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Date/Time: Mon, 25 May 2020 23:09:03 +0000



[Locked] - bids offers closes to price on market depth historical graph

[2019-10-04 18:34:49]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
bids and offers closest to price not accurate on the this is using your sierra denali data. 2- 3 ticks out from price. compare it to CQG, or even bad rithmic data. is there plans to fix this ?
Date Time Of Last Edit: 2019-10-04 18:37:06
[2019-10-04 19:10:51]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We have little idea what you are referring to here. Can you provide a screenshot? There cannot be any inaccurate data. That is not even technically possible.

If you are referring to the bid size and ask quantities in the market depth data, the first 10 levels, that data is 100% accurate. We can assert very clearly that CQG and Rithmic if they differ they are wrong. We stand by this data. It cannot be wrong. We are the point of reference that others need to go by.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-04 19:12:06
[2019-10-04 19:14:35]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
But if you are referring to level 2 and 3 starting off at 1, that the depth quantities differ or perhaps in some cases the prices, potentially that could be the case but only at level 2 because we don't merge in implied depth beyond level 1. But the exchange only offers implied depth for two levels. So there cannot be any differences at level 3 and beyond.

The market depth quantities you see at level 2 and beyond are exactly what are provided by the exchange. They are unaltered.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-04 19:15:07
[2019-10-04 19:18:05]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Here is more on the subject here:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Consolidating+Implied+and+Multiple+Depth+Books

We only merge in or combine or consolidate, level 1. But the exchange only provides implied depth out to level 2.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-10-04 19:24:44]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
thank you for the explanation
[2019-10-08 14:45:59]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
after using sierra denali data for a few days i can conclude that the way you guys are calculating the depth in the order book close to price is not ideal. i want to be a customer but i simply cannot. hope you can fix this in the future to have it calculated more like cqg calculates it or even horrible rithmic. will be first in line as a customer for it as i love the platform, and would love to support you guys.
[2019-10-08 15:28:12]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Why do you say that? How can it not be ideal? In what way. What Sierra Chart does is what is explained here:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Consolidating+Implied+and+Multiple+Depth+Books

But it is only done for the first level. We can do it also for the second level but it is just an additional performance impact.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-08 15:30:06
[2019-10-08 16:57:08]
User322949 - Posts: 263 | Ending Date: 2020-05-31
can i ask the reason you do this for level 1 ?
[2019-10-08 19:19:07]
User322949 - Posts: 263 | Ending Date: 2020-05-31
it would be nice if you offered an option to turn this off like other platforms , thanks
Private File
[2019-10-09 18:08:38]
Shairzad - Posts: 6 | Ending Date: 2020-05-31
+1
[2019-10-09 18:14:58]
trinikee - Posts: 5 | Ending Date: 2020-09-06
+1
[2019-10-09 18:20:53]
User886711 - Posts: 5 | Ending Date: 2020-05-31
yes it would be great to be able to switch it on and off
[2019-10-09 18:21:32]
User700573 - Posts: 7 | Ending Date: 2020-05-31
+1
[2019-10-09 18:26:56]
saikaz - Posts: 9 | Ending Date: 2020-05-31
I'd happily take a performance hit in order have this more comprehensive bid/offer data adjacent to current price.
[2019-10-09 18:34:57]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
can i ask the reason you do this for level 1 ?
From the CME website:
The MBP multiple-depth book should be used in conjunction with the implied prices book to create an accurate book for all contracts with implied functionality.

It cannot be disabled because it happens on the server.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-09 18:35:21
[2019-10-09 18:41:28]
User920076 - Posts: 5 | Ending Date: 2020-07-18
+1
[2019-10-09 18:50:48]
User322949 - Posts: 263 | Ending Date: 2020-05-31
i have shown you here on intergrated client , it can be switched as a good amount of people use this data for trading or auto, so please consider this for your clients , thank you
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[2019-10-09 19:07:29]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
+1^ hope you guys can pull thru with this. it’s the only thing keeping me from using your data, and i want to throw money at you guys. great platform.
[2019-10-09 19:26:51]
User852559 - Posts: 11 | Ending Date: 2020-05-31
+1, If you could please look into modifying the way this is processed it would be quite helpful. The data has been really great thus far, but this would take it above and beyond. Thanks.
[2019-10-09 22:45:20]
User918738 - Posts: 25 | Ending Date: 2020-07-06
+1, liking the denali data but having this option will allow me and the others to see the market depth accurately. enabling this option/request would put you guys ahead of the competition. thanks
[2019-10-10 06:42:21]
eslavio - Posts: 5 | Ending Date: 2018-11-02 [Expired]
+1
[2019-10-10 08:11:59]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
This really really is very surprising here. We really do not know what the actual genuine practical problem is here. What is the exact problem here?

Can you honestly explain that?

We have no idea.

So you are saying you do not like a slight increase in the quantities at the best bid and ask level from the implied market depth data and that is causing you some major problem? You have got to be kidding us. Why? This is absolutely unbelievable.

This is something that happens automatically with most data feeds. This is going to be the case with CTS, CQG, IQ Feed we assume and others. And no there is no option for this with the data provided by the CQG Web API.

And we know very well that the overwhelming majority of users who think there is a problem, do not even understand the facts.

Look if you do not want to use the data feed, then do not use it. We can assure you there are no changes coming other than us possibly merging in the second level of implied depth. The main reason we just did the top level is to ensure that the best bid and ask are as tight as can be on the non-front month contracts. This is the thread about that:
https://www.sierrachart.com/SupportBoard.php?ThreadID=43788

Another thread related to this whole subject:
https://www.sierrachart.com/SupportBoard.php?PostID=187953
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-10 09:22:04
[2019-10-10 10:55:21]
User322949 - Posts: 263 | Ending Date: 2020-05-31
that is the issue , there is no increase its a decrease in the best bid best ask .
[2019-10-10 11:14:38]
User322949 - Posts: 263 | Ending Date: 2020-05-31
very clear there is a decrease in quanity not increase , and increase would make sense
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[2019-10-10 11:27:07]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
There is definitely no decrease. And you cannot make that judgment based on comparison to CQG. The quantity does not decrease. It will only increase. So what this tells us is simply that CQG is just wrong at the best level.

