Support Board
Date/Time: Sat, 23 Nov 2024 11:44:44 +0000
T&S + DOM Recent Bid/Ask Volume
View Count: 98
| [2024-11-13 21:20:20] |
| User377189 - Posts: 172 |
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In attached screenshot in DOM under Recent Bid Volume column for price 112'04.5, the bid volumes from Time & Sales are not reflecting.
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Private File |
| [2024-11-13 22:25:37] |
| John - SC Support - Posts: 36238 |
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You can not make direct connections between the Time and Sales and the DOM data. The Time and Sales is giving you every trade. But the DOM is only going to reflect the information as a snapshot in time when it updates.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-13 22:38:52] |
| User377189 - Posts: 172 |
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i have kept the chart update interval to 50 milliseconds but still the recent bid volume on the DOM does not reflect this volume. See attached screenshot that i just took
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Private File |
| [2024-11-13 22:52:21] |
| John - SC Support - Posts: 36238 |
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Our statement still stands. You can not make a direct comparison between those two items. They are determined in different ways.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-14 03:17:23] |
| blt - Posts: 31 |
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...@ User377189... ... ...the reason I am responding to your post is because I am mesmerized by SIERRA CHART data feed (DENALI)!!! ...do your testing this way... ... ...use one instance and open DOM and T&S...(and nothing else) ...set chart (DOM) update interval at lowest (1-10) ms... ...choose VERY VERY slow Market (it could be next future's contract date or some commodity; bonds)...(trades taking place in intervals > (1-10) ms ...do necessary refreshing of data transmission...(delete and reload) ... ...that way (in my opinion) you will be able to get some understanding about matter... ...I want to believe in SC 100% accuracy (T&S) they claim... ...if DOM doesn't match T&S it will be obvious... ... ...as I said this is my take and SC is final authority in this matter Leonardo |
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