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Direct MessagesDate/Time: Tue, 07 May 2024 02:20:42 +0000
5-Yr T-Note CQG Data Suddenly Not Displaying in DOM
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| [2020-02-18 19:08:02] |
| porcupine - Posts: 40 |
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I have DOMs for each of several bond futures. Until this week all have been working fine. I restarted SC this morning and the five-year T-Note, CQG symbol: F.US.FVAH20, is missing level 2 data in the DOM at every other price level. I updated my symbol settings from the server and restarted my data connection but it didn't fix the issue. I also noticed that the five year is missing some parameters in Global Settings > Symbol Settings; e.g. the Tick Size and Price Display format are blank. I also noticed that some of the ten year's symbol settings (CQG symbol: F.US.TYAH20) are incorrect; e.g. the Tick Size is set to 1/34 but it should be 0.5/32. The first screenshot shows the missing 5yr data on the DOM (left) compared to the 10yr DOM (right). I have verified that the CQG feed is providing correct data and have tried adjusting my DOM settings but it hasn't fixed the issue. Can you please help me? |
 Capture.JPG / V - Attached On 2020-02-18 19:05:53 UTC - Size: 358.27 KB - 274 views symbol_settings_FVA.JPG / V - Attached On 2020-02-18 19:06:20 UTC - Size: 200.83 KB - 213 views symbol_settings_TYA.JPG / V - Attached On 2020-02-18 19:06:29 UTC - Size: 193.39 KB - 211 views |
| [2020-02-18 20:03:28] |
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All users below a certain version including the version you are running, have been getting a notice on startup, describing this issue briefly and instructing you to update. You just need to update to the current version following these instructions: Software Download: Fast Update And if you are interested in more than 10 levels of market depth, you should use the Denali Exchange Data Feed and access 800 levels of depth for these markets: Denali Exchange Data Feed Note for other users, we see that we have not been providing expanded depth for the CBOT 5 year U.S. Treasury futures but we are now increasing that to 800. This will go into effect later this 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 Date Time Of Last Edit: 2020-02-18 20:06:57
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| [2020-02-19 01:15:23] |
| porcupine - Posts: 40 |
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That resolved the issue. Thank you. Just a thought, take it or leave it... 800 levels of depth isn't necessary. Ten is sufficient. What would be very valuable is a DOM (and feed) that can display Level 3 futures data, or what CME calls "MBO" data: https://www.cmegroup.com/education/market-by-order-mbo.html |
| [2020-02-19 02:17:14] |
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Sierra Chart offers this in a consolidated format. The Sierra Chart data feeds create extended market depth from the market by order data and indicate the number of orders at each price level.
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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