Support Board
Date/Time: Tue, 25 Feb 2025 17:15:35 +0000
Stacking numbers large values
View Count: 803
| [2021-04-18 18:29:40] |
| Ben A - Posts: 123 |
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Hi, I use another platform alongside Sierra Charts Denali. I have noticed that stacking values are largely consistent with the other platform I use however is not consistent when there very aggressive stacking. I realise Denali comes from the CME, however I consistently see 1000s stacking on bid/offer on the other platform with Sierra Charts only showing 100s stacking. Is there an upper limit to stacking values data which is meaning this is an issue or is there another setting or data feed that I can use such as Eurex to gleam more accurate/faster refresh stacking values? Many thanks, Date Time Of Last Edit: 2021-04-18 23:29:12
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| [2021-04-19 00:19:48] |
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We are not exactly sure what you are referring to. If you you are referring to the values within Numbers Bars, those are definitely accurate when using the Denali data feed. However, make sure you are not using any filtering: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) Regarding EUREX, we do have the best EUREX feed available. So if you are using EUREX data either through the Denali Exchange data feed or the Delayed Exchange Data Feed, that is 100% accurate. You can test this data using the Delayed Exchange Data Feed: Delayed 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 |
| [2021-04-19 00:48:03] |
| Ben A - Posts: 123 |
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Hi, Thanks for that. I am referring to the stacking values in the DOM (pulling/stacking columns on DOM) which I run studies on to accumulate over time. I focus mainly on one level of stacking values. I pay very close attention to these values and while mostly the same as my other platform I am seeing discrepancies when the numbers are very large, eg in the 1000s, in Sierra they remain in the 100s I use Denali but not EUREX. Thanks for your advice on anything I can do Date Time Of Last Edit: 2021-04-19 00:59:17
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| [2021-04-19 00:59:02] |
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Inherently this type of calculation is not very easily done. The calculation really has to be done at the end of each batch of depth updates from the exchange. The Denali data feed does provide an indication of the end of a batch of updates. Make sure you are running the current version of Sierra Chart. If a batch of updates spans more than one exchange feed packet, then the calculation is done at the end of each packet. There are a lot of technical challenges to do this right and with the Denali feed it is correct. It is not something that you can just do with any 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: 2021-04-19 01:41:12
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| [2021-04-19 01:00:22] |
| Ben A - Posts: 123 |
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Cool, thanks for your response. Will update and see if that helps. I understand the challenges.
Date Time Of Last Edit: 2021-04-19 01:00:47
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