Support Board
Date/Time: Sat, 01 Feb 2025 18:44:19 +0000
Post From: 1957 pull stack question ?
| [2019-07-25 20:05:55] |
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We will have a new version in about 20 minutes, 1958, with the change with CQG depth processing which will hopefully resolve or minimize any potential issue with market depth pulling and stacking calculations. The market depth pulling and stacking calculations and also a flag related to the summing of the bid side and ask side is all done as a single step after a batch of updates. This is how the CME specifies it needs to be done since the state of the book is not valid until a series of updates are done at once. The problem is only with the Sierra Chart provided data feeds, do we know the exact point at which a batch of updates completes as it originates from the CME multicast feed. With CQG we cannot be completely sure about that. We may be able to incrementally do pulling and stacking calculations with CQG thinking about this some more but this leads to other issues because of the flag related to the summing of the bid side and ask side also has to be set at the right point in time which will not be if we do incremental processing related to pulling and stacking. So this is the long technical explanation behind all of this. 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: 2019-07-25 20:07:36
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