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Date/Time: Tue, 26 Nov 2024 16:26:53 +0000



Price lag during high volume

View Count: 279

[2023-11-16 20:24:57]
Luchs - Posts: 21
The other day I had a problem: after the CPI report, the market moved very massively in the Nasdaq Micro Future. But suddenly there was a delay. The market briefly went into negative territory, then massively into positive territory. But you couldn't really see that in the Sierra chart because it was jerky.

I think that was due to volume or the Level II data "clogging" everything up. But I don't need the volume data that often. The price is much more important to me.

Is there a way to prioritize the price data? Or what can I do so that I don't have to watch helplessly when the market does something wild again?
[2023-11-17 08:40:03]
Sierra_Chart Engineering - Posts: 17182
You can reduce the number of market depth levels:
Sierra Chart Server Settings: Max Depth Levels (Global Settings >> Sierra Chart Server Settings >> General >> General)

Try setting this to 5.

Also refer to:
Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds
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

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