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Date/Time: Fri, 26 Apr 2024 01:03:36 +0000



DOM strange bid ask behavior

View Count: 1088

[2018-04-12 17:31:23]
User509438 - Posts: 7
See attached image. the DOM has some strange aspects. numbers overlapping with each other on the current 10 deep bids and offers but also other bids and offers above and below.
Attachment Deleted.
imageSnap 2018-04-12 at 10.30.06.png / V - Attached On 2018-04-12 17:30:16 UTC - Size: 151.08 KB - 412 views
[2018-04-12 19:03:13]
Sierra Chart Engineering - Posts: 104368
We want you to go to that YM futures chart, and select File >> Open Market Depth Window. Make sure that window is positioned over the chart and select Edit >> Screen Images >> Upload Chart with Overlays.

Paste the image link here.
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: 2018-04-12 19:03:30
[2018-04-12 21:08:30]
User509438 - Posts: 7
http://www.sierrachart.com/image.php?Image=1523567287362.png
[2018-04-12 21:09:37]
User509438 - Posts: 7
this is my own screenshot with DOM included. (market just closed)
imageSnap 2018-04-12 at 14.08.55.png / V - Attached On 2018-04-12 21:09:05 UTC - Size: 211.72 KB - 373 views
[2018-04-12 23:01:18]
Sierra Chart Engineering - Posts: 104368
OK we have looked at this. We have done some work on market depth data processing recently and we have an idea of what the problem might be. We cannot verify it because we do not have access to Interactive Brokers market depth data.

We are going to implement a solution and have that out this evening and then you can test tomorrow.
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: 2018-04-12 23:01:33
[2018-04-16 12:35:00]
User509438 - Posts: 7
It is still doing this as of this AM
[2018-04-16 13:15:59]
Sierra Chart Engineering - Posts: 104368
We want you to update to the latest "Prerelease" following the instructions here:
Software Download: Fast Update

After updating let us know if you still see the problem.
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
[2018-04-18 09:59:45]
Sierra Chart Engineering - Posts: 104368
We are not sure if you updated to the latest prerelease or not. There was a problem with prerelease version 1731 which has been corrected which is documented here:
Version 1731 Only Opens One Chart from Chartbook

Version 1733 has now been released.

When you do decide update though, let us know if you still see this Interactive Brokers market depth data issue. We would expect it to be resolved.
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

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