Support Board
Date/Time: Thu, 30 Jan 2025 19:02:45 +0000
Post From: SierraChart DOM Doesn't Match Rithmic or Gain
| [2019-03-19 15:38:14] |
| porcupine - Posts: 40 |
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The market depth values displayed in the SierraChart DOM don't match the data coming from either Rithmic or Gain. I've checked sim and live connections for both Rithmic and Gain, and none of the four combinations produces correct data in the SC DOM. Usually, either the inside bid or ask, or both, are incorrect in the SC DOM. Usually, price levels farther away from the inside bid/ask ARE correct but sometimes not. Initially I thought that it was a latency issue (i.e. SC is slower) or something to do with a refresh rate in the SC DOM so I recorded my screen and re-watched it at half-speed... the values that SC displays are never displayed in the native data feed. So, it's not just a latency issue; the values are actually incorrect. In the first screenshot attached, I show Rithmic's R-Trader (left) for ESM19, vs Jigsaw (center), and Sierrachart (right). You can see that SC doesn't match either R-Trader or Jigsaw, which match each other. In the second screenshot attached, I show Gain's OEC Trader (right) for UBM19, vs Sierrachart (left). Jigsaw was also running in this case but isn't shown. Once again, OEC and Jigsaw matched each other but SC had different values. I've tested many symbols and the result is always the same. Has anybody else noticed this or know what's causing it? If I had access to other data feeds I would test them too. |
 sierrachart_vs_rithmic_jigsaw.JPG / V - Attached On 2019-03-19 15:36:48 UTC - Size: 921.28 KB - 813 views sierrachart_vs_oecgain.JPG / V - Attached On 2019-03-19 15:36:59 UTC - Size: 595.7 KB - 435 views Attachment Deleted. |