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DOM question

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[2014-09-24 08:11:42] #1 [Go To First Post]
User11942 - Posts: 298
Hi SC, Please see attached screenshot. Why some DOM levels are blank (either in TradeDom or charts) or do not appear at all every time I log in into CQG FIX? They get to normal within 2-3 minutes then. Sometimes I have to uncheck/check “Draw Dom Graph on Chart” in order for market depth to appear. There are only 5-6 market depths in my chartbook. Is that a CQG FIX issue? I’ve recently opened an account with AMP and am trying now to start trading with them. Thanks. PS There is no such a problem with CQG front-end applications. Date Time Of Last Edit: 2014-09-24 08:26:59


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[2014-09-24 08:56:23] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The easiest way for us to understand this is to see Chart >> Open Market Depth Window. We suspect the problem is on the CQG side. uncheck/check “Draw Dom Graph on Chart” in order for market depth to appear. We are 100% certain, that doing this is only coincidental. This will not make any difference. 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

[2014-09-24 09:17:49] #3 [Go To First Post]
User11942 - Posts: 298
Please see attached screenshots. There are 15-30 sec intervals between each of them starting from logging in. We are 100% certain, that doing this is only coincidental. This will not make any difference. Might be, couldn't comment on that because I've been using CQG feed for few days now. But it usually works. Especially for ICE markets. Date Time Of Last Edit: 2014-09-24 09:39:59


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[2014-09-24 12:57:40] #4 [Go To First Post]
Al SC Developer - Posts: 434
This will be addressed in ver 1196.

[2014-09-29 07:34:35] #5 [Go To First Post]
User11942 - Posts: 298
Hi SC, Thank you, it was working in 1196 on Fri. But I've just re-downloaded 1196 for some reasons and now there is the problem again. Did you make any change in 1996 over the weekend? Pls see screen attached.


DOM_CQG.png / V - Attached On 2014-09-29 07:32:14 UTC - Size: 165.15 KB - 330 views

[2014-09-29 08:09:18] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No changes which would affect CQG market data processing. 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

[2014-09-29 08:16:52] #7 [Go To First Post]
User11942 - Posts: 298
It's puzzling me. After re-connection to trading service, market depth is back. But once SC is restarted, market depth doesn't appear again for some charts until re-connected. Could you please check?

[2014-09-29 12:50:45] #8 [Go To First Post]
Al SC Developer - Posts: 434
Please attach your message log from SC (failed scenario) here so we can verify if this is an SC or CQG issue.

[2014-09-29 13:12:18] #9 [Go To First Post]
User11942 - Posts: 298
I attached the log herein. Processed "Delete and Download Data" for TFEZ14 at 09:06:29 in order to receive market depth (this time it was the only one missing market depth).


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[2014-09-29 13:44:20] #10 [Go To First Post]
Al SC Developer - Posts: 434
We are making a small change in ver 1197 to try and address this issue. Please advise if you still see the issue once the update is available.

[2014-10-01 07:50:11] #11 [Go To First Post]
User11942 - Posts: 298
Hi SC, unfortunately, I don't see any improvements in 1198. The issue still persists.

[2014-10-01 11:36:06] #12 [Go To First Post]
Al SC Developer - Posts: 434
Just to be clear, in the latest update, does the depth for the bad symbols fill in over time, or do you only see best bid/ask? Also, please repost your log so we can verify the current sequence looks ok.

[2014-10-01 13:03:35] #13 [Go To First Post]
User11942 - Posts: 298
Hi Al, to make it clear (though I'm not sure if some points below are relevant to the issue, just my observations): 1. Problem with initial processing of market depth had been fixed in 1196. There is no such a problem anymore. Many thanks for that. 2. Market depth for “bad” symbols doesn’t fill in over time, unless I perform Delete and Download data or check/uncheck Draw DOM graph on Chart (or take both actions). Moreover, if I open a TradeDOM for a “bad” symbol (after I noticed no market depth on a chart), performing Delete and Download Data doesn’t resolve the issue until the Trade DOM is closed. 3. There are no any bid/ask for those “bad” symbols at all. Simply blank TradeDOM, no depth on chart. 4. “Bad” symbols are mostly ICE symbols and second/third month CME symbols (front month CME symbols are not affected by the issue). In other words, they are symbols with less liquidity but not always though. Pls see screenshot attached. That particular symbol on the screenshot is front month and quite liquid. 5. Problem appears mostly during overnight session (when I usually start SC and other trading applications) for 2-3 symbols. Pls find the log attached as per your request. My suggestion for now would be “wait and see” for another overnight session. I will report any issues by tomorrow morning. Pls let me know if you need cahrtbooks or other information. Thank you.


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[2014-10-01 13:29:29] #14 [Go To First Post]
Al SC Developer - Posts: 434
This was very helpful. The log indicates there is an issue on our side, which we are working to resolve.

[2014-10-01 18:43:00] #15 [Go To First Post]
Al SC Developer - Posts: 434
Please recheck in ver 1199.

[2014-10-02 08:17:11] #16 [Go To First Post]
User11942 - Posts: 298
Hi Al, fantastic job! No issues in 1999 so far. Many thanks.

[2014-10-02 15:36:34] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are 100% certain, that doing this is only coincidental. This will not make any difference. Actually thinking about this some more, unchecking and then checking the option to draw the DOM graph on the chart would have an effect because market depth updates would be stopped and then restarted, if there is no other use of market depth within the chart. 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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