3
I'm still not able to resolve this issue.

Any update on this?
[2017-11-27 06:17:21]
Sierra Chart Engineering - Posts: 56279
We looked into this, and there definitely is no issue at least not anything that we would need to resolve.

Whether there is a problem with the CQG data time stamping or not, we do not know. That is not something we have any control over but you can bypass it as explained previously.

There is a potential for some differences, and that is explained here:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph#StudyInputs_DisplayMarketDepthLastQuantitiesAfterLastBar

We cannot provide any further help beyond this. This type of issue is something that has been looked at previously, and resolved to the extent we can and the explanation is as documented. It is only something you would notice occasionally and certainly you would notice it during light trading like we have at the moment in the evening session.


Also we do not know why this thread was hidden. The whole idea behind the public support board is for us to have responses made publicly. Otherwise, there is no point in us spending our valuable time responding when the answer is just for you. We are marking this thread public again. There is nothing private here. The time involved with responding to a Support Request is generally not trivial. Our time on this Support board runs about 150 USD per hour.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-11-27 06:20:36

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