Support Board
Date/Time: Sun, 29 Dec 2024 15:16:24 +0000
ChartDOM vs numbers bars
View Count: 1361
| [2016-01-27 10:21:29] |
| binaryduke - Posts: 369 |
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Hi SierraChart I'm confused by the attached ChartDOM vs numbers bars and would appreciate your interpretation. Here's the screen shot that applies: http://www.sierrachart.com/image.php?l=1453889801958.png Please note the area around 160'02 The numbers bar at 160'03 says 15 lots traded at the bid and none at the ask. If I look at the ChartDOM, I see 13 at the bid of 160'02 (that's what made me take the screen dump - the increase from 2x to 15x) but no numbers bar print at '02. Should I interpret this that the 13x printed at '03 when '03 was the bid, or is the numbers bar incorrect and the numbers bar should actually appear at '02? I have the numbers bars configured for Bid Vol x Ask Vol with colouring based on the diagonal dominant side. Thanks Lee. |
| [2016-01-27 10:28:07] |
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We do not know how we can possibly answer this question. We do not know what the Chart DOM is even displaying. And you are in a much better position to answer this question than we are. All of the functionality of Sierra Chart is clearly documented and you can see the market activity. Refer to the relevant documentation. Furthermore, you have provided a very large image full of all kinds of information. We cannot be overwhelmed with all this information. 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: 2016-01-27 10:30:00
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| [2016-01-27 10:30:57] |
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Here is the relevant documentation: https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php https://www.sierrachart.com/index.php?page=doc/doc_GlobalTradeSettings.html#ChartDOMColumnDescriptions 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 |
| [2016-01-27 10:43:41] |
| binaryduke - Posts: 369 |
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Thank you for the quick response. I'm familiar with the documentation. The ChartDOM is showing: price / buy order column / bid size / RECENT BID VOLUME / RECENT ASK VOLUME / ask size / sell order column I am only referring to the window containing the chart DOM. HERE IS MY HOPEFULLY CLEAR QUESTION Please can you explain how RECENT BID VOLUME can show 13 contracts hitting the bid at 160'02 when there is no corresponding numbers bar at 160'02 but the volume appears to be shown on the 160'03 numbers bar. If you would be kind enough to explain that, I would be most grateful. Thank you. |
| [2016-01-27 18:44:48] |
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Does the chart have Volume Filtering set in Chart >> Chart Settings >>Advanced Settings 2?
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: 2016-01-27 18:45:21
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| [2016-01-27 19:04:52] |
| binaryduke - Posts: 369 |
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No.
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| [2016-01-28 09:47:06] |
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Due to some recent changes to support consolidating trades with prices near the tick size but not exactly at the tick size, CTS bond prices are not being mapped to the correct price level in all cases. We are solving this now. 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 |
| [2016-01-29 08:44:13] |
| binaryduke - Posts: 369 |
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Hi I can now see that this is consistently occurring with recent bid/ask volume being printed in the ChartDOM and the TradeDOM 1 tick lower than the actual trade location. I have only tested this on ZB and cannot report on any other symbols. Lee. |
| [2016-01-29 08:55:53] |
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This was solved earlier today. Update Sierra Chart to the latest prerelease with Help >> Download Prerelease. It is not likely to occur with other symbols. It has to do with these fractional values being transmitted as large scaled integers. 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 |
| [2016-01-29 09:05:20] |
| binaryduke - Posts: 369 |
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Got it. Looks perfect. Thanks for addressing this quickly. Fully appreciate that rounding fractions to decimals is a PITA.
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| [2016-01-29 09:13:25] |
| binaryduke - Posts: 369 |
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Hi It looks like this prerelease now has a problem for volume calculations per the attached screen dump showing Finish AskVol BidVol Diff and Ask/Bid Volume Difference Bars: http://www.sierrachart.com/image.php?l=145405868071.png Regards Lee. |
| [2016-01-29 09:17:50] |
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We will look into this now. This might have something to do with the new CME trade unbundling feature that CTS released for FIX because otherwise we see no reason why there would be a problem.
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 |
| [2016-01-29 09:24:35] |
| binaryduke - Posts: 369 |
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I just deleted and redownloaded the symbol data within the pre-release and now the volume appears OK. I guess your internal storage method for the volume data changed.
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| [2016-01-29 09:32:16] |
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We have spotted the problem. CTS is transmitting sometimes -1 for a trade volume. So that needs to be filtered out. Give us about an hour. 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 |
| [2016-01-29 09:33:45] |
| binaryduke - Posts: 369 |
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Cool. Many thanks. Lee.
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| [2016-01-29 10:48:31] |
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This is now solved. Update to the latest prerelease again using Help >> Download Prerelease.
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 |
| [2016-01-29 10:51:26] |
| binaryduke - Posts: 369 |
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Cheers, will do. LH.
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| [2016-01-29 11:11:08] |
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Also, the CME trades are now unbundled when using CTS. So the number of trades per minute will increase.
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 |
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