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Date/Time: Sat, 20 Apr 2024 12:48:49 +0000



Price display problem DOM

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[2020-12-01 13:35:33]
User495158 - Posts: 106
Hi!

Today I noticed that CME AUD futures contract (F.US.DA6Z20) is not displayed correctly on my DOM. Something is messed up with the price display format or the tick size or both. I have tried reloading the contract but nothing works. In global symbol settings F.US.DA6*** is set to price display format of 0.0001 and tick size of 0.000100.

On DOM it looks like there are additional values between ticks, ie. 0.73575 instead of 0.7357. How can I fix this? Please see the screenshot.

Thanks
imageaud fx.png / V - Attached On 2020-12-01 13:35:24 UTC - Size: 51.46 KB - 177 views
[2020-12-01 15:40:43]
John - SC Support - Posts: 30976
You need to look at the Tick Size in Chart >> Chart Settings for that chart. It looks like it may be set to 0.00001 instead of 0.0001. Refer to the information for that setting here:
Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

You can also update the Chart Settings from the Symbol Settings by selecting Apply Global Symbol Settings on the Chart Settings window. Refer to the information here:
Chart Settings: Apply Global Symbol Settings (Button) (Chart >> Chart Settings >> Symbol >> Global Symbol Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-01 16:05:23]
User495158 - Posts: 106
Thanks, but something ain't right still.

I have changed the price display format to 0.00001 and tick size to 0.00005. This is consistent with CME contract specifications.

But now, the volume is not registered at 0.00005 intervals, rather at 0.00010. Screenshot attached.
imageaud fx 2.png / V - Attached On 2020-12-01 16:05:18 UTC - Size: 16.53 KB - 184 views
[2020-12-01 16:14:54]
John - SC Support - Posts: 30976
What you are showing in the image matches what you state you set for the symbol. We are not seeing a problem with respect to the prices and the Tick Size, as the pricing is showing at increments of 0.00005, which is the same as the tick size, as it should be.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-01 16:24:50]
User495158 - Posts: 106
Yes, that is working correctly, but the volume is not registered at every tick.

These are the grey bars on the right side of the last screenshot. You can see that the volume is skipping every other tick.
[2020-12-01 17:24:58]
John - SC Support - Posts: 30976
Ok. Now we understand what you are referencing.

The first thing to check is if the Chart >> Chart Settings >> Advanced Settings 3 >> Market Depth Combine Increment in Ticks is set to a value of 2. Refer to the information for this setting here:
Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu)


If that is not it, then we would really need to know what that particular column is, and see the market depth data for that column as well as the volume bars. It may simply be that there is just not enough volume at those levels to see the bars, since there were only 3 bars available.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-01 18:24:26]
User495158 - Posts: 106
Here is another screenshot. The bars represent "current traded total volume" (trade/ customize chart/ trade DOM columns). I have enabled the volume numbers as well. As you can see the volume is not registered at every tick.

Market Depth Combine Increment in Ticks is set to 0. That works fine for every other DOM I have.
imageaud fx 3.png / V - Attached On 2020-12-01 18:24:21 UTC - Size: 48.8 KB - 173 views
[2020-12-01 18:45:24]
Sierra Chart Engineering - Posts: 104368
Due to the exchange changing the tick size, we had to update the Symbol Settings. This is now done.

Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings
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: 2020-12-01 18:45:33

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