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Date/Time: Fri, 29 Mar 2024 07:06:09 +0000



DOM data accurate?

View Count: 447

[2020-12-08 14:33:55]
User602946 - Posts: 8
Hello, I am not subscribed to the CME DOM data, however when I click File >> Open Trading DOM for Chart, I do get DOM data. My question is, is the DOM data given there accurate? If so, what's then the difference between the $30 CME DOM data bundle and the $3 top of book bundle which I am subscribed to? What additional data does the $30 bundle offer? Thanks.
[2020-12-08 16:02:29]
John - SC Support - Posts: 30444
The only scenario where this would occur is if the Trading DOM were being opened in a second installation of Sierra Chart which is then receiving the Delayed Streaming Data for the CME (10 minutes and 10 seconds delayed), since the real-time data is already being received in another installation.

If you have not modified your Chart Header, then you should see an entry for DD, which gives you the Data Delay. Check that value to see if you are getting Real-Time data or the Delayed data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-08 16:11:09]
User602946 - Posts: 8
Ahh yes, sorry I should have clarified, it is absolutely the delayed data I am looking at. I got it now, the $30 is for real-time DOM data.

But just to be clear, the delayed DOM data I am seeing on the chart is accurate for that time stamp, correct? Trying to get a general feel for market liquidity and unsure whether that data is reliable, even if delayed...
[2020-12-08 16:45:10]
Sierra Chart Engineering - Posts: 104368
the delayed DOM data I am seeing on the chart is accurate for that time stamp, correct?
Yes.
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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