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Date/Time: Wed, 27 Nov 2024 21:31:53 +0000



Post From: DOM question

[2014-10-01 13:03:35]
User11942 - Posts: 298
Hi Al, to make it clear (though I'm not sure if some points below are relevant to the issue, just my observations):
1. Problem with initial processing of market depth had been fixed in 1196. There is no such a problem anymore. Many thanks for that.
2. Market depth for “bad” symbols doesn’t fill in over time, unless I perform Delete and Download data or check/uncheck Draw DOM graph on Chart (or take both actions). Moreover, if I open a TradeDOM for a “bad” symbol (after I noticed no market depth on a chart), performing Delete and Download Data doesn’t resolve the issue until the Trade DOM is closed.
3. There are no any bid/ask for those “bad” symbols at all. Simply blank TradeDOM, no depth on chart.
4. “Bad” symbols are mostly ICE symbols and second/third month CME symbols (front month CME symbols are not affected by the issue). In other words, they are symbols with less liquidity but not always though. Pls see screenshot attached. That particular symbol on the screenshot is front month and quite liquid.
5. Problem appears mostly during overnight session (when I usually start SC and other trading applications) for 2-3 symbols.
Pls find the log attached as per your request.
My suggestion for now would be “wait and see” for another overnight session. I will report any issues by tomorrow morning.
Pls let me know if you need cahrtbooks or other information. Thank you.
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