And notice how on the the best ask side they show 5 and Sierra Chart shows 12. And when you look at the three top levels on the CQG side as compared to Sierra Chart they are all different numbers but the exchange only provides two levels of implied depth but we have to check on that through actual observation rather than referring to documentation. So therefore our conclusion upon everything we see is CQG is not providing accurate depth quantities.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-10 11:28:27
[2019-10-10 11:47:47]
User322949 - Posts: 263 | Ending Date: 2020-05-31
ok so cqg , cts , rythmic , tos , iq feed , are all identical on the dom so there all wrong ? im just trying to listen to what you have to say on this. and its a clear decrease in numbers 2-3 ticks out on the bid/ask from cqg and rest are perfect . if this is the way going forward then thats fine , im not arguing im just trying to understand it cause data like that cant just be wrong !! on both sides
[2019-10-10 12:16:13]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
How do you know they are all identical? That is hard to believe you have access to all of them. Anyway we will check on this so no need to say anything more.

Just allow about a week for us to validate whether there is proper merging of the implied depth data at the first level. it is easily validated on non-front month contracts because you can look at the market depth for non-front month contracts and when you see that the number of orders at either the best or ask level is 0, it means you are looking at implied depth for that level.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-10-10 17:19:14]
User322949 - Posts: 263 | Ending Date: 2020-05-31
im not saying i have all of them but i do have a few , but point is i am part of a sierra chart community with hundreds of traders and that is very easy to access . i understand level 1 but no reason why 2-3 ticks from price should have 10-20 less contracts on only your data . and then say that everyone else is wrong. so thank you for looking into it , we always apricaite your hard work
[2019-10-10 17:55:16]
User322949 - Posts: 263 | Ending Date: 2020-05-31
i decided to call CME and spoke to Austin from data services and we did a live comparison of your data and there data and you have a issue with those 2-3 prices were his exact words . i leave it at that and wait further instructions.
[2019-10-11 09:23:31]
User132748 - Posts: 159 | Ending Date: 2019-12-31 [Expired]

How do you know they are all identical? That is hard to believe you have access to all of them.

Yes we have many guys using usually 2 feeds: CQG feed with one other feed (Rithmic, CTS, TOS, IQ and few others) that now are testing Denali too and theres a rule that their other feed is identical to CQG but Denali is different. So CQG feed shared between those guys acts as a common denominator for comparing Denali to other feeds. So thats why we can say Denali is different than all other feeds we use.

And thats a friendly feedback guys - we all want Denali to be perfect and ultimate solution. Keeping our fingers croseed!
[2019-10-13 22:12:31]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
sooo....any plans to implement anything? or shall i find a different data feed to suit my needs ?? please let me know, can't have another week wasted. Thank you guys.
[2019-10-16 12:29:59]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
its great when you dont get a response from the people providing u with a service in which you pay for.your customer service is top notch let me tell u lol. take the stupid thank u button off the bottom of the text windows.....thank you
[2019-10-16 12:45:18]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
In regards to post #29, sorry, we have no trust in anyone. We only trust ourselves here and we will examine this issue as soon as we can. Talking to the CME convinces us of absolutely nothing. And we mean absolutely nothing. We have been through that kind of nonsense before only to be proven right.

We do acknowledge here and we have said this before, that the implied depth is not merged in at other than the best level. So yes there can be a difference at level 2 and perhaps level 3 if they are providing more than 2 levels of implied depth. But in that case the CME documentation is out of date.

It was not our intent to come into this thread again until we have time to resume this issue. That is why there was not a response.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-16 12:53:36
[2019-10-16 12:47:58]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
ok
[2019-10-16 22:10:04]
User322949 - Posts: 263 | Ending Date: 2020-05-31
ok i see how you are going to spin this so just curious since your routing through TT why there dom is the same as cqg , tos , rithmic , cts ? are these all wrong and only denali is correct ?>
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[2019-10-16 22:24:10]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Post 35 is actually very helpful because it does prove that there is no problem at market depth level 1 with the quantities. This is consistent with what we have said (Refer to the posts from Sierra Chart Engineering at the beginning of this thread). And we said that again at post #33.

The implied depth is merged in at level 1 properly. But only the best level (Level 1). We do not merge in the implied depth beyond that level.

So this saved us some time. We will look at merging in level 2 later. So this matter is now closed.

Thank you.

One comment about this:
and there data and you have a issue with those 2-3 prices were his exact words .
Are they referring to market depth levels 1-2 or 1-3. Or levels 2 and 3. If they are referring to levels 2 and 3, then yes we will accept what they say. There is a question about level 1 in our mind, before post #35, but post #35 settles it. The quantities are accurate at that level.

And our comment about not trusting the CME, goes back to old employee of Transact where he tried to prove us wrong about a timestamp and was trying to back his position up with some senior person at the CME. We asserted, that we cannot trust the CME in this regard. And we were proven right and they acknowledged it to us.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-16 22:30:26
[2019-10-17 00:28:41]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Howdy,

I've been following this thread because I noticed the same problem: Local bids and offers, close to price, are not appearing correctly on the heatmap, when I use Denali. I rely on these local bids and offers, 2-3 ticks out from price, in my trading.

So, when you say, "We will look at merging in level 2 later. So this matter is now closed." How much "later" are we talking?

