Support Board
Date/Time: Wed, 27 Nov 2024 21:46:49 +0000
Post From: Clarification regarding market data
| [2023-07-05 23:22:01] |
| AntoineOpala - Posts: 66 |
|
In response to post number 10, I have done what you wrote. I have installed a second Sierra Chart instance and set its data to SC Data-All Services. [M] is present on charts. Top of the book is shown. For level 2, I'm entering **-NQTV symbols but part of the bid/ask quantities are absent. Please view my first attached picture for an example: According to TWS, 300 bids exist at $113,70. Sierra Chart displays none at this price. According to TWS, 5500 bids exist at $113,65. Sierra Chart displays only 25. Besides, placing an order in the second instance of Sierra Chart automatically turns trade simulation mode on. Live trades still have to be taken in the first instance. ------ In response to post number 9, I was indeed using Interactive Brokers data in that video. Because the Denali feed doesn't yet consolidate NASDAQ TotalView and U.S. Equities into one, it is worse for me to use. My trade entry and exit decisions are determined by volume and how the current price compares to where other buyers/sellers are entering their orders. Thus, not seeing both simultaneously is a dealbreaker. It's either I'm viewing full volume by entering AAPL, or viewing level 2 data by entering AAPL-NQTV. I would need both at the same time. While I understand some other traders may not be bothered by this, my style of trading is off because of this. That is why I've persisted on using Interactive Brokers' data. The downside is a terribly jittery display of level 2 prices. Distinguishing "symbol" and "trade current symbol" ("use as trade symbol only" being set to yes) works fine for level 1 symbols such as AAPL. Level 2 symbols such as AAPL-NQTV miss some of the bid/ask quantities just like in the first example above. Please view the second attached picture. Would mixing data feeds with DTC server be a solution? |
 Image 1 - Incomplete level 2 data in new instance.jpg / V - Attached On 2023-07-05 23:21:33 UTC - Size: 568.03 KB - 111 views Image 2.jpg / V - Attached On 2023-07-05 23:21:44 UTC - Size: 460.54 KB - 120 views |