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Date/Time: Sun, 24 Nov 2024 15:36:18 +0000



Trading DOM display errors with TT data

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[2013-11-08 09:32:20]
Bob77 - Posts: 17
Hi,

I am using TT data to chart EUREX symbols. When watching the trading DOM a lot of the times either the upmost level for the offers or the downmost level for bids is displayed with a big gap of usually 10 ticks. This seems to happen when price ticks up or down, although I couldn't find a pattern for this type of behaviour. The number of bids re. offers seem to right though when compared to another feed (iqfeed). Attached are screenshots of the DOM showing a gap at the top as well as a gap at the bottom.

Please find a solution for this bug.

Thanks.
imageladder1.png / V - Attached On 2013-11-08 09:30:30 UTC - Size: 37.6 KB - 492 views
imageladder2.png / V - Attached On 2013-11-08 09:30:38 UTC - Size: 31.93 KB - 527 views
[2013-11-08 10:27:07]
Sierra Chart Engineering - Posts: 104368
The possibility that this is an issue within the Sierra Chart processing of TT depth data, is very unlikely. Most likely this is a server side issue. We do not know how to solve 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
[2013-11-08 19:01:09]
AKR - Posts: 523
Can anyone pls tell me how I can get the total volumes per price with the colors showing the volume (very left column) to the DOM?
Thx!
[2013-11-09 02:12:39]
Sierra Chart Engineering - Posts: 104368
Use the Volume by Price study documented here:
http://www.sierrachart.com/index.php?l=doc/doc_ChartTrading.html#TradeDOMVolumeProfile
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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