I've been waiting patiently for a conclusion to the thread, trying to hold my breath, as to not piss anyone off -- but this is very important, which is why I ask. There are some great things about the Denali data feed, but this last piece needs to be sorted before I can fully switch over.

PLEASE be aware that for anyone like me, you have customers in a sticky spot that are NOT fully functional: I was forced to upgrade from 1941 as it would, allegedly, no longer work with CQG after some arbitrary date. And if I try CQG on the current builds the bid and offer depth is jacked up (due to long wicks) described here: https://www.sierrachart.com/SupportBoard.php?ThreadID=43915 Therefore, I signed up for Denali -- only to run into the issue in this thread.

So, my intent isn't to beat this into the ground but any reasonable person would OBVIOUSLY be frustrated here -- I don't have a fully working solution. The CQG feed won't work correctly in the new builds that I was forced to upgrade to -- and the Denali feed is deficient 2-3 ticks away from price in my heatmap. These are both things that I NEED working correctly. Which, to circle back, is why I ask when you think this might get fixed.

If it is of any value in your triaging process, this is very important to me.

Thanks,
Date Time Of Last Edit: 2019-10-17 00:31:22
[2019-10-17 00:45:14]
User541156 - Posts: 57 | Ending Date: 2020-03-31 [Expired]
I literally had filled the AMP form to move from rithmic to denali and this thread stopped me.

Not gonna move to denali unless these depth at tob prices issue is resolved.

This is a major reason I use sierrachart in first place.
Date Time Of Last Edit: 2019-10-17 00:47:21
[2019-10-17 07:24:44]
sunnyd - Posts: 293 | Ending Date: 2020-07-24
This situation just isn’t improving. Currently you’re pretty much forcing us to use your proprietary data solution by stopping support for anything else and your solution is not working. This pretty much means Sierra is broken, not just the data, as we have no reliable and supported foundation for our trade decisions.
Date Time Of Last Edit: 2019-10-17 07:27:38
[2019-10-20 01:24:06]
MattyHolla - Posts: 10 | Ending Date: 2020-05-31
+1
[2019-10-20 01:29:16]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
plus wann
[2019-10-20 01:32:01]
Shairzad - Posts: 6 | Ending Date: 2020-05-31
+1
[2019-10-20 03:09:33]
User150906 - Posts: 4 | Ending Date: 2020-05-27
+1
[2019-10-20 03:37:04]
User833286 - Posts: 7 | Ending Date: 2020-05-31
+1
[2019-10-20 05:32:38]
User423419 - Posts: 7 | Ending Date: 2020-08-13
+1
[2019-10-20 06:41:23]
User626318 - Posts: 3 | Ending Date: 2020-05-31
+1
[2019-10-20 10:53:37]
saikaz - Posts: 9 | Ending Date: 2020-05-31
+1
[2019-10-20 12:45:45]
User707191 - Posts: 4 | Ending Date: 2021-04-02
+1
[2019-10-20 14:04:52]
HD_561 - Posts: 1 | Ending Date: 2020-06-13
+1
[2019-10-20 14:52:38]
User920076 - Posts: 5 | Ending Date: 2020-07-18
+1
[2019-10-20 15:48:33]
Tooth Fairy - Posts: 29 | Ending Date: 2020-05-31
+1
[2019-10-20 17:00:51]
Maddy - Posts: 10 | Ending Date: 2020-08-20
+1
[2019-10-20 17:01:28]
red23 - Posts: 32 | Ending Date: 2021-01-07
+1
[2019-10-20 17:17:55]
eslavio - Posts: 5 | Ending Date: 2018-11-02 [Expired]
+1
[2019-10-20 17:25:54]
User157077 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-10-20 17:26:53]
trinikee - Posts: 5 | Ending Date: 2020-09-06
+1
[2019-10-20 18:08:02]
User503614 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-10-20 18:18:17]
User346338 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-10-20 18:33:41]
User873130 - Posts: 5 | Ending Date: 2020-10-26
+1
[2019-10-20 18:34:04]
User786248 - Posts: 24 | Ending Date: 2018-09-30 [Expired]
+1
[2019-10-20 18:38:38]
User869453 - Posts: 2 | Ending Date: 2020-06-08
+1
[2019-10-20 18:40:14]
John R D - Posts: 13 | Ending Date: 2020-06-19
+1
[2019-10-20 18:44:38]
User290540 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-10-20 19:02:46]
User283731 - Posts: 1 | Ending Date: 2020-05-31
+1
[2019-10-20 19:16:49]
User852559 - Posts: 11 | Ending Date: 2020-05-31
+1
[2019-10-20 19:20:58]
user777 - Posts: 4 | Ending Date: 2020-05-30
+1
[2019-10-20 19:39:25]
User618517 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-10-20 19:50:56]
User172690 - Posts: 1 | Ending Date: 2019-11-04 [Expired]
+1
[2019-10-20 19:55:41]
User502795 - Posts: 3 | Ending Date: 2020-05-31
+1
[2019-10-20 20:11:50]
02108 - Posts: 22 | Ending Date: 2020-06-07
+1
[2019-10-20 20:23:04]
User700573 - Posts: 7 | Ending Date: 2020-05-31
+1
[2019-10-20 22:27:10]
User993663 - Posts: 2 | Ending Date: 2020-01-02 [Expired]
+1
[2019-10-20 22:40:57]
User541156 - Posts: 57 | Ending Date: 2020-03-31 [Expired]
+1
[2019-10-20 22:58:06]
Sundowned - Posts: 5 | Ending Date: 2020-10-07
+1
[2019-10-20 23:18:30]
@sstfrederik - Posts: 356 | Ending Date: 2021-11-27
+1
[2019-10-20 23:21:30]
User450950 - Posts: 6 | Ending Date: 2020-12-06
+1
[2019-10-20 23:53:12]
User918738 - Posts: 25 | Ending Date: 2020-07-06
+1
[2019-10-21 00:05:55]
User935626 - Posts: 7 | Ending Date: 2021-05-11
Appreciate SC if you fix this.
[2019-10-21 01:35:59]
User223137 - Posts: 3 | Ending Date: 2021-01-06
+1
[2019-10-21 03:12:14]
User234172 - Posts: 36 | Ending Date: 2019-12-31 [Expired]
+1
[2019-10-21 10:04:09]
User447052 - Posts: 6 | Ending Date: 2020-05-31
+1
[2019-10-21 10:17:51]
oicur12 - Posts: 17 | Ending Date: 2020-12-15
+1
[2019-10-21 10:47:22]
User859179 - Posts: 2 | Ending Date: 2019-11-05 [Expired]
+1
[2019-10-23 16:59:34]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We will work on getting the additional levels of implied depth, no more than one or two, merged in with the standard market depth in the next couple of weeks with the Sierra Chart CME Group data feeds.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-23 17:00:27
[2019-10-23 17:21:13]
User322949 - Posts: 263 | Ending Date: 2020-05-31
Thank you guys , we appreciate the hard work
[2019-11-01 01:17:23]
User918738 - Posts: 25 | Ending Date: 2020-07-06
Hi SC,

