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Direct MessagesDate/Time: Fri, 26 Apr 2024 04:03:24 +0000
Any future implementation of the order qualifier, Display Quantity?
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| [2020-04-09 00:08:29] |
| SKZ90 - Posts: 74 |
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Is Sierra Charts gonna implement the order qualifier called Display Quantity? Looks like a native order qualifier on the CME Globex's iLink system. https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+-+Order+Qualifiers#iLinkOrderQualifiers-Tag210-MaxShow(DisplayQuantity) https://www.cmegroup.com/confluence/display/EPICSANDBOX/Order+Qualifiers I think people also refer this as the iceberg order. |
| [2020-04-20 15:52:21] |
| User968625 - Posts: 256 |
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Any update on that? Bookmap is promoting this very aggressively and it is really good and critical featuer
Date Time Of Last Edit: 2020-04-20 15:53:14
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| [2020-04-20 19:00:45] |
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One thing we know is that TT does not support this field. The planned direct CME order routing that we are working on will support 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 Date Time Of Last Edit: 2020-04-20 19:00:54
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| [2020-04-20 19:09:54] |
| User968625 - Posts: 256 |
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Ok, two quick follow ups: 1- isn’t that for displaying the orders from the data feed (showing icebergs) - The Denali Exchange Data Feed ( for example I believe Rithmic has it). If it is about order routing then excuse my ignorance. 2- if it is about order routing then when is yours expected. Just love this platform and love that all data in and don’t want to consider anything else so would be great to understand when this is coming |
| [2020-04-21 10:15:56] |
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1. In this case we are just referring to submitting order which displays a smaller quantity in the public order book. 2. It will still be some time from now. The basic integration work is done but there are still many more parts to it that we need to work on. 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: 2020-04-21 10:16:12
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| [2020-04-21 10:54:11] |
| User968625 - Posts: 256 |
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Thank you. Regarding the first point, I believe that what most users will be really interested in is an indicator that shows the icebergs in the order flow as well as the stops as bookmap. It would be really great to have this for now (not sure how many are looking to use icebergs to submit orders here but seeing them will be what we can use). With that said, I understand you have your plan but pls let us know when this is coming(for displaying). Thank you again
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| [2020-04-21 13:09:11] |
| SKZ90 - Posts: 74 |
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User968625 https://bookmap.com/blog/bookmaps-stop-iceberg-tracker-with-mbo-data/ Looks like their iceberg and stop loss detection depends on Market by Order data feeds. Last time i checked, SC data feeds are Market by Price. |
| [2020-04-21 14:38:31] |
| User968625 - Posts: 256 |
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Thank you SKZ90, I didn't realize this. I am no expert but seems to make sense if you get it by order to be able to show icebergs and stops (vs by price as in SC) however, I will leave it to SC enginers to let us know if this is the case.
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| [2020-08-19 20:48:09] |
| User795195 - Posts: 4 |
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Hello, SC. I understand that the feature of displaying a different order quantity is in development. Is there any time frame that we could expect this to be completed? It's a great feature to have. Thank you
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| [2020-09-11 20:22:00] |
| User267701 - Posts: 66 |
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Yeah, i am right now on the edge about that bookmap addon. Seeing the context of orderflow with these indications is SUCH a big deal. Are there any plans to give us an iceberg and stoprun tracker anytime soon? Ofc i pay extra for these things. bookmap is just expensive as hell and AMP doesnt allow 2 different datafeeds either. I would have to go Rithmic because only their MBO data feed makes this possible in bookmap. I honestly think these features are worth the potential connection issues and i hate to write that, because server side managed OCO orders are a very big deal too. |
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