Support Board
Date/Time: Thu, 30 Jan 2025 19:03:47 +0000
SierraChart DOM Doesn't Match Rithmic or Gain
View Count: 1899
| [2019-03-19 15:38:14] |
| porcupine - Posts: 40 |
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The market depth values displayed in the SierraChart DOM don't match the data coming from either Rithmic or Gain. I've checked sim and live connections for both Rithmic and Gain, and none of the four combinations produces correct data in the SC DOM. Usually, either the inside bid or ask, or both, are incorrect in the SC DOM. Usually, price levels farther away from the inside bid/ask ARE correct but sometimes not. Initially I thought that it was a latency issue (i.e. SC is slower) or something to do with a refresh rate in the SC DOM so I recorded my screen and re-watched it at half-speed... the values that SC displays are never displayed in the native data feed. So, it's not just a latency issue; the values are actually incorrect. In the first screenshot attached, I show Rithmic's R-Trader (left) for ESM19, vs Jigsaw (center), and Sierrachart (right). You can see that SC doesn't match either R-Trader or Jigsaw, which match each other. In the second screenshot attached, I show Gain's OEC Trader (right) for UBM19, vs Sierrachart (left). Jigsaw was also running in this case but isn't shown. Once again, OEC and Jigsaw matched each other but SC had different values. I've tested many symbols and the result is always the same. Has anybody else noticed this or know what's causing it? If I had access to other data feeds I would test them too. |
 sierrachart_vs_rithmic_jigsaw.JPG / V - Attached On 2019-03-19 15:36:48 UTC - Size: 921.28 KB - 813 views sierrachart_vs_oecgain.JPG / V - Attached On 2019-03-19 15:36:59 UTC - Size: 595.7 KB - 435 views Attachment Deleted. |
| [2019-03-19 17:14:30] |
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The Sierra Chart market depth is 100% accurate. There simply is no other possibility. But it does not include implied depth. The others might be combining in the implied depth. You are not seeing every market depth update though. You need to reduce the chart update interval to see more of the updates: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) We do not accept there is any inaccuracy. It would be impossible. We have complete confidence in what we are providing with 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: 2019-03-19 17:15:56
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| [2019-03-19 17:31:39] |
| porcupine - Posts: 40 |
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Perhaps I miscommunicated... I am not comparing the SC Exchange Data Feed to Rithmic or Gain. I am comparing the Gain data feed as observed in its native platform, OEC, to the Gain data feed connected to and visualized in SierraChart. In addition, I am comparing the Rithmic data feed as observed in its native platform, R-Trader, to the Rithmic data feed connected to and visualized in SierraChart. What I'm saying is that SierraChart is somehow incorrectly ingesting, processing, or visualizing Rithmic and Gain data. Date Time Of Last Edit: 2019-03-19 17:32:12
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| [2019-03-19 17:39:12] |
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The first screenshot you provided, you are using the Sierra Chart exchange data feed . We can tell by the [M] indicator at the top of the window. We will not provide any help regarding Rithmic or OEC data. We are just not going to get involved in that whatsoever. At all. Both of those are going to get phased out by us. We will not respond further. 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: 2019-03-19 17:39:47
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| [2019-03-19 17:55:41] |
| porcupine - Posts: 40 |
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Okay, fair enough. I like SierraChart A LOT and want to keep using it but I'm having trouble... I wasn't happy with Gain's symbol throttling so I moved to Dorman/Rithmic but just found out that plotting spreads in SC with Rithmic's data is problematic... and that you're phasing-out support for these services. Do you recommend that I use SC's new order routing service along with Dorman instead? Sierra Chart / Trading Technologies Futures Order Routing Service I need a data feed that will integrate with Jigsaw Daytradr as well. Will SC's data service do this? Otherwise I would have to pay multiple providers for the same data connections. I'm really struggling to put together a viable solution and I've tried a lot of different things. Any advice would be much appreciated. |
| [2019-03-19 18:31:27] |
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Do you recommend that I use SC's new order routing service along with Dorman instead? Yes. But you do have to use the Sierra Chart exchange data feed when using that service. Later on we will have a new package which will bundle the data feed but that's not likely to come for three months.I need a data feed that will integrate with Jigsaw Daytradr as well. Will SC's data service do this? We will ask them about this but if you let us know what functionality you need which you currently get in jigsaw, we will try to get it done. But we are also afraid asking this question because we already have so much work to do.
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: 2019-03-19 18:33:40
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