Question: does the "Sierra Chart real time" data service have the different levels represented correctly as described in this above request chain?

I know you are working on the correction in the Denali data service.

Thanks in advance!
Date Time Of Last Edit: 2019-11-01 02:18:55
[2019-11-01 04:50:26]
User541156 - Posts: 57 | Ending Date: 2020-03-31 [Expired]
Putting my money where my mouth is I have moved to Denali this month.

Now hoping for quick resolution of implied depth issue (to be same as everyone else on the market)
[2019-11-01 11:49:58]
User322949 - Posts: 263 | Ending Date: 2020-05-31
you made a wise choice 541156 , denali is the future of SC and its going to be great !!!
[2019-11-01 12:44:23]
BenjParis - Posts: 53 | Ending Date: 2020-06-15
What about the full real time SC feed?
[2019-11-02 17:19:24]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We have completed the development to fully merge in the implied depth beyond the first level, for all the additional levels provided by the exchange whatever number of levels there are. They say there only two levels but maybe there are three. This will be tested, this coming week. And should be released the following week.

This will be available with the Denali Exchange data feed and the Sierra Chart Exchange Data Feed. We hope that answers the remaining questions.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-11-02 17:19:49
[2019-11-02 20:10:22]
Maddy - Posts: 10 | Ending Date: 2020-08-20
Thank you very much!
[2019-11-03 00:39:41]
User920967 - Posts: 35 | Ending Date: 2020-06-19
Thank you SC, i will be making my denali switch this month.
[2019-11-12 18:47:19]
User852559 - Posts: 11 | Ending Date: 2020-05-31
Any update on the release of this functionality? Thanks.
[2019-11-12 19:09:56]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
It has been released on one of our four servers for CBOT. We are just doing it incrementally. We did find a problem with it initially and fixed that over the weekend.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-11-18 10:18:25]
saikaz - Posts: 9 | Ending Date: 2020-05-31
Hi SC, how's the rollout to all four servers progressing ? Do you have a target date for completion ?
[2019-11-18 13:40:08]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Yes; do you have an ETA for when this will be implemented for CL, GC and many of the future's equity markets -- such as ES, YM, RTY, etc? I haven't been able to use my Denali feed this month and am not sure if I should keep the subscription going or just let it cancel for now and pick it up later (if it is going to be a while). I was under the impression the fix would be around 2 or 3 weeks, initially.

Thanks!
[2019-11-20 11:20:08]
User374449 - Posts: 1 | Ending Date: 2020-05-31
is the Denali data feed fixed yet ?
[2019-11-21 15:40:28]
Tooth Fairy - Posts: 29 | Ending Date: 2020-05-31
Probably not. Server 2,my main server, level 2-3 are still off significantly from CQG. My trading using depth of market is pretty handicappped by forced CQG switching. Thank you Sierra.
[2019-11-21 16:13:01]
sunnyd - Posts: 293 | Ending Date: 2020-07-24
An update would be nice here
[2019-11-21 16:14:05]
user257887 - Posts: 15 | Ending Date: 2021-01-25
+1
Could you give us an update on your progress please -- when it will be rolled out for more instruments, etc?
Date Time Of Last Edit: 2019-11-21 16:17:01
[2019-11-21 16:17:11]
user9990910 - Posts: 15 | Ending Date: 2019-11-27 [Expired]
+1 what the easter bunny said
[2019-11-21 16:19:04]
User918738 - Posts: 25 | Ending Date: 2020-07-06
+1
[2019-11-21 16:37:21]
traderp - Posts: 3 | Ending Date: 2020-06-03
+1
[2019-11-21 16:37:33]
User886711 - Posts: 5 | Ending Date: 2020-05-31
+1
[2019-11-21 16:40:13]
red23 - Posts: 32 | Ending Date: 2021-01-07
+1 any updates? would love to switch to denali but waiting on this to get fixed
[2019-11-21 16:40:27]
User618517 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-11-21 16:42:35]
User781579 - Posts: 11 | Ending Date: 2020-06-01
+1
[2019-11-21 16:43:12]
User503614 - Posts: 2 | Ending Date: 2020-05-31
+1 an update would be appreciated
[2019-11-21 16:43:30]
Maddy - Posts: 10 | Ending Date: 2020-08-20
+1
[2019-11-21 16:43:37]
User760165 - Posts: 2 | Ending Date: 2020-07-30
+1
[2019-11-21 16:44:03]
User859179 - Posts: 2 | Ending Date: 2019-11-05 [Expired]
+1
[2019-11-21 16:45:04]
User786248 - Posts: 24 | Ending Date: 2018-09-30 [Expired]
+1
[2019-11-21 16:46:10]
User873130 - Posts: 5 | Ending Date: 2020-10-26
+1
[2019-11-21 16:46:23]
02108 - Posts: 22 | Ending Date: 2020-06-07
+1
[2019-11-21 16:46:25]
User993663 - Posts: 2 | Ending Date: 2020-01-02 [Expired]
+1
[2019-11-21 16:47:29]
saikaz - Posts: 9 | Ending Date: 2020-05-31
please Make Denali Great (Again)
[2019-11-21 16:48:24]
User138841 - Posts: 1 | Ending Date: 2020-05-31
+1
[2019-11-21 16:50:09]
User700573 - Posts: 7 | Ending Date: 2020-05-31
+1
[2019-11-21 16:57:20]
User333292 - Posts: 1 | Ending Date: 2020-06-11
+1 that an update would be awesome.thanks
[2019-11-21 17:03:05]
User423419 - Posts: 7 | Ending Date: 2020-08-13
+1
[2019-11-21 17:03:33]
MattyHolla - Posts: 10 | Ending Date: 2020-05-31
+1

