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Direct MessagesDate/Time: Tue, 07 May 2024 02:14:13 +0000
DOM with IB
View Count: 1781
| [2014-08-13 19:12:46] |
| pismo10 - Posts: 158 |
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I am getting frequent errors on my DOM using IB data and placing live orders. Orders place fine, what I get is the bid and ask vol size numbers often overlap and the vol numbers freeze and write on top of old ones, making the mkt look crossed when it is not. Usually it is fine but happens at least once a day and need to exit to fix. ver 1157 Thanks Date Time Of Last Edit: 2014-08-13 19:12:58
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| [2014-08-13 21:23:42] |
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We cannot solve any market depth data problems from IB. The general solution to this kind of issue is select File >> Disconnect and File >> Connect to Data Feed to reset the market depth data from IB. 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 |
| [2014-08-13 21:27:56] |
| pismo10 - Posts: 158 |
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Sounds like a cop out. It is a Sierra problem, not IB.
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| [2014-08-13 21:49:42] |
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If that is what you believe, then you do not have to use Sierra Chart. This is most definitely not a Sierra Chart problem. If it really is a Sierra Chart problem, we would immediately take care of it. We would not waste our time going back and forth in this conversation. It would make absolutely no sense whatsoever. If you want quality market depth data for futures use the Sierra Chart real-time and Historical Exchange Data Feed and you will see the market depth works 100% perfectly: Sierra Chart Exchange Data Feed In the case of IB you get what you pay for. We are tired of hearing about IB problems. It is very well established that market depth data from IB is not always reliable. We have spent far too much time dealing with IB market depth problems. This is a completely silly game. We fixed one problem and it creates another. We have had it with IB market depth issues. We will not spend further time on 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 Date Time Of Last Edit: 2014-08-13 21:53:25
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| [2014-08-13 21:52:02] |
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The prior post has been updated.
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 |
| [2014-08-13 22:03:43] |
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One thing we could do is instead of using the market depth level number from IB when performing an insert, update or delete operation, we could work strictly off of the price value. We have contemplated this, but we have no idea whether it will work reliably or not over the long term. We can try and you can let us know. But if you are looking at futures, the fastest and most reliable solution is going to be to use the Sierra Chart Exchange Data Feed. 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: 2014-08-13 22:31:21
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| [2014-08-13 22:15:28] |
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Have a look at this thread: Problem with market depth desapearing It also links to another thread about another depth problem with IB. 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 |
| [2014-08-14 21:34:37] |
| pismo10 - Posts: 158 |
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You guys have some attitude. Unbelievable. Maybe I will use something else with guys like you running the support. SIERRA is writing multiple numbers over the same space repeatedly. Sounds like a Sierra problem but you don't "like" that so you ignore it. Nice. |
| [2014-08-14 21:35:42] |
| pismo10 - Posts: 158 |
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Also, it worked perfectly for a long time(years) until the last few Sierra "updates" now, problems.
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| [2014-08-14 22:24:49] |
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You guys have some attitude Excellent and thank you for your very kind words. And we absolutely mean that. This is appreciated. This kind of complement only demonstrates how hard-working we are, the exceptionally high standards we have, and the fact that we tell it like it is.You know that most software in the world is substandard and most programmers do not know what they are doing. With Sierra Chart, we are among the best programmers around and work hard to produce the best software. We are not perfect and there are many areas we want to improve upon. Sierra Chart is still not where we want it to be but we are working hard to get there. It is not so easy. What needs to be done, is another discussion. But we do our very best and we always strive to improve Sierra Chart as much as possible. We can assure you you do not want anyone else running this Support Board other than us. We know what we are doing, we quickly take care of problems that we have control over and we understand the source of problems. Anyway we will restore the previous code to correct out of order depth prices and tell the other person who complained about the other IB depth problem that they have to live with it. Also be aware of this notice on our Interactive Brokers page: We only recommend the use of Interactive Brokers for experienced traders, those who are technically competent with computers and software, and understand the source of technical problems.
Support policy: Support from Sierra Chart for technical issues encountered when using Interactive Brokers, is within the discretion of Sierra Chart. There are some complex technical issues that a user may encounter when using Interactive Brokers, that can have various causes which are on the side of Interactive Brokers and therefore are outside of the control of Sierra Chart. Therefore these will be hard for us to understand and assist with because they are not within Sierra Chart and the Interactive Brokers system is a highly complex system with many reasons why things can go wrong. Therefore, we may decline support for some issues reported to us involving Interactive Brokers. Be aware of this when making a decision as to whether you should be using Interactive Brokers. SIERRA is writing multiple numbers over the same space repeatedly. Correction, this is IB doing that. Refer to their documentation:virtual void updateMktDepth(TickerId id, int position, int operation, int side, double price, int size)
Parameter Type Description id TickerId The ticker ID that was specified previously in the call to reqMktDepth() position int Specifies the row id of this market depth entry. operation int Identifies the how this order should be applied to the market depth. Valid values are: 0 = insert (insert this new order into the row identified by 'position')· 1 = update (update the existing order in the row identified by 'position')· 2 = delete (delete the existing order at the row identified by 'position') side int Identifies the side of the book that this order belongs to. Valid values are: 0 = ask 1 = bid price double The order price. size int The order size. Also, it worked perfectly for a long time(years) until the last few Sierra "updates" now, problems. You are absolutely right and this is explained in this thread here that we previously linked to:Problem with market depth desapearing 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: 2014-08-14 22:32:22
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| [2014-08-15 00:35:20] |
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Thinking about the IB depth problem, if IB were to use the DTC protocol method of transmitting market depth updates with periodic snapshots of the full market depth, this kind of problem becomes eliminated: https://www.sierrachart.com/index.php?page=doc/doc_DTCMessageDocumentation.php 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 |
| [2014-08-19 07:04:27] |
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In version 1175 and higher there is the following IB specific option you will want to set to True: Global Settings >> Data/Trade Service Settings >> Data and Other Settings >> Clear Out Of Order Market Depth Data. 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: 2014-08-19 07:06:04
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