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Fast price movement, no depth data

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[2017-02-08 19:21:00] #1 [Go To First Post]
Usermb - Posts: 126
Please see the attached screenshots, there is no depth data for FDAX at multiple levels when the prices moves very fast. Is this normal and to be expected? Using the real time Sierra data feed + Eurex with depth


fdax-no-depth-1.png / V - Attached On 2017-02-08 19:20:08 UTC - Size: 19.34 KB - 283 views fdax-no-depth-2.png / V - Attached On 2017-02-08 19:20:15 UTC - Size: 22.91 KB - 268 views

[2017-02-08 21:37:38] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not know whether this is normal or not because we do not know exactly how this data feed works from the EUREX and if the EUREX is actually providing full market depth updates during the fast price movement. We do know in the case of the CME that they do not provide continuous market depth updates during fast price movements. In about two weeks, the Sierra Chart Exchange Data Feed will be using the new OpenFeed from Barchart for EUREX data. This might solve the problem or it might be the same. If it does not solve the problem, then there is not any further help we can provide about 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

[2017-02-08 21:45:05] #3 [Go To First Post]
Usermb - Posts: 126
Thank you, really looking forward to this upcoming development, it's supposed to be much better.

[2018-02-12 07:58:03] #4 [Go To First Post]
User00111 - Posts: 111
Hi, this is a best indicator to set up Depth Drill ( https://www.youtube.com/watch?v=xO81EeaTiGg&feature=em-subs_digest ) Please infrom me if possible to do it. Thank you.

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