I agree, an update would appropriate. Thanks
[2019-11-21 17:11:07]
User869453 - Posts: 2 | Ending Date: 2020-06-08
+1 for update. Thanks
[2019-11-21 17:46:35]
User716575 - Posts: 17 | Ending Date: 2020-05-31
+1
[2019-11-21 18:12:12]
User707191 - Posts: 4 | Ending Date: 2021-04-02
++
[2019-11-21 18:17:25]
Shairzad - Posts: 6 | Ending Date: 2020-05-31
+1
[2019-11-21 18:27:01]
trinikee - Posts: 5 | Ending Date: 2020-09-06
+1
A status update, please.
[2019-11-22 09:17:04]
User626318 - Posts: 3 | Ending Date: 2020-05-31
+1 looking for an update on this please
[2019-11-22 11:43:35]
User322949 - Posts: 263 | Ending Date: 2020-05-31
so all these paying customers looking for an update on accuracy of the dom and no answer but the guy that asks about moving averages gets a promp answer , i see .
[2019-11-22 12:22:09]
User346338 - Posts: 2 | Ending Date: 2020-05-31
+1
[2019-11-22 12:55:33]
SC Support - Posts: 420 | Ending Date: 2020-08-22
We have been working on this and have encountered an issue, its an issue that requires very detailed de-bugging, we will work through this. We are grateful for your patience.
Date Time Of Last Edit: 2019-11-22 12:55:55
[2019-11-22 17:41:16]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Understand that a thread that has a lot of posts, and is something that has a lot of user discussion, is something that we are not frequently looking at. When a thread is regarded as a user discussion it may not be looked at by us frequently.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-11-22 17:52:12
[2019-11-23 00:16:07]
nosast - Posts: 111 | Ending Date: 2020-05-31
No offense here but it should be the other way around. If a thread gets that much user discussion it clearly shows that a lot of customers are interested in a change/fix. We all want to make Sierra even better as it already is. I love the platform and the quality of engineering that buildt this.

I also understand that this kind of quality takes reasonable time and I assume most would agree as our trading platform needs to run stable and smooth without major glitches. That's how Sierra runs on my machine anyway. Thanks for that guys!

As a long term Rithmic user I switched over to Sierra denali some weeks ago and could not be happier with this combination. The routing is top notch! In terms of data the above request is really important as all the other feeds are showing different bid/ask levels. I'm sure you would agree that this should be fixed and your user-base just want to be updated on the progress. Take your time but keep us in the loop please.
Date Time Of Last Edit: 2019-11-23 00:16:44
[2019-11-25 01:55:43]
SC Support - Posts: 420 | Ending Date: 2020-08-22
We plan to continue this work this Thanksgiving Week, we would expect to conclude it then, but the work is quite intricate. Thank you for your reinforcement.
[2019-11-30 21:53:42]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We have completed some in-depth testing testing with the merging of implied market depth with the standard depth, and we see no problem after we fixed some issues related to this that we were having before. So we think we can release it this week.

This work has revealed a couple other problems that were fixed as well with market data processing on the server side related to data relaying and processing of the market by order snapshot data which we did not realize was also containing the standard market by price data causing duplicate processing of market by price snapshot data. But as a practical matter these issues were not causing any real issue.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-11-30 21:55:00
[2019-11-30 22:32:44]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
What has made this difficult, is that Sierra Chart uses the most efficient method for processing market depth data, merging it, and relaying it.

None of this is very easy. There are essentially three categories of market depth data:

-Standard market by price data
-Implied market depth data
-Generated market by price data from market by order data.

All three of these, are combined in real time during the relaying process using a very efficient model. There is not any direct combining, just the final output which is relayed, the data is combined.

And the relaying of this data is also very efficient. So none of this is easy.

When you look at the CQG Web API, it is clear the transmission of market depth data is not even efficient because they periodically do refreshes every 20 minutes by deleting all the levels and then resending all levels. Perhaps they do this in case they are dropping market depth data, but then why is it when the corresponding flag for dropping data is not set, there should not be any dropped data, do they still go through this process.

You can just imagine, what problems this causes with functionality like pulling and stacking, and when adding all of the market depth data together to create Bid and Ask Depth Bars to have all the levels of suddenly deleted and then are re-presented. With no indication of when that process is even finished.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-11-30 22:32:55
[2019-11-30 22:50:21]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Thanks for the update Sierra Chart.

QUICK QUESTION....

Just to clarify and set appropriate expectations: When you say you anticipate releasing it next week, is that a limited roll out for a small slice of futures? Or does that include the popular energy, metals, and equity markets -- such as CL, GC, ES, YM, NQ, RTY, etc?

