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Date/Time: Sat, 18 May 2024 12:03:03 +0000



market depth pulling/stacking in 1730

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[2018-04-10 14:21:53]
User75096 - Posts: 48
wat has changed in market depth pulling/stacking in 1730 , 1727 is different, could you explain please , thanks
[2018-04-10 17:45:45]
Sierra Chart Engineering - Posts: 104368
There are no changes. However, we see you are using the CQG trading platform service and there were some minor changes with the market depth data processing for CQG to make it more efficient.
Sierra Chart Support - Engineering Level

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https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2018-04-10 17:45:55
[2018-04-10 21:47:48]
User75096 - Posts: 48
could you explain "to make it more efficient" the numbers are very different now
[2018-04-11 18:39:37]
Sierra Chart Engineering - Posts: 104368
Previously with CQG, every time a market depth insert, update, or delete message is received Sierra Chart would process any differences with the market depth data. Now when a batch of those is received, the differences are processed after the batch. Normally differences are processed after a batch of messages with other services.

Whether the stacking and pulling data is more accurate or not. We do not know. We thought if anything it would be more accurate now, but perhaps not.
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: 2018-04-11 18:40:42
[2018-04-11 20:32:54]
User75096 - Posts: 48
sorry to say but the first version was better course together with the market depth historical all makes sense now it is like after the fact ,lagging , if you are a scalper and you trade the book it is less confi course you trade the flow , but i will observe it and come back, thanks
[2018-04-12 19:41:53]
Sierra Chart Engineering - Posts: 104368
OK we will revert the change.
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
[2018-04-12 20:15:24]
User75096 - Posts: 48
thanks

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