Support Board
Date/Time: Sun, 02 Feb 2025 16:05:30 +0000
Post From: Performance Issue with New Bid and Ask Depth Bars
| [2019-09-10 21:22:36] |
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There is definitely going to be some efficiency improvement by using the Sierra Chart / Denali Exchange instead of CQG: Denali Exchange Data Feed Although that may not make much difference but still it is highly recommended because there is a huge difference with data handling which is far superior with our own data feeds as compared to how Sierra Chart handles CQG data. But then again it may make a significant difference. We also realize the documentation needs to be updated in regards to improving performance by reducing the number of levels in the calculation for the Bid and Ask depth Bars. The documentation is referring to the old setting for that. Also, the Bid and Ask Depth Bars study is not accurate when using CQG for CL futures. Refer to: CQG Trading Platform Service: CQG Market Depth Data The basic reason for the difference is newer versions of Sierra Chart use a complete and very detailed method of calculation for Bid and Ask Depth Bars now. 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: 2019-09-10 21:52:38
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