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Date/Time: Fri, 14 Jun 2024 15:48:22 +0000



Inside bid/ask error in market depth window

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[2014-03-26 16:46:33]
Tom Welling - Posts: 17
The market depth window for one of my symbols appears to be stuck with the incorrect inside bid and ask. The numbers for price and size are not updating. All of the numbers below the inside bid/ask are updating normally. How do I clear these incorrect numbers in the top row? I'm using TD Ameritrade as a data source with Sierra Chart version 1109. I uploaded an image of the market depth window to photobucket at the following link:

http://img.photobucket.com/albums/v615/natural_selection/untitled_zps8a53cdb3.jpg
[2014-03-26 17:55:10]
Sierra Chart Engineering - Posts: 104368
We cannot see the image (probably because of security software we use). The best way to provide an image is to put the market depth window over the chart and select Edit >> Screen Images >> Upload Chart with Overlays. And paste a link to the image here.

Anyway, being this is TD Ameritrade data, there really is not much we can do to help with this other than to recommend selecting File >> Disconnect and File >> Connect to Data Feed, when you see this kind of problem.

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
[2014-03-26 17:56:47]
Sierra Chart Engineering - Posts: 104368
Actually, there is one change we want to implement related to this with the interface to TD Ameritrade. That will be out in the next release. Not sure if that would make a difference or not though.
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
[2014-03-26 18:01:32]
Sierra Chart Engineering - Posts: 104368
We checked on this now, we do not see how the change we will be making would help in this particular case. There must be some issue or change with the market depth data from TD Ameritrade.

Does reconnecting to the data feed help with 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
[2014-03-26 18:06:54]
Tom Welling - Posts: 17
Reconnecting to the data feed does not help. Here's the image link per your instructions:

http://www.sierrachart.com/image.php?l=1395857070785.png

[2014-03-26 18:31:28]
Sierra Chart Engineering - Posts: 104368
We observe this as well for this particular symbol when using TD Ameritrade.

Those prices you see at the top of the book, are coming from the data feed. Not sure if they are valid or not. Would seem unlikely. We recommend just ignoring those values. We could try to filter them, but we really do not like doing things like that because they should not be there if they are not valid and if they are valid, then they should be there.

We could report this to them, but not sure they would do anything about it.
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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