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Direct MessagesDate/Time: Sat, 27 Apr 2024 22:13:40 +0000
Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed!
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| [2018-10-29 03:15:57] |
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This is only intended to be temporary but we do not want to say for how long for because there is some other related work which we do not know how long it will take to be done. We have had a few users report the data feed stopping for a few seconds and while we are quite sure the reason is understood and we have implemented a solution/patch, we want to limit the number of depth levels for now. A more comprehensive solution will take us more time. We do not want to have any type of issue like this. 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 |
| [2018-10-30 15:52:17] |
| Acro - Posts: 436 |
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Is there any chance of seeing what more levels of depth in ZN (10 year treasuries) would like ? Thanks |
| [2018-10-30 16:59:19] |
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Yes we can set up extended depth for that symbol.
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 |
| [2018-10-30 21:51:33] |
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We did add support for extended market depth for ZN, but we may withdraw this. This is quite frightening because it has an enormous amount of orders. Currently there are over 150,000 just for the first 30 levels. Correction: The number of orders is about 7000 for the first 30 levels. The 150,000 was the volume. If we notice any kind of consequence, then we have to immediately withdraw this and we cannot get involved in this. We already removed it from one of the servers. 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: 2018-10-31 01:55:21
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| [2018-10-31 00:02:55] |
| Acro - Posts: 436 |
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I see what you mean. I'm happy to withdraw that request as I do agree that it may have an adverse effect on your servers and your ability to return to 40 levels of depth. |
| [2018-10-31 01:53:55] |
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Actually we were mistaken about the number of orders and that should be clear at this point in time when you look at it. The number of orders for the first 30 levels is 7000 at this moment for ZNZ18. The 150,000 was the volume. That is not relevant to performance.
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: 2018-10-31 01:54:42
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| [2018-11-10 05:24:37] |
| Acro - Posts: 436 |
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Is there any update on reverting back to 40 levels of depth instead of 30 ? Thank You |
| [2018-11-11 09:51:06] |
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We still need to complete an essential change in the network socket core to properly resolve a problem some users have been having. And we also have to reduce the amount of bandwidth, used by this data. We are doing our best to get these done as soon as possible. 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 |
| [2018-11-16 17:07:56] |
| nonojnet - Posts: 8 |
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I've read the entire thread but I still don't get why if Max T&S Depth levels is set to 10 I keep watching hundreds of them in my DOMs. I only need to watch 10 can't find the way to do it (I mean bid/ask levels, not pull/stack). Any idea? |
| [2018-11-16 18:41:05] |
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There is a different setting for this which is specific to a chart. Refer to: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) 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 |
| [2018-11-17 07:53:47] |
| User164231 - Posts: 278 |
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Ever since I switched to SC data, the big lots on ES futures (1,000) executed have disappeared from my T & S window as well as the studies (Large Volume Trade Indicator). When I compared SC data to IQ feed, Interactive broker data seems to be more closer than IQ feed than SC data. Did I miss any settings? |
| [2018-11-17 10:43:34] |
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It does not make sense you would see any sub trade with a volume of 1000. If you are looking for that, use this particular setting: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Also disregard Interactive Brokers data, it is not going to be accurate in this way. 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 |
| [2018-11-22 13:39:39] |
| numas9 - Posts: 2 |
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A request for A6 :D
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| [2018-11-22 20:56:33] |
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Okay we will see about that. Another note is that if users update to pre-release 1846, this takes advantage of a 25% reduction in bandwidth for the market depth data.
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 |
| [2018-12-05 09:54:36] |
| speedtrade - Posts: 4 |
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Hi, I would like to express my interest in full book market depth for CME products. Surely there is a way you can do this? CQG offer it for CL and Rithmic offer it for all CME products. I understand the technical explanation/concerns above, but this is clearly possible given others are already doing it. Seriously, I will pay you 2x, 3x, 4x, 5x the current price to have this data - fast & reliable. I'm sure I'm not the only one.
Date Time Of Last Edit: 2018-12-05 09:55:09
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| [2018-12-05 22:08:55] |
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Our understanding that Rithmic offers 20 levels of market depth and not more. As far as doing more levels than the 30/40 we have been offering, that will have to be looked into later. And it will have to be an additional cost as well. The first thing we need to develop is the ability for the user to control the number of levels because otherwise we cannot push all that data out because some users can have trouble with it based upon their Internet connection. 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 |
| [2018-12-05 23:50:15] |
| Acro - Posts: 436 |
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I have a live Rithmic feed and I am seeing full book on both CL and ES via Sierra. However, there are some prices a long way from current bid ask where there are some gaps in depth - normally blocks of two or three contiguous prices. I understand Rithmic provided Sierra with a new api recently but I'm not sure whether that is the one that is currently being used by Sierra. This full book is having no detrimental impact on my internet feed |
| [2018-12-09 11:56:38] |
| User12089 - Posts: 350 |
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does SC intend to provide increased market depth for Eurex and if yes, then when?
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| [2018-12-10 19:11:35] |
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In regards to increased market depth levels for EUREX, we will have to see if Barchart can provide that data. It is not known at this time.
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: 2018-12-10 19:11:58
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| [2018-12-11 09:51:12] |
| User12089 - Posts: 350 |
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ok understood, fyi Eurex does (already) provide the data, but my educated guess is that Barchart are not yet processing and distributing it since it requires subscription to different, relatively new and dedicated Eurex interface. And I also spoke to Eurex who said that Barchart are not one of the data vendors registered for the special interface I am referring to (but I know other vendors who are not "registered" according to Eurex but actually do have business relationship with Eurex and provide the data haha). But by all means do check with Barchart and also what their plans are
Date Time Of Last Edit: 2018-12-11 10:31:06
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| [2018-12-12 08:07:04] |
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Our understanding is Barchart obtains the EUREX data through CQG. So most they can do the number of levels CQG provides and we will request them to do that. They have a new Open Feed version they are coming out with, that we are switching over to in the coming weeks that is supposed to be more efficient so they should have no trouble with this. 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 |
| [2018-12-12 08:19:03] |
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they start writing negative stuff about how "bad" rhythmic is and that "they will be discontinuing the support for it" haha We have a good basis for what we say. And we are working on a replacement/alternative for Rithmic, CTS and CQG. This is going to be a cost competitive solution.We do not want to go into all details right now but this is being actively worked on. 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: 2018-12-12 08:20:35
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| [2018-12-12 08:20:48] |
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We also expect to be able to increase the number of depth levels to 40 next week.
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 |
| [2018-12-14 08:19:28] |
| trad - Posts: 23 |
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Can you please share how many depth levels are available for rest of major currency futures like 6B, 6A, 6J and 6C (other than 6E)?
Date Time Of Last Edit: 2018-12-14 08:19:39
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