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Date/Time: Mon, 10 Mar 2025 22:48:51 +0000



Post From: DOM bug on STOXX - bids and asks on the same price

[2022-04-13 15:23:31]
Sierra Chart Engineering - Posts: 104368
You were provided with evidence of what the symbol was
We were not given a clear symbol among the initial posts we looked at. The symbol cannot be seen in those. We did later see one screenshot of a Trading DOM that showed the symbol but we did not initially look at that. And as a matter of policy we do not look at videos.

And in any case because the issue is intermittent, it does not mean very much when we see an issue from a user. If we are not seeing it at the present time in the source data feed, then the issue would either be resolved, or be corrected with the subsequent steps that we took. And there is also a correction algorithm which automatically handles overlapping levels.

- and you even refered the original user to the post regarding the FESX tick change.
We made an educated guess, that it was the FESX because they had a market depth issue in STOXX.

which is the last time I noticed the problem.
Therefore this is implying, that the problem is not ongoing. Every time we have looked we have not observed a problem.

Therefore, the issue may be specific to the current price level the FESX is at. Our server process does make automatic corrections when there are overlapping market depth levels but it is not always necessarily perfect. And there could be some other ongoing issue from the T7 feed.

Furthermore, it is important to understand, that no one else is using the EOBI data feed, and this is an order by order data feed where we assemble the order book ourselves. It is done properly, but if there is any missing data, or incorrect data it can lead to problems. There is a correction algorithm which we have developed, but it may not always work perfectly.

We have done the best we can here. The source of the problem was EUREX.

Your opinion is meaningless to us. Fully meaningless. We have done absolute superb job with the support here and 100% correct.
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:
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Date Time Of Last Edit: 2022-04-13 15:55:45