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Direct MessagesDate/Time: Thu, 25 Apr 2024 01:59:15 +0000
Can Anyone Help Me?
View Count: 1726
| [2018-01-20 19:55:57] |
| User839162 - Posts: 82 |
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With the Market Replay feature with Sierra. It is extremely "Jumpy/Laggy". I'm attaching a video to show an example of this. Around the 30 second mark I annotate the video with an arrow and a line to show that price isn't even lining up with the current bid/ask. Throughout the rest of the video you can see the pause go pause go type of action that is no where near how it looks when I'm watching the market live. I'm using the Standard Replay Mode with a speed of 1.00. I would really appreciate help with this as I would like to practice over the weekend. In it's current state it's nearly impossible to read order flow. Thanks! Date Time Of Last Edit: 2018-01-21 05:11:07
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 2018-01-20 13-35-45 (2).mp4 - Attached On 2018-01-20 19:53:55 UTC - Size: 6.75 MB - 289 views |
| [2018-01-20 22:10:27] |
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As long as you are on a current version of Sierra Chart the only logical explanation to all of this has to do with the CQG time stamping of the market depth data. To solve this problem use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange 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 |
| [2018-01-21 05:24:07] |
| User839162 - Posts: 82 |
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Is it possible to provide me a day of Market Depth Data for UB (Ultra Bonds) from Sierra's Exchange Data Feed? I would like to test this to make sure it's data feed related. I've also experienced the same problems using Rithmic's data. Thanks! |
| [2018-01-21 06:28:22] |
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Yes. Ask us about this at the end of the day Monday. We will provide the files here but we are also going to provide intraday data file as well. You need to use them both together.
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: 2018-01-21 06:28:37
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| [2018-01-24 02:54:45] |
| User839162 - Posts: 82 |
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Can you please provide the data files? Thanks! |
| [2018-01-24 04:07:26] |
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Files are attached. These files will need to be used when Sierra Chart is set to use the Sierra Chart Historical Data Service: Sierra Chart Historical Data Service The market depth files must be placed into the MarketDepthData subfolder. Also we did run a test yesterday and the market depth did maintain proper synchronization with the last trade price. There are numerous reported problems with CQG timestamps. We have looked at this before and made some changes and do not know what more can be done. 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: 2018-01-24 04:08:16
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| UDH18 WithDepth.zip - Attached On 2018-01-24 04:07:02 UTC - Size: 12.27 MB - 320 views |
| [2018-01-24 17:58:06] |
| User839162 - Posts: 82 |
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I used the attached Depth Data, and Data Service you recommended, and I'm still getting the same "Jumpy/Laggy" replay. To me it doesn't seem like it's a Time Stamp problem. It feels as though Sierra is playing replay in 1 second increments. Could it possibly be a setting on my end that is causing this? Thanks! |
| [2018-01-24 18:00:47] |
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The problem with the market depth data being out of synchronization with the last trade price must be solved? That is the most serious issue. We saw no evidence of that using the depth data provided. In regards to "Jumpy/Laggy" , refer to: https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#UpdateFrequencyOfReplayedMarketDepthData 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: 2018-01-24 18:01:39
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