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Date/Time: Thu, 25 Apr 2024 22:48:33 +0000



Trading dom update issue

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[2022-06-10 20:44:53]
User358827 - Posts: 21
Hi,

I am a longtime user of Sierra charts but just recently I have started to use the trading dom. I am a TransAct/Infinity customer making the move over to trade with Sierra. I noticed that the trading dom pricing tends to "snap" and does not seem to move through all price levels creating a very jumpy view on the price ladder. I am running Sierra version 2323 and using the TransAct data feed until I make the full move to Denali.

I have checked my chart global speed settings and they are set to 40ms. I checked my trading dom speed settings and they were set to 0 referencing the global setting.

Can you let me know what might be causing this issue and how I can resolve it. The computer I am using has a lot of CPU and Sierra is not straining the CPU level.

Thanks for your help.
[2022-06-13 13:33:47]
John - SC Support - Posts: 31131
We are not sure exactly what you are referring to in terms of the Trading DOM tending to "snap". But here are some things to look into:

1) It sounds like your Global Chart Update Interval is 40ms. Make sure that is the Global setting - this is set with Global Settings >> General Settings >> General >> Chart Update Interval in Milliseconds. Also, if this is the Global setting, then 40ms for the Global Setting creates a lot of overhead in terms for the study calculations in the charts. Our recommendation is to keep chart updates around 500ms and Trading DOM updates around 100 (if you want to make them 40, that is fine).

2) Check the method you have selected for the Constant Range Scale Mode under the Scale Settings. The default is Keep the Last Bar Within View, but you might want to change this to Re-Center to Last Price on Every Update. Try the various options to see if there is one that works better for you. Refer to the options at the following link:
Chart Scale and Scale Adjusting: Constant Range Scale Modes
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-14 20:06:33]
User358827 - Posts: 21
Hi,

Thanks for the suggestions. I changed my chart setttings to 500ms and dom settings to 100ms. I am still seeing the same issue. I am running in simulation mode. Let me try to explain better what I am seeing. On the infinity dom I can see the bid and ask quantities at each price level change instantaneously as price moves. On my Sierra dom these updates are not happening as quickly and the price and bid/ask quantities will stay the same and then suddenly change. It almost seems like the data feed is not continuous. As an analogy the infinity price ladder looks like a movie while the sierra price ladder looks like snapshots that change - still a movie but not very fluid. I hope that better describes the problem.

Could this possibly be due to simulated data or the TransAct data feed?

Thanks for your help on this.
[2022-06-14 21:12:05]
John - SC Support - Posts: 31131
Set the Trading DOM to 40ms update interval and see how that does.

It could be related to the TransAct data. If you want to see how the Sierra Chart data does, then change your Data/Trade Service Settings >> Main Settings >> Current Selected Service to SC Data - All Services. Open a new chart and select the appropriate symbol for it (it will be different from your TransAct symbols) and then see how it performs. This will be the delayed streaming data, but it acts like the real-time data will act.

When you are done, just be sure to remember to change your settings back for the TransAct service.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-14 22:17:37]
User358827 - Posts: 21
I tried the SC Data all services feed and this seems to have corrected the issue. Thanks for your help.
[2022-06-15 16:05:50]
John - SC Support - Posts: 31131
Keep in mind that when you are connected to SC Data - All Services you are getting the Delayed data. In order to get that data as real-time data into your system, particularly when connected to your TransAct account.

To get the real-time data from our Denali feed, you will need to follow these Setup Instructions:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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