Thanks!
Date Time Of Last Edit: 2019-11-30 22:58:52
[2019-12-01 01:05:11]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Well most likely we would just limit this to CBOT on one server and once we see everything is working well, we will update the other instances Monday evening.

Here is a screenshot of the standard depth for ZB, and also the implied depth below. It is not merged. This is just how we look at it on our server. We did not previously have an easy view of this data before and we can see now the top of the implied depth does not always match the top of the standard depth.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-01 01:08:02
imageStandard depth with implied depth below 2019-11-30_165443.png / V - Attached On 2019-12-01 01:04:28 UTC - Size: 18.23 KB - 118 views
[2019-12-02 01:25:16]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
You are looking at delayed data. And the delay data feed has had several issues this evening due to the work we did with implied depth merging. We are just finishing up correcting those problems now.

Your real-time Denali Exchange Data Feed did not renew due to an insufficient balance. We see that you added additional credit so we are going to activate that for you now. Just allow about three minutes.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-02 01:37:29]
User322949 - Posts: 263 | Ending Date: 2020-05-31
yea i deleted the post after i saw that , so now that data is up there is still a good amount missing on cbot server pic below , so dont see any change
Private File
[2019-12-02 01:52:04]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We only deployed the change on one server and there is a problem and it has been removed. This will take us at least another couple of days. This is very very complex development. We cannot make a promise as to when it becomes available but we would expect before the end of the week. But once again there is no promise here.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-02 01:52:41
[2019-12-02 03:17:04]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Thanks for the update. Letting us know where you're at adds value.
Date Time Of Last Edit: 2019-12-02 16:11:31
[2019-12-05 22:15:24]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We just want to give a brief update. We worked out a couple more issues and discovered the core problem. We are resolving it now and will be doing testing. The process of testing problems with market depth is very complex and involved. Especially when trying to sort through tens of thousands of messages.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-05 22:16:53
[2019-12-06 00:16:59]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We have confirmed that the core issue is resolved. So we will do a limited release late this evening.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-06 00:17:12
[2019-12-06 04:31:02]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
CBOT on two of our servers out of three, is running the updated data feed merging implied depth. This also includes the delayed data feed. So far we are not observing any problems. Which is good and which we would expect after the extensive testing.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-06 04:31:34
[2019-12-06 12:05:11]
User322949 - Posts: 263 | Ending Date: 2020-05-31
so was watching the ZB data and it matches up pretty good but there is a decent lag in the data compared now , u can see TT data on right will change first and then denali on the left catches up .
Private File
[2019-12-06 14:41:36]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Reduce the chart update interval on that particular Trading DOM down to 100 ms:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#ChartUpdateInterval

Do not use the global setting but the chart/Trading DOM specific setting.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2019-12-06 14:42:02
[2019-12-06 21:59:20]
User322949 - Posts: 263 | Ending Date: 2020-05-31
so your solution to a slow result is to make my chart slower ? yea that just made it slower , try again please . video below its alot worst with 100ms as expected .
Private File
[2019-12-07 04:46:52]
Sierra_Chart_Engineering - Posts: 600 | Ending Date: 2020-11-26
The performance is going to be a client-side issue based upon other things you are doing in Sierra Chart which is consuming available CPU time. It is not something we can control from our side. Only you can do this. And furthermore, network latency is also relevant here.

Run Sierra Chart with just one chart with no studies with a low update interval. This way you will see the very best performance.

Refer to:
https://www.sierrachart.com/index.php?page=doc/Trading.html#SierraChartConfigurationForMostLowResponseTimeTrading

Furthermore anyone watching your video can see that Sierra Chart is ahead of your other trading program at times, or they update at the same time.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-12-07 05:16:54
[2019-12-07 04:55:13]
User322949 - Posts: 263 | Ending Date: 2020-05-31
only had the 1 dom open !!! and thats such a lame excuss not to fix things , i can run 100 charts with cqg and dosent flinch but 1 dom and it cant even keep up , cmon guys , there has to be some legality to this , there has to be some complience from CME on this issue , you have already said it was broken many times , stop putting a bandaid on it and fix it correct for your clients . this is not just going to go away , we have over 2500 strong in our sierra trading community and im sure you have noticed some cancelations this week.
[2019-12-07 06:15:49]
user257887 - Posts: 15 | Ending Date: 2021-01-25
My two cents: I desperately want to renew my Denali feed because Sierra Chart has a great thing going with the number of depth levels that are available on many instruments. In addition, Sierra Chart has made the bid and offer depth studies not work properly on newer builds of the app when using CQG (referenced above). And it is ALSO very clear you want to end support for Rythmic. So, trust me -- I'm incentivized to use Denali! I actually WANT to!

But it simply isn't viable like this -- the local bids and offers have to be there AND the data needs to be as fast as everyone else's. If it is not the same speed as the rest of the world's I'm at a competitive disadvantage compared to everyone else with faster feeds -- who are trying to TAKE MY MONEY.

As a scalper, the data I receive has to be the same or better (and the same speed) as the data that everyone else is receiving - or it's simply not a level playing field. It's that simple.

Chart, datafeed, and ping times have to be as fast as possible. I've slowed down my charts to 100ms and it's too latent. You can feel the speed difference in the chart -- and the decision making and execution is too latent at 100ms.

But that's just human speed. Keep in mind people are going to be running automation on the Denali feed as well -- and these algos will be executing LATER than everyone else in the world too, who has a faster data. That's not cool.

So don't underestimate the speed issue. I want to renew my Denali subscription but the local depth and speed issues must be resolved. It's not a level playing field with the rest of the world if the data is slower -- it's a competitive disadvantage.
Date Time Of Last Edit: 2019-12-07 06:22:25
[2019-12-07 06:35:11]
Sierra_Chart_Engineering - Posts: 600 | Ending Date: 2020-11-26
In regards to post #153 do you notice a speed issue? You cannot rely upon what others are saying. You have to evaluate this yourself. There are so many factors which can affect this.

