Support Board
Date/Time: Tue, 26 Nov 2024 23:34:26 +0000
DOM recent buy/sells off grid
View Count: 612
| [2023-06-29 11:44:04] |
| stefsch - Posts: 3 |
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Dear SC-Support, I have the issue that newly printed market orders are sometimes placed off grid, doing an autoscale does not help. Examples: 7.88,7.89 or 7.80,7.81 Thanks a lot, Steffen https://www.sierrachart.com/image.php?Image=1688038799619.png |
| [2023-06-29 14:19:08] |
| John - SC Support - Posts: 36309 |
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We need more information on the particular issue and what columns you are viewing and what you are expecting versus what is present. We just do not have enough information to understand the image and the issue you are trying to present.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-29 14:39:18] |
| stefsch - Posts: 3 |
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Dear John, thanks for your reply. I added a figure of my workspace with annotations. It is about the "Recent Bid Volume " & "Recent Ask Volume" Columns. In some cases the orders appear closer together as circled in 1 and 2, but I expect them nicely aligned to the tick price as in circle 3 for example. I hope helps clarifying my question. |
 Bild_2023-06-29_163342626.png / V - Attached On 2023-06-29 14:33:44 UTC - Size: 413.95 KB - 102 views |
| [2023-06-29 16:13:46] |
| John - SC Support - Posts: 36309 |
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What is the Tick Size for that chart set to? The implication is that there are trades occurring at a price that is not part of the tick size. When we look at the Time and Sales for this particular stock, we are seeing trading occurring at 0.005 increments (i.e. we see prices of 10.155 and the like). Therefore, you should set the Tick Size to be 0.005 and the Price Display Format to be 0.001 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-29 16:18:33] |
| stefsch - Posts: 3 |
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Thanks John, this seems to be the reason. The tick size is indeed set to 0.01. I was not able to see the prints with x.xx5 in the time and sales. Is the t&s rounding to the preset tick size?
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| [2023-06-29 16:19:56] |
| John - SC Support - Posts: 36309 |
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The Time and Sales displays to the Price Display Format. Change this first to 0.001 (Chart >> Chart Settings >> Symbol) and then open the Time and Sales window and you will see them.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-06-29 16:20:12
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| [2023-10-16 22:31:52] |
| methodtrades - Posts: 46 |
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I'm curious as to why the other columns in the DOM do not behave in this way (and stay aligned), regardless of certain prints following at .001+ integer. For example the "Current traded bid volume" stays aligned with the same value as the "Recent Bid Volume" that becomes misaligned. (see screenshot) Obviously some stocks, such as TSLA for example, print at integers past 0.01 - but for the sake of viewing the data I appreciate the way the other columns simply round the volume to the nearest 0.01 on the Dom to keep things aligned. Changing the price display format and tick size I assume would affect the display of many other things, so doesn't seem like a preferable option. |
| Screenshot 2023-10-16 at 3.30.31 PM.png / V - Attached On 2023-10-16 22:30:56 UTC - Size: 9.38 KB - 74 views |
| [2023-10-17 17:23:45] |
| John - SC Support - Posts: 36309 |
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Are you using the option for "Combine Increments in Ticks" for the Market Depth data? If so, then the other columns do not use this option. We are working on it, but it has been very slow in getting done, but still, it is a priority for us. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-17 18:58:02] |
| methodtrades - Posts: 46 |
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Are you using the option for "Combine Increments in Ticks" for the Market Depth data?
I had the value set at "1", but have tried "0" with no change in effect. ---- So, you are working on fixing the alignment & tick aggregation for the Recent Bid/Ask columns, or "combine increments" feature? Wanted to clarify. Another screenshot illustrating how all other columns group and align values with the .01 tick (even when there are .001x prints) - would request the same treatment is done for the Recent Bid/Ask columns. Thank you Date Time Of Last Edit: 2023-10-17 19:00:16
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| Screenshot 2023-10-17 at 11.53.08 AM.png / V - Attached On 2023-10-17 18:57:56 UTC - Size: 274.37 KB - 72 views |
| [2023-10-17 22:09:21] |
| John - SC Support - Posts: 36309 |
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Can you please get us the chartbook that contains that Trading DOM, as we are not sure why you are seeing what you are. We can understand it with a "Combine Increment in Ticks" of 1, as that would cause the combining of the market depth for the Bid/Ask, but as we stated, we do not have the functional for the other columns, so you would see the other columns have data at all levels. But you say you see the same thing with a value of 0, which has us confused. Follow these instructions to get us your chart: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-18 01:03:56] |
| methodtrades - Posts: 46 |
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Here you go, thank you.
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Private File |
| [2023-10-18 14:45:53] |
| John - SC Support - Posts: 36309 |
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What you are seeing is related to the fact that the Recent (and other columns) are not conforming to the defined Tick Size whereas the main Bid/Ask market depth data are doing this. We will double check if this is resolved with our work on the other columns. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-18 17:44:50] |
| methodtrades - Posts: 46 |
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Thank you. To be clear though, all "other" columns I add, don't misalign though. Such as bid pull / stack, current traded ask, bid, and total volume, etc. It's strictly just the recent bid/ask columns that do that. So I'm concerned it may not be related to the "combine ticks" work you're also pursuing. I've added the other columns in the attached chartbook to demonstrate what I mean. |
Private File |
| [2023-10-18 18:18:31] |
| John - SC Support - Posts: 36309 |
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We'll take a look at this while we are working on the Combine Increments work. It is all in the same section, so it it not a problem. Just, like everything else we work on, we can not say when we will get this done.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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