Support Board
Date/Time: Sun, 16 Mar 2025 16:40:46 +0000
HO calendar spread dom data seems incorrect.
View Count: 962
| [2022-07-07 18:33:12] |
| voided - Posts: 45 |
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I am looking at HON23-HOQ23.FUT_SPREAD.CME on the trading DOM, and I see the spread as 0.0229 bid by 0.0323 offered, which seems wrong. On IBKR I see 0.0285 x 0.0296. Maybe it is has something to do with infrequency of market updates, because other spreads seem correct. For example, the front-most calendar spread in HO, HOQ22-HOU22.FUT_SPREAD.CME, is more active and matches what I see on IBKR.
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| [2022-07-08 11:11:42] |
| Sierra_Chart Engineering - Posts: 18797 |
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This is what we see currently: https://www.sierrachart.com/image.php?Image=1657278577199.png If there were implied depth, that would be processed but we are not seeing that. Implied depth would cause the bid and ask to be closer. This data is coming from the exchange. We are confident we are delivering it accurately. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-08 15:38:13] |
| voided - Posts: 45 |
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Thank you for taking a look. I have attached what I see. I re-created the DOM window multiple times, and it still displays the same data I was seeing yesterday. All of my other DOMs are working fine. I noticed that your symbol is suffixed with .NYMEX, whereas mine has .CME (.NYMEX does not work for me, I get a "not found" error message). I followed the instructions to upload a screenshot of my DOM: https://www.sierrachart.com/image.php?Image=1657294239597.png However, I noticed the header was cut off, so I also attached my own screenshot, including the Time and Sales and Market Depth window. I hope that's okay. It looks like time and sales is correct to me, whereas the market depth is stale. |
 Screen Shot 2022-07-08 at 8.21.56 AM.png / V - Attached On 2022-07-08 15:33:36 UTC - Size: 248.49 KB - 110 views |
| [2022-07-09 08:32:37] |
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whereas mine has .CME (.NYMEX does not work for me, I get a "not found" error message). This makes sense when using the Teton order routing service.Post an image again of the market depth data, when the markets are open next week. 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 |
| [2022-07-12 05:46:34] |
| voided - Posts: 45 |
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Sorry for the delay. I took this screenshot at around 01:42 EST on Jul 12th. I saw the spread quoted as 0.0264 x 0.0327 at this time on IBKR.
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| [2022-07-12 06:11:17] |
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At this time we do not see a bid or ask price, for this spread from the exchange. They are both zero. What we suspect from Interactive brokers you are seeing the prior last known prices. 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 |
| [2022-07-14 03:38:52] |
| voided - Posts: 45 |
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I can confirm this is not the case, as I currently have an offer in at 0.0315. My market depth on Sierra currently shows that there are no offers. Please see the attached screenshots. (Note that IBKR erroneously calls this a "reverse calendar," but the spread indeed is HON23-HOQ23).
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| ibkr_order_status_confirmed.png / V - Attached On 2022-07-14 03:37:02 UTC - Size: 21.54 KB - 114 views Attachment Deleted. sierra_market_depth.png / V - Attached On 2022-07-14 03:37:14 UTC - Size: 29.7 KB - 127 views |
| [2022-07-26 13:45:58] |
| Sierra_Chart Engineering - Posts: 18797 |
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We have to do some more in-depth analysis on this. It might be good that we do a call with you when you put an order in on this spread and we see what data comes through from the CME.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-26 23:15:00] |
| voided - Posts: 45 |
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Sure, I would be happy to do that. I have noticed the same behavior with some other lightly traded spreads involving contracts with 1-2 years out, so I can offer several examples.
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| [2022-07-27 15:21:43] |
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Is the telephone number here correct?: https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo 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: 2022-07-27 15:21:49
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| [2022-07-27 20:09:20] |
| voided - Posts: 45 |
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Yes, it is.
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| [2022-08-02 15:14:28] |
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We have time today to look at this. Would today be a good time for a call? Later in the afternoon would be best.
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: 2022-08-02 15:14:36
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| [2022-08-02 18:31:19] |
| voided - Posts: 45 |
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Hi, yes today is fine. I can be available until 2 PST/5 EST, or at a later time if that suits you better.
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| [2022-08-03 18:52:27] |
| Sierra_Chart Engineering - Posts: 18797 |
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Called user regarding this. We are going to continue to look into the issue.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-08-11 17:55:23] |
| voided - Posts: 45 |
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Sierra Chart Engineering implemented a fix for this issue. I just wanted to say, it seems the issue is resolved, from my perspective. All the long-dated spreads I look at are now reflecting my orders, and it seems they are reflecting all new market data, as they are much more responsive than before. I really appreciate the help. |
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