And furthermore that comparison being given above is comparing to 10 levels of market depth from another program as compared to 500 levels of market depth and the additional bandwidth usage and the effects of that.

Also, the Denali data feed has options to manage any potential lag issue:
https://www.sierrachart.com/index.php?page=doc/helpdetails4.html#SierraChartExchangeDataFeeds

- the local bids and offers have to be there
What do you mean by this?
Sierra Chart Support - Engineering Level

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[2019-12-07 07:09:06]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Thanks for the prompt response, SC -- much appreciated.

Sorry; I'm unable to compare for myself. As I stated in the post, Denali is no longer active for me. The feed was of no value last month while waiting for this fix. It was a complete waste of money -- as I was forced to use CQG. Hence, I intentionally let my SC account balance run low so it wouldn't renew.

I'd LOVE to go with Denali and am very incentivized to do so -- but other people will need to do the vetting from this point forward in regards to the local bid and offer accuracy -- and the associated speed. I'll be more than happy to sign-up again once the issue is fixed. But from reading the thread it doesn't look like the fix has been rolled-out for the instruments I trade anyway (mostly CL and ES).

By "locals" I mean bids and offers 2-3 ticks local to price (this bug).

Thanks,
Date Time Of Last Edit: 2019-12-07 07:10:11
[2019-12-07 14:23:50]
User322949 - Posts: 263 | Ending Date: 2020-05-31
Point is you claim to be the fastest and the standard that the rest of the world should follow but you cant even keep up to streaming market data that the rest has . And first it's not broke then you found issues and now u blame users speed and then quantity of depth so taken that into account why can rithmic and cqg that have 500 levels works flawless on Sierra but not your own data ???all we want is it to match the data that feeds the rest of the world so it can be a fair market for all. This discrepancy and lag presents so many issues on a moral and legal level and it just needs to be corrected not worked around .if it requires more money then charge more.we all love the platform and support you.
[2019-12-07 16:01:36]
MattyHolla - Posts: 10 | Ending Date: 2020-05-31
Turning down my speed is not a professional level product.
[2019-12-07 16:42:30]
nosast - Posts: 111 | Ending Date: 2020-05-31
I don‘t think that a change in the chart update interval could fix this as the aggregation is done on the server side. So if this really slows down the feed it needs to be resolved server side.

Could anybody post a video with these described latency issues? I can hardly believe that Denali is really slower than TT, CQG or Rithmic after this adaption. For me it is top notch on ES and CL but these contracts are currently not showing the implied depth afaik.

Also it would be best to have the ability to switch this of or on in the feed settings.
[2019-12-07 17:10:56]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We will check the data feed on the server side to see if there is any delay. We will have to work out some test details for this though. Would not really make sense though there would be a delay at that point. Unless there is a delay with remote side acknowledging packets. That certainly can introduce a delay for individual user connections. There is a way for us to determine if there are users where there are delays with remote side acknowledgment of packets.

And we also noticed an issue in the video and also reported by another user when using a sub instance, with the top of book values, momentarily disappearing and coming back. We are looking into this now. For now we have reverted the changes to support the implied depth.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-12-07 20:21:40
[2019-12-08 00:32:05]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
. This discrepancy and lag presents so many issues on a moral and legal level and it just needs to be corrected not worked around
There is no discrepancy to the standard market depth book. Sierra Chart has never said that we offer the implied order book. And the exchange does not include this in the standard order book and if you think it should be included, you should ask the CME why they do not include it. There is a reason! It is not our responsibility to offer this. It is optional. You cannot be dumping your belief upon us (in regards to thinking that somehow we are doing something which is not legal). That is not fair to us at all. You should be dumping your complaints upon the CME. It is not appreciated to be dumping them here to the extent we are seeing. You should give the CME maximum hell as to why they did not include it in the standard market by price order book it if you think it should be. If it makes so much sense to include, why do they not do it.

But as you know we are working on this.

And it is a very poor architecture, to be providing two separate market depth streams and then having to combine them and retransmit them as one. And the other thing is is why does not the implied order book go beyond two levels? That in itself is incomplete. So the exchange itself is providing incomplete data. Why do you not ask them for 500 levels of implied book (Update: Thinking about this some more, this may not actually make sense because a spread order is what is creating the implied orders and may only make sense that it would affect the top of the book and not extend down).

The exchange has no requirement for implied book at all. We did not complete any certification for the implied book data feed. It is optional and it is for a reason. The implied book does not consist of real orders. Here is more information about this:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Orders

And traders can hide their actual order quantities from the limit order book, through the MaxShow quantity field through the trading interface:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/New+Order

So the limit order book can never be considered a completely accurate representation of the limit orders. Clearly it can be very inaccurate.

And also when it comes to subsecond lag across the Internet, there are so many possibilities for this. The only fair way to evaluating this is at the server side. Which we will do. We may even produce a video of this. What happens external to that is not within our control but there may be things we can do to possibly help.

We have actually been looking to create some videos with an inside view of Sierra Chart architectures so this may be the first in a series. This will go a long way to help create a better understanding of the background architecture.

