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[Locked] - bids offers closes to price on market depth historical graph
View Count: 9306
| [2019-11-21 18:12:12] |
| User707191 - Posts: 5 |
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++
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| [2019-11-21 18:17:25] |
| Shairzad - Posts: 6 |
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+1
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| [2019-11-21 18:27:01] |
| trinikee - Posts: 7 |
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+1 A status update, please. |
| [2019-11-22 09:17:04] |
| User626318 - Posts: 9 |
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+1 looking for an update on this please
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| [2019-11-22 11:43:35] |
| zippyzip - Posts: 293 |
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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 .
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| [2019-11-22 12:22:09] |
| User346338 - Posts: 2 |
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+1
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| [2019-11-22 12:55:33] |
| SC Support - Posts: 1795 |
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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
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| [2019-11-22 17:41:16] |
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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. 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: 2019-11-22 17:52:12
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| [2019-11-23 00:16:07] |
| nosast - Posts: 290 |
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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
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| [2019-11-25 01:55:43] |
| SC Support - Posts: 1795 |
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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.
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| [2019-11-30 21:53:42] |
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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 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: 2019-11-30 21:55:00
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| [2019-11-30 22:32:44] |
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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. 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: 2019-11-30 22:32:55
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| [2019-11-30 22:50:21] |
| 9710276 - Posts: 24 |
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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
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| [2019-12-01 01:05:11] |
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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. 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: 2019-12-01 01:08:02
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 Standard depth with implied depth below 2019-11-30_165443.png / V - Attached On 2019-12-01 01:04:28 UTC - Size: 18.23 KB - 296 views |
| [2019-12-02 01:25:16] |
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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. 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 |
| [2019-12-02 01:37:29] |
| zippyzip - Posts: 293 |
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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
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| [2019-12-02 01:52:04] |
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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. 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: 2019-12-02 01:52:41
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| [2019-12-02 03:17:04] |
| 9710276 - Posts: 24 |
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Thanks for the update. Letting us know where you're at adds value.
Date Time Of Last Edit: 2019-12-02 16:11:31
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| [2019-12-05 22:15:24] |
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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. 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: 2019-12-05 22:16:53
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| [2019-12-06 00:16:59] |
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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. 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: 2019-12-06 00:17:12
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| [2019-12-06 04:31:02] |
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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. 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: 2019-12-06 04:31:34
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| [2019-12-06 12:05:11] |
| zippyzip - Posts: 293 |
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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 .
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| [2019-12-06 14:41:36] |
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Reduce the chart update interval on that particular Trading DOM down to 100 ms: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) 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. 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: 2019-12-06 14:42:02
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| [2019-12-06 21:59:20] |
| zippyzip - Posts: 293 |
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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 .
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| [2019-12-07 04:46:52] |
| Sierra_Chart Engineering - Posts: 14173 |
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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: Overview of Trading: Sierra Chart Configuration for Most Low Response Time Trading 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 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-12-07 05:16:54
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