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Direct MessagesDate/Time: Mon, 06 May 2024 09:09:43 +0000
EPIQ Feature - Replay Not Accurate
View Count: 658
| [2020-05-27 21:32:31] |
| User104854 - Posts: 441 |
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I've noticed that the estimated position in the queue feature in versions 2090 and 2109 is having an issue on replay. If there are say, 250 orders on the price when the order is placed it will show this initially but then shortly after it always drops down to 2 without anything having been traded or the value on the DOM dropping anything close to that amount. So it will fill the order when only 2 contracts trade but the amount left in the book might be 240 and therefore doesn't give an accurate fill. It does not do this in version 2056. The EPIQ value drops accordingly and accurately up until there is a simulated fill. Can you look into this please? |
| [2020-05-30 21:41:11] |
| User104854 - Posts: 441 |
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Are you looking into this?
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| [2020-06-04 21:23:56] |
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We apologize for the delay. We have been very busy. Analyzing this is really quite involved, but we did determine a problem with market depth data during a replay involving overlapping levels and perhaps this is related to this. Please test version 2117 where this described issue is resolved.
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: 2020-06-04 21:24:04
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| [2020-06-05 18:49:47] |
| User104854 - Posts: 441 |
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Thank you for the response. I just installed version 2117 and it's still doing the same thing. I'm placing my orders below the current bid. The bid size at that price started out at 200, then to 193, then when it went to 153 the EPIQ went straight to 2 like it has previously.
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| [2020-06-05 19:10:05] |
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Ok we will check this out.
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 |
| [2020-06-08 00:25:14] |
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Ok we understand the scenario where this can be a problem and that would be at the best Bid and Ask levels and this will be resolved in the next release.
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 |
| [2020-06-08 20:19:58] |
| User104854 - Posts: 441 |
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I just installed version 2118. The EPIQ feature is only working in live markets and not on replay. On replay it isn't providing a value at all. Was the above issue intended to be resolved on this release?
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| [2020-06-09 06:26:03] |
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We understand why this happens. It relates to resolving issues with the replaying of market depth data relating to the updating of the best bid and ask data at the same time. This will be resolved in the next release.
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 |
| [2020-06-15 18:43:46] |
| User104854 - Posts: 441 |
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Just installed version 2120 and it appears to be working great. Thanks a lot.
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