Now having said all of that, we are still working on the implied order book. This is not very simple to do it efficiently.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-12-08 02:54:41
[2019-12-08 03:35:20]
User322949 - Posts: 263 | Ending Date: 2020-05-31
not sure why this is so difficult , if the rest of the trading world trades off the same data provided by the cme and is spot on identical to one another then why cant yours be. point blank , anything else is unacceptable , if you are trying to do something differnt then the standard then offer it in an option like the other pro platforms do. and you wouldnt keep saying your working on it if it was correct !!!!
Date Time Of Last Edit: 2019-12-08 03:35:51
[2019-12-08 15:35:39]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
One other thing as well is we have yet to release our bandwidth reduction for the Sierra Chart data feeds. We have now released this, for the delayed data feed and will monitor over the next few days. This is something that certainly helps as well to reduce latency.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-09 00:28:15]
User322949 - Posts: 263 | Ending Date: 2020-05-31
rigtht but can we have the missing orders , you cant mix implied depth with quanitity and size , your results are all incorrect and this can be checked down to the millasecond from CME , so friday it looked like the data was correct but lagging and tonight its incorrect again and missing 34orders on bid and 28orders on offer .you can see the difference in RED and the match in GREEN . pic below
Private File
[2019-12-09 20:28:01]
User886711 - Posts: 5 | Ending Date: 2020-05-31
Please let us know when this issue with denali has been resolved. For the time being I've cancelled my subscription.
[2019-12-09 21:03:21]
SC Support - Posts: 420 | Ending Date: 2020-08-22
We had to remove the data feed merging implied depth which was on the CBOT server, we will work to fix the issue and re-release. Thank you for your help and patience.
[2019-12-09 21:58:49]
Shairzad - Posts: 6 | Ending Date: 2020-05-31
Very disappointing I was hoping Denali would be the end all be all but unfortunately it has been anything but. I'm switching back to CQG asap.
[2019-12-09 23:00:45]
User541156 - Posts: 57 | Ending Date: 2020-03-31 [Expired]
I hope this experience has humbled you sierra guys a bit.
You have been huffing and puffing for a very long time.
Coming out strong and insulting basically all serious user feedback.
This is an opportunity to re introduce a bit of humility in your interactions.
[2019-12-09 23:37:59]
Tooth Fairy - Posts: 29 | Ending Date: 2020-05-31
I'm the early Denali adopter (guinea pig) in our group since Sept when u announced to discontinue CQG's support & this proves to be the most disastrous & wasting of my $ in time and trading opportunity. You're so high on your horse that you failed to see every single data feed out there including the lowly TOS matching each other but yours. Look at my highlight of your 2nd post above since early Oct ..

<We have little idea what you are referring to here. Can you provide a screenshot? There cannot be any inaccurate data. That is not even technically possible.

If you are referring to the bid size and ask quantities in the market depth data, the first 10 levels, that data is 100% accurate. We can assert very clearly that CQG and Rithmic if they differ they are wrong. We stand by this data. It cannot be wrong. We are the point of reference that others need to go by. >

The point to make here is it doesn't matter what your perception on who's right or wrong but when everyone is going in one direction and you are going to go another direction ALONE, you are the one going to be trampled. In your case, it's your users who use market depth to trade. Within our group trading the same instrument, I can see pressure showed up on their screens but my Denali is happily trucking along singing like their engineers. "Nothing is seeing here. They are all wrong."

It's unfortunate that we want to see SC & Denali to be the best so everyone come out as a mutual winner, but w/ so much head in ass syndrome, that day will be far away.

I give u to the end of Dec to finish fixing problem or I will switch back to CQG. Work 24 hrs if u must just to prove to your ovesized ego that you are the brightest mind when dealing w/ intricate problem not a 2 bits code assembler, shrinking in a corner w/ abundance of excuses. Or put a decent disclaimer that your data feed is not fit to trade live w/ market depth.
Date Time Of Last Edit: 2019-12-10 01:03:25
[2019-12-10 11:49:28]
trinikee - Posts: 5 | Ending Date: 2020-09-06
I also had to switch back to CQG because this issue was not resolved. Will cancel my Denali feed at the end of month if not fixed.
[2019-12-10 20:06:54]
user257887 - Posts: 15 | Ending Date: 2021-01-25
Agree; that would be nice. The only time I used my Denali feed was the first couple weeks I had it -- been waiting for the fix since.
[2019-12-10 20:17:07]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
We are going to release after the close the merging of implied depth for NYMEX and CBOT on the delayed feed. We do not want to do any release on the live feed because the first couple of times we have noticed a problem after a period of time.

The reason this has taken time is because this is not easy and this is what we have said from the very beginning. There is a lot of complexity of market depth all the way down to the original multicast feed from exchange down to the final end user transmission and processing. There simply is not any room for any type of mistake anywhere.

With all of our experience with market depth from various sources, next to nobody even does market depth completely properly or efficiently.

And we know we have a lot of experience with this. And we are the only ones to our knowledge to even let you adjust the number of market depth levels from the server and does that properly.

One of you asked us through an account support ticket of about a month or two ago about including implied depth in relation to this thread, and our answer was simply that there is a lot of work to this and it is not something we can do quickly. So this is the reason for the delay.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-12-10 20:44:37]
User322949 - Posts: 263 | Ending Date: 2020-05-31
Do you even read what you are writing , your saying it's broken so yes you are the only ones doing it like that
[2019-12-14 00:12:54]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
The reason for the delay, is there is a various secondary market depth work that we have been doing, which was related to some of the changes to support implied to depth merging. Those core changes, required other subsequent changes which required additional testing and review. This whole process took a long time. Implied merging has been working well on the delayed feed several days in a row now.

We are releasing it, over the weekend on one of our servers for the real-time feed. We are not doing both because it is necessary for users to update to the current version of Sierra Chart to support a protocol change with market depth, which reduces bandwidth. So we do not want to force this change immediately.


Or put a decent disclaimer that your data feed is not fit to trade live w/ market depth.
This is nonsense. You lose all credibility when you post this. Do not tell us that . Take this and give it to the CME. We are providing CME market depth data. We have said that the depth is 100% accurate in the beginning, which is 100% true, and continues to be to this very moment. We will not deviate from what we said. You think you caught us in some kind of inaccuracy. No you did not. Not at all.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-12-14 06:14:39

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