Support Board
Date/Time: Tue, 26 Nov 2024 12:39:07 +0000
Post From: Problem with market depth desapearing
| [2015-03-30 20:12:27] |
| i960 - Posts: 360 |
|
This is a Sierra Chart problem and it needs to be fixed. Clear Out Of Order Market Depth Data: TRUE (the default) will *not* work with high volume contracts like NQ, ES, etc. It'll just barely work with CL as it never rises above 300 contracts typically. Clear Out Of Order Market Depth Data: FALSE (the "workarond") will *not* work in any stable fashion without totals jumping around to columns they shouldn't even occupy. Obvious bug here on the Sierra side. I have recorded *both* situations happening, and alongside that 3 separate vendor's DOMs doing the absolute right thing and Sierra Chart's DOM display totally crapping out the entire time. A Jigsaw (through Ninjatrader), Buttontrader, and Booktrader DOM being straight up solid and SC being straight up not solid absolutely does not mean this is an IB problem. It's how SC is handling the IB data combined with some kind of obviously latent bug on the SC side. Once again: 3 separate non-SC DOMs working completely fine. I'd totally use the workaround if it even worked reliably - but it doesn't work; it's a totally different bug when using the False flag. Documented video evidence of both scenarios: Clear Out of Order Market Depth Data: TRUE: https://www.youtube.com/watch?v=VU00Thmmzms Clear Out of Order Market Depth Data: FALSE: https://www.youtube.com/watch?v=ACr8gZ2EZr0 Now tell me, how in the above situation anyone is supposed to work with that? Trade low-volume contracts only? Don't trade ES or NQ? Look, if the situation is happening as the volume of a contract increases it's absolutely screaming race condition or other similar bug on the SC side. |