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sierra chart order routing with data, replay mode dom delay

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[2020-03-02 16:31:25] #1 [Go To First Post]
User900297 - Posts: 22
Hello, I've been using cqg web api with amp futures for a while. I haven't had any issues live trading but when i try to run replay mode, there is a significant delay with the market depth quantities(bid/ask). There are some similar complains on the support board and you suggest your own data and routing packet. Like i said i'm using amp futures, i'm paying $5 for CME data and $0.78(everything included) commission for micro es. If i switch to your routing/data am i going to pay the same fees and commissions? Finally, all these costs are taken from my account by amp futures automatically, which is nice. Can this billing system continue with your data and routing? Thank you.

[2020-03-02 22:21:02] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We definitely recommend moving away from CQG if you are relying on market depth data. However, update to the current version since there was an improvement with the calculations relating to market depth data during a replay: Software Download: Fast Update You can stay with AMP and switch over to the Sierra Chart Order Routing and Data. You will find the information on this service here: Sierra Chart / Trading Technologies Futures Order Routing Service In terms of total fees per trade, you would need to ask AMP about what they would charge you. The only thing we can guarantee is that the Order Routing fee is $0.10 USD per contract per side. The data cost will go up, as you will need to pay for the data feed itself, which would be $20 USD per month and then the cost of the exchange(s) that you activate. You will find the costs for the exchanges here: Denali Exchange Data Feed: Supported Exchanges (Exchange Fees) All of this can be billed through AMP. The first step would be for you to talk to AMP about getting you switched over. 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: 2020-03-02 22:22:06

[2020-03-20 20:40:41] #3 [Go To First Post]
User900297 - Posts: 22
Okay, what i like to try is, keeping my order routing same with ampfutures and use your datafeed. This way, i don't have to change anything on ampfutures side, right? Only change my data feed connection option in sierrchart. If this combination doesn't cause any problem i'd like try your datafeed. (CME with Market Depth for nonprofessional Trading accounts)

[2020-03-22 23:52:51] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes you can do that. You will need to use the Denali Exchange Data Feed: Denali Exchange Data Feed: Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges You can obtain this through AMP for 25 USD per month plus exchange fees. 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

[2020-03-23 19:01:51] #5 [Go To First Post]
User900297 - Posts: 22
I switched to the sierra data with order routing like suggested but my replay mode still has a delay. Price and the bids/ask are not sync, see the images that i attached.


Screenshot_1.png / V - Attached On 2020-03-23 19:00:21 UTC - Size: 28.23 KB - 211 views Screenshot_3.png / V - Attached On 2020-03-23 19:00:28 UTC - Size: 27 KB - 220 views

[2020-03-24 19:46:35] #6 [Go To First Post]
User900297 - Posts: 22
My denali feed setup finally completed today but the replay issue remains.

[2020-03-24 20:08:05] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have looked into this. You should only be noticing this issue occasionally. We know why it happens. It only happens when there is a significant price move over a period of one second. It will be resolved once true millisecond time stamping for trades is released. We are doing our best with that, but it is very involved. 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: 2020-03-24 20:09:03

[2020-03-24 20:27:23] #8 [Go To First Post]
User900297 - Posts: 22
Well it happens all the time, i mean price and bids/asks are never in sync and it feels like price is the problem because bids/asks are moving rather smoothly but price jumps around. I can record my screen and send it if you like.

[2020-03-25 08:05:50] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not need to see anything further. Our observations were during the nonregular trading hours. We understand the problem and we will be working on a solution as soon as possible. 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

[2020-03-30 17:21:11] #10 [Go To First Post]
User900297 - Posts: 22
Thank you. I hope it'll be fixed quickly.

[2020-03-30 22:49:34] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes it is the next item we are working on. But we always get bogged down on this Support Board as usual. When there are more questions on this support Board, it does delay our development. And it is a major problem at this time for us. That is why it is best not to ask us questions unnecessarily. 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: 2020-04-02 00:21:58

[2020-04-01 05:26:47] #12 [Go To First Post]
User304088 - Posts: 3
1) I am about to fund an AMP account and am considering to select SC data feed and SC order routing service. My main purpose for getting the SC data feed is to get the >10 level of market depth data. I only need CME so probably I should go with the Delani Feed. Right ? 2) Would this be a combination AMP would do for me ? 3) why data fee for Delani is $20 with SC Order Routing and $25 without it ? is it because with the latter SC will charge $0.10 per side per trade and recoup the difference in data feed charge ? 4) can I still see the >10 market depth with package #3 or do I need to have package #5 to see this ? 5) where can I see a list of what package #5 offers that package #3 does not ? 6) I have been using NinjaTrader 7 for many years and have written lots of indicators which causes me to hesitate to leave all these behind. So though sounding unwise, any chance I can actually use NinjaTrader 7 with AMP with Delani Feed and SC Order Routing Service ?

[2020-04-01 23:15:06] #13 [Go To First Post]
User304088 - Posts: 3
One more newbbie question: 7) AMP offers Sierra Chart platform in two packages, package #3 and package #5. If I just go with package #3 can I still obtain or develop, and then add and use any custom developed indicators or studies? any different in this respect compared to if I go for package #5 ?

[2020-04-02 08:25:47] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. Yes. You need the Denali Exchange Data Feed. 2. Yes. AMP can take care of all of this for you. 3. Yes, that is part of the reason. Also, we want to get more people using these services, as we are better able to control them and ensure that our customers get the best solution in the market. 4. Yes. You will get up to 800 levels of depth regardless of which Sierra Chart package you choose (it is not related to package). 5. Refer to the information here: Description of Service Packages and Pricing: Packages 6. No. This will not work. You can post to this Support Board asking for help from others with the conversion of your NinjaTrader indicators and see if anyone is willing to help, perhaps for a fee. 7. Package 3 will work. 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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