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Date/Time: Thu, 28 Mar 2024 20:08:53 +0000



SC Dom Pulling/Stacking & Recent Trades - very inconsistent with Jigsaw

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[2018-06-07 20:06:14]
choppy812 - Posts: 6
I'm reviewing SC and Jigsaw and trying to determine if SC meets my needs for training to trade off the DOM. But I see huge inconsistencies between the two platforms. Which is more accurate? When they're this far away from each other, one or both have to be wrong, I would say. Please see attachment. Both platforms were refreshed of current / recent trades just before the screenshot.

ESM8 is the instrument, at about 3:58pm, EDT. SC is using a demo data connection with Gain Capital Futures. Jigsaw is using a demo CQG data feed.
Date Time Of Last Edit: 2018-06-07 20:12:16
imagejigsaw-sierra.PNG / V - Attached On 2018-06-07 20:03:34 UTC - Size: 110.96 KB - 1770 views
[2018-06-07 22:25:39]
User136422 - Posts: 33
If you wonna compare them you should use the same data feed otherwise the test is useless.
@ticinotrader made a nice comparison between SC DOM and RapidTrader Dom on youtube using the same feed, look for that video
Good luck
[2018-06-07 22:39:03]
Sierra Chart Engineering - Posts: 104368
Due to how data feeds work, there is always going to be an inconsistency with market depth pulling and stacking calculations between those data feeds. They will never be consistent.

SC is using a demo data connection with Gain Capital Futures. Jigsaw is using a demo CQG data feed.
There is no way you are going to have consistency with this.

We recommend using the Sierra Chart Exchange Data Feed for testing:
Sierra Chart Exchange Data Feed

For how the recent bid and ask volume is calculated, refer to:
Global Trade Settings Windows: Recent Bid Volume - Left/Center/Right Aligned
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
[2018-06-08 15:49:33]
choppy812 - Posts: 6
I now have a 'paid' CQG data feed which I'm using in Jigsaw, and I have a paid CQG feed for Sierra (through my new AMP Futures account with them).

The data feeds are the same source (two separate accounts though). The issue with the recent trades has been fixed, but the pulling / stacking is sometimes way off still. Sometimes one platform will have a negative adjustment while in the same moment the other platform is showing a positive count.

For reference, here is how I got the market orders (recent trades in SC) to be more consistent with Jigsaw. I adjusted two settings at Global Settings --> Chart DOM Settings. First, I must have blindly checked off the "Reset Recent Bid/Ask Volume on Bid/Ask Change" in the last few days, so I unchecked it. Second, I set the "Recent Bid Ask Volume Timeout in Milliseconds" to 2500. That makes the market orders close enough to Jigsaw for me to feel comfortable that, since both platforms are showing the same data, it must be accurate (or as accurate as I'm going to get).

Now -- what's up with the pulling and stacking? Is there some other setting in SC I should be looking at? I would think this is just a simple addition/subtraction routine hard-coded in the platform(?)

See attachment for example.
Date Time Of Last Edit: 2018-06-08 19:39:30
imagejs-sc-3.PNG / V - Attached On 2018-06-08 16:51:44 UTC - Size: 134.35 KB - 1234 views
[2018-06-09 00:19:14]
Sierra Chart Engineering - Posts: 104368
How the pulling and stacking calculation is done is explained here:
Global Trade Settings Windows: Bid Market Depth Pulling/Stacking - Left/Center/Right Aligned

We see you have activated the Sierra Chart Exchange Data Feed and that is always going to be the best reference feed for market depth data since that data originates straight from the exchange. There is no intermediary. We really cannot comment about CQG.

So what you are seeing when using the Sierra Chart Exchange Data Feed is exactly as documented. That is all we can say. It is impossible for us to say anything else. If what is documented is what you expect, then what you see is 100% accurate.

You just have to make your decision based upon what we have said. We are not going to comment on this further. The documentation has been updated further.
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: 2018-06-09 00:20:29

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