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Date/Time: Tue, 26 Nov 2024 14:49:48 +0000



Post From: DOM with IB

[2014-08-14 22:24:49]
Sierra Chart Engineering - Posts: 104368
You guys have some attitude
Excellent and thank you for your very kind words. And we absolutely mean that. This is appreciated. This kind of complement only demonstrates how hard-working we are, the exceptionally high standards we have, and the fact that we tell it like it is.

You know that most software in the world is substandard and most programmers do not know what they are doing. With Sierra Chart, we are among the best programmers around and work hard to produce the best software. We are not perfect and there are many areas we want to improve upon. Sierra Chart is still not where we want it to be but we are working hard to get there. It is not so easy. What needs to be done, is another discussion. But we do our very best and we always strive to improve Sierra Chart as much as possible.

We can assure you you do not want anyone else running this Support Board other than us. We know what we are doing, we quickly take care of problems that we have control over and we understand the source of problems.

Anyway we will restore the previous code to correct out of order depth prices and tell the other person who complained about the other IB depth problem that they have to live with it.

Also be aware of this notice on our Interactive Brokers page:
We only recommend the use of Interactive Brokers for experienced traders, those who are technically competent with computers and software, and understand the source of technical problems.

Support policy: Support from Sierra Chart for technical issues encountered when using Interactive Brokers, is within the discretion of Sierra Chart. There are some complex technical issues that a user may encounter when using Interactive Brokers, that can have various causes which are on the side of Interactive Brokers and therefore are outside of the control of Sierra Chart. Therefore these will be hard for us to understand and assist with because they are not within Sierra Chart and the Interactive Brokers system is a highly complex system with many reasons why things can go wrong. Therefore, we may decline support for some issues reported to us involving Interactive Brokers. Be aware of this when making a decision as to whether you should be using Interactive Brokers.

SIERRA is writing multiple numbers over the same space repeatedly.
Correction, this is IB doing that. Refer to their documentation:

virtual void updateMktDepth(TickerId id, int position, int operation, int side, double price, int size)

Parameter   Type   Description
id   TickerId   The ticker ID that was specified previously in the call to reqMktDepth()
position   int   Specifies the row id of this market depth entry.
operation   int   

Identifies the how this order should be applied to the market depth. Valid values are:

0 = insert (insert this new order into the row identified by 'position')·
1 = update (update the existing order in the row identified by 'position')·
2 = delete (delete the existing order at the row identified by 'position')

side   int   

Identifies the side of the book that this order belongs to. Valid values are:

0 = ask
1 = bid

price   double   The order price.
size   int   The order size.

Also, it worked perfectly for a long time(years) until the last few Sierra "updates" now, problems.
You are absolutely right and this is explained in this thread here that we previously linked to:
Problem with market depth desapearing


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: 2014-08-14 22:32:22