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CQG data for crude CL has only 400/400 levels + SWITCH TO DENALI

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[2020-03-30 15:09:58] #1 [Go To First Post]
User311344 - Posts: 136
Could you confirm that CQG data for crude CL has only 400/400 levels? Thats all/max what Im getting for last few weeks. I check available levels with ACSIL sc.GetBid/AskMarketDepthNumberOfLevels(). Also I have 2 questions about Denali: 1. How many levels for crude CL you provide at the moment? 2. After I choose Denali+TT in AMP form how should I select and pay for Exchanges data? I see after selecting Denali+TT on AMP form I can choose all CME options. Should I do it there? Thanks!

[2020-03-30 17:29:29] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is not going to be much different with the Sierra Chart data feeds. But in general you would be better off. Currently for May crude oil (CL) we see 455/480 levels. You will pay for market data through your AMP account. 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 18:02:44] #3 [Go To First Post]
User267701 - Posts: 66
I am also a bit confused. I switched to Denali + TT Routing on the AMP site and i am not 100% sure if i have to select the cme markets (or bundle) on their site or in my SC account controll panel.

[2020-03-30 18:34:59] #4 [Go To First Post]
User311344 - Posts: 136
It is not going to be much different with the Sierra Chart data feeds. But in general you would be better off. Currently for May crude oil (CL) we see 455/480 levels. You advertise Denali as: Up to 800 levels of market depth data is provided for CME, CBOT, NYMEX, and COMEX. 1. So why do you say it won't be different from only 400/400 on CQG? 2. SC Delayed Data for last few weeks gives max 480/480 levels for crude so seems like being capped at 480. So is crude @Denali also capped at 480/480 max? Thanks Date Time Of Last Edit: 2020-03-30 18:35:18

[2020-03-30 18:49:47] #5 [Go To First Post]
User267701 - Posts: 66
I think 800 = 400/400. Just a matter of how you count the levels: as a whole or splitted between BID/ASK.

[2020-03-30 21:08:46] #6 [Go To First Post]
User311344 - Posts: 136
Looking at: Currently for May crude oil (CL) we see 455/480 levels. is already over 900 so I hope it meant 800/800. Would be nice if Sierra could confirm that.

[2020-03-30 22:41:52] #7 [Go To First Post]
User267701 - Posts: 66
I am not going to tell you what you need or want...how can i know, right? But what do you need 800/800 for? I mean seriously, what would be the use of such a deep bookview be?

[2020-03-30 23:34:28] #8 [Go To First Post]
User311344 - Posts: 136
Not here to educate. I just trade man. Let's keep private discussion in private messages. I don't want this thread to be marked as User Discussion cause I have a real concern here. Thanks.

[2020-03-31 00:32:15] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Based on observation, it appears like the CME is limiting the depth to 480 levels for CL. We do not see how that could be happening within the Denali feed itself because the upper limit is 800 per side. I think 800 = 400/400. Just a matter of how you count the levels: as a whole or splitted between BID/ASK. No it is not counted this way. It is 800 each side. And really at this point we can make that anything. We could make it 5000. We can then say we have got 5000 levels of depth. It is meaningless because 5000 levels do not even exist. We just found that 800 was more than sufficient. We should probably make the number 1000 and just say there is full depth. We should not even be mentioning a number any longer. 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: 2020-03-31 00:33:05

[2020-03-31 00:33:54] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I switched to Denali + TT Routing on the AMP site and i am not 100% sure if i have to select the cme markets (or bundle) on their site Yes through AMP. 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

[2020-03-31 03:34:21] #11 [Go To First Post]
zippyzip - Posts: 293
so your claiming there to be 800 with denali ?

[2020-03-31 03:37:14] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes up to that. But not necessarily that many levels based on the order activity. 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

[2020-03-31 04:24:44] #13 [Go To First Post]
zippyzip - Posts: 293
well denali is being cut off at 480 fwiw , as u can see the depth data goes to 38.00 which is in cell 484 on spread sheet , and order was placed at 40.00 and does not pick it up past 480 levels above price .

[2020-03-31 10:49:50] #14 [Go To First Post]
User311344 - Posts: 136
well denali is being cut off at 480 fwiw , as u can see the depth data goes to 38.00 which is in cell 484 on spread sheet , and order was placed at 40.00 and does not pick it up past 480 levels above price . Exactly. Im seeing the same. Dear SierraChart could you clear this up with your data provider? Thank you.

[2020-03-31 16:04:51] #15 [Go To First Post]
User136422 - Posts: 33
I am seeing the same data on CL. I am watching total levels (denali feed) on ES too and they seems not working like you described they would have too. currently there are 480 levels on ask and 583 on bid, been like that all day long, stable, never ever we had more than 480/583, please take a look. Hope this can help. i am on SC 2060

[2020-03-31 18:33:20] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The exchange must be placing a limit on the transmitted order activity. They may have implemented this due to all of the price volatility. It makes no sense that Sierra Chart would be causing described behavior like this: there are 480 levels on ask and 583 on bid, been like that all day long Notice that number 480. Where is that number coming from? We see that on CL and ES. There is no limit like this anywhere within Sierra Chart. Dear SierraChart could you clear this up with your data provider? The provider is the exchange. In this case the CME. 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: 2020-03-31 18:35:25

[2020-03-31 18:40:22] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually disregard post 16, we did find the 480 limit. It is a limit we put in, due to users on older versions. We did not want to cause problems for users on older versions. But most users have now updated. We will have that removed, after the close. 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

[2020-03-31 22:28:34] #18 [Go To First Post]
zippyzip - Posts: 293
can you let us know when this is fixed cause still stuck at 480 on 2073

[2020-03-31 23:34:21] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Sorry we got behind on this. Will be done over the next 30 minutes. We just need to do a little more code review related to this. 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

[2020-04-01 00:42:56] #20 [Go To First Post]
zippyzip - Posts: 293
seems to be working but can you check something , im seeing this on CL and ES as well , offers that are misplaced in number order, you can see the 5000 offer is showing up before 3900.5 , thanks


Attachment Deleted. ddd.jpg / V - Attached On 2020-04-01 00:42:07 UTC - Size: 79.51 KB - 249 views

[2020-04-01 03:28:44] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not know what that is a screenshot of. Looks like a spreadsheet, but we have no additional context to be able to verify this. We see no issue with the market depth displayed in the File >> Open Market Depth Window. 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

[2020-04-01 07:10:11] #22 [Go To First Post]
User311344 - Posts: 136
We do not know what that is a screenshot of. Looks like a spreadsheet, but we have no additional context to be able to verify this. Im sure it's a native sierra study: Depth of Market Data and with output to native sierra Spreadsheet Study.

[2020-04-01 07:14:42] #23 [Go To First Post]
User311344 - Posts: 136
Actually disregard post 16, we did find the 480 limit. It is a limit we put in, due to users on older versions. Is the limit 400/400 for CQG CL.F data a result of the same capping in your code? CQG was streaming 500/500 and it's only 400/400 for last weeks. Could you check that too? Thank you.

[2020-04-01 08:51:48] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No, the limit of 400/400 is coming from CQG. The 480 limit was specific to the processing of the CME multicast feed. This is why it was overlooked. 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

[2020-04-01 08:52:42] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Also, you are able to restrict Market Depth to the number of levels that you want: Refer to 5 and 6 here: Global Trade Settings Windows: Troubleshooting Market Depth Data Not Displaying in Chart/Trade DOM Columns 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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