Support Board

Date/Time: Thu, 02 May 2024 21:01:43 +0000

Comex Gold and Silver Market Depth (DOM) display problem

[2019-05-24 08:58:51] #1 [Go To First Post]
ticinotrader - Posts: 378
Dear Support, I am using the SC RT datafeed and I am having some problems when displaying DOM of the COMEX Gold or Silver distant expiration months. It is a bit hard to objectively describe the issue, but please see the attached two screenshots (both show three expirations of Comex Gold, but the black DOMs are connected to CQG and the white DOMs use SC's Realtime Futures data connected to IB for execution). The near month and next expirations are displayed correctly, but any month expiring at a more distant date (like the Dec 2019 expiration), shows a market depth with a constantly widened bid/ask spread and never more than 1 contract resting at the bid and ask. Also the widened spread randomly widens further and jumps up down frequently/randomly. Wider Bid/Ask spread is normal on these thinly traded contracts, but when comparing with another datafeed and my broker's orderbook, there is usually a 'normal' amount resting at the bid/ask even on these thin expirations but it is not displayed on the DOM when using the SC datafeed. I found this issue on the SIZ19 and GCZ19 contracts. May I ask you to check and let me know if it is a setting-related problem and how can I fix it. Thank you.


GC-DOM-CQG.png / V - Attached On 2019-05-24 08:55:08 UTC - Size: 137.95 KB - 608 views GC-DOM-SC.png / V - Attached On 2019-05-24 08:55:17 UTC - Size: 450.79 KB - 828 views

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