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Direct MessagesDate/Time: Sat, 27 Apr 2024 00:11:08 +0000
Trading DOM display errors with TT data
View Count: 1464
| [2013-11-08 09:32:20] |
| Bob77 - Posts: 17 |
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Hi, I am using TT data to chart EUREX symbols. When watching the trading DOM a lot of the times either the upmost level for the offers or the downmost level for bids is displayed with a big gap of usually 10 ticks. This seems to happen when price ticks up or down, although I couldn't find a pattern for this type of behaviour. The number of bids re. offers seem to right though when compared to another feed (iqfeed). Attached are screenshots of the DOM showing a gap at the top as well as a gap at the bottom. Please find a solution for this bug. Thanks. |
 ladder1.png / V - Attached On 2013-11-08 09:30:30 UTC - Size: 37.6 KB - 459 views ladder2.png / V - Attached On 2013-11-08 09:30:38 UTC - Size: 31.93 KB - 497 views |
| [2013-11-08 10:27:07] |
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The possibility that this is an issue within the Sierra Chart processing of TT depth data, is very unlikely. Most likely this is a server side issue. We do not know how to solve 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 |
| [2013-11-08 19:01:09] |
| AKR - Posts: 523 |
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Can anyone pls tell me how I can get the total volumes per price with the colors showing the volume (very left column) to the DOM? Thx! |
| [2013-11-09 02:12:39] |
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Use the Volume by Price study documented here: http://www.sierrachart.com/index.php?l=doc/doc_ChartTrading.html#TradeDOMVolumeProfile 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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