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Direct MessagesDate/Time: Mon, 29 Apr 2024 12:53:10 +0000
different data between graph and DOM
View Count: 1056
| [2014-05-02 15:04:06] |
| User82076 - Posts: 16 |
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Enclosing picture of my graph of YM market. There is (partly hidden) Time and Sales window, DOM from OEC trader and 2 minute charts with Number Bars. As you can see, price in Time and Sales and 2 min chart is 16457, price at TradeDOM and OEC DOM is 16477, price in TradeDOM jumps erratically by 5-10 points. What price is valid? |
 YM 2-5-2014 16-53-58.png / V - Attached On 2014-05-02 14:57:04 UTC - Size: 140.58 KB - 290 views |
| [2014-05-02 16:15:51] |
| User33737 - Posts: 8 |
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I have been fighting a similar issue with the bid ask line. I don't mean to take over your thread but maybe the are related? I am using CTS and have been blaming them for slow fills. I was using the Bid Ask lines as the correct prices and not the candles (chart) only to get surprised by 2-3 ticks on at least 5 trades. Date Time Of Last Edit: 2014-05-02 19:16:09
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| bid-ask-lines.jpg / V - Attached On 2014-05-02 16:13:54 UTC - Size: 299.58 KB - 275 views |
| [2014-05-02 17:39:57] |
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In response to post #1, this is caused by a problem with the OEC tick by tick data feed. The price you see on the right side of the chart and also the Trade DOM is a non-tick by tick snapshot data feed which apparently is not delayed. In response to post #2, this looks like a CTS data issue where the bid and ask prices are not correct or lagging. 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 |
| [2014-05-30 16:35:39] |
| User33737 - Posts: 8 |
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I sent CTS the inf they requested so we could try to confirm/deny where this lag is coming from. I opened the CTS dom and market info pages and it matched the Sierra DOMs perfectly. The bid ask lines on a Sierra chart are frequently at incorrect prices. This morning I documented the difference, at this time I was only able to capture via screen print a 1 tic difference, however, this was coming in from 3-5 ticks. Please let me know what to do. thanks |
| [2014-05-30 16:56:17] |
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If you have a screenshot showing the difference with the bid and ask data between what Sierra Chart has and the CTS T4 front-end, then post it here and we will let CTS know 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 |
| [2014-05-30 18:06:05] |
| User33737 - Posts: 8 |
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Here is yesterday file. I have others which show greater differences. thank you Date Time Of Last Edit: 2014-05-30 19:10:37
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| bid-offer-discrepancy-2014-05-29_0907.png / V - Attached On 2014-05-30 19:10:21 UTC - Size: 148.21 KB - 230 views Attachment Deleted. |
| [2020-03-12 07:46:57] |
| User508506 - Posts: 3 |
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I am having the same issue of data mismatch across charts and DOM. What could be the issue? http://prntscr.com/rf4xnz |
| [2020-03-12 17:51:36] |
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Check the chart Session Times to make sure they are not filtering out the current trading: Intraday Chart or Chart Bars Not Updating | Blank Intraday Chart | "Currently no data to display" message for Intraday Chart: 3.3 - Session Start Time and End Time not Covering Current Time Also next time post chart images following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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 |
| [2020-03-12 17:57:17] |
| User508506 - Posts: 3 |
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Thank you i later got to solve the problem. Some charts had migrated to June contracts while other were still in March.
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