Support Board
Date/Time: Fri, 22 Nov 2024 22:07:09 +0000
Post From: New Upcoming EUREX Full Order Book Data Feed (Now Available!)
| [2021-02-18 14:10:58] |
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We finally discovered the issue where sometimes, the market depth would not be updating for some symbols during the beginning of the day/early in the morning. There is a sequence number that the snapshot feed provides indicating the last incremental sequence number, that was used to update the snapshot of limit orders delivered on the snapshot multicast feed. If we did not restart the connection to the multicast feeds, and a new trading day began, this sequence number needed to have been reset and it was not getting reset. We implemented two different solutions to this. So this issue should now be definitely solved. Regarding the overlapping depth levels that sometimes occurs, that is not surprising to us and we did implement a solution to that but we just want to see if it still occurs before we deploy it. 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 |