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Date/Time: Tue, 26 Nov 2024 12:46:56 +0000



Post From: Problem with market depth desapearing

[2015-03-30 21:13:30]
Sierra Chart Engineering - Posts: 104368
The responsibility to solve this problem is on the Interactive Brokers side. There is no doubt about that at all.

There is definitely nothing wrong with the processing of the depth according to how Interactive Brokers is providing it. This we are 110% certain of. And you do not have to believe us. This is fine.

The only other possibility is rather than working with Level indexes for Insert, Update and Delete operations, we work just with the price values but not sure those are provided for delete operations and we are just not sure how that would work altogether. It really is hard to say without actually putting it out in the field and seeing what the user feedback is since we do not know the order of the operations and the logic used by TWS.

In any case, why is it that Interactive Brokers is not properly providing the depth data through to begin with.


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: 2015-03-30 21:23:11