Support Board
Date/Time: Wed, 08 Jan 2025 17:32:30 +0000
DOM replay
View Count: 1455
| [2016-07-05 20:57:39] |
| amirN - Posts: 159 |
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Many times during replay the DOM levels are out of sync with the last price (even with a replay speed of 1). For example in the attached file the last trade was at 82.5 while the bid and offer or at 81.75-82.00 Is there anyway I can bring them back in sync. The T&S agrees with the last price. |
 entryimage.tif - Attached On 2016-07-05 20:54:04 UTC - Size: 236.79 KB - 448 views |
| [2016-07-05 23:15:20] |
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The only way we can possibly test this is to get the Intraday data file and the depth file. You will need to compress them and attach them here. You also need to tell us to specific Date-Time this happens at and the time zone. We also need to know the symbol of the chart and the timeframe that the chart bars are set to. 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 |
| [2016-07-06 07:39:44] |
| amirN - Posts: 159 |
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Please see attached. The time zone is "Global Time Zone" ESU6 1t chart Please look at the example chart which shows the time it went out of sync. But this is happening all the time. Regards |
 Untitled picture.png / V - Attached On 2016-07-06 07:35:45 UTC - Size: 67.1 KB - 397 views Attachment Deleted. |
| [2016-07-06 17:48:39] |
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We will test this. But what is the global time zone setting you are using in Sierra Chart?
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 |
| [2016-07-06 21:09:25] |
| amirN - Posts: 159 |
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Please see attached. Is the format of the .depth file documented anywhere? Date Time Of Last Edit: 2016-07-06 21:47:08
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Private File Private File |
| [2016-07-07 23:15:22] |
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We still do not have the necessary information from you. We need the Intraday data file as well and we need an image of the chart at the point in time that you notice this problem. Provide it by using this method and no other method: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image There is no need to provide anything else we did not ask for. 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 |
| [2016-07-07 23:17:14] |
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Is the format of the .depth file documented anywhere?
No it is not.
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 |
| [2016-07-07 23:36:42] |
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We looked into this, and could not duplicate the issue using the Sierra Chart Exchange Data Feed which uses accurate time stamping from the server for trades and market depth data. So we think the problem is going to be with differences of time stamping between the Intraday trade data and market depth data. 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 |
| [2016-07-08 06:27:46] |
| amirN - Posts: 159 |
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The .rar file in post 3 above has both the .depth file and the intraday .scid file. Have you even bothered opening it up? The image was also attached in the same post!
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| [2016-07-08 17:32:03] |
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No we have not yet opened it because the name indicated it contained market depth data only. And for the image, we wanted it posted using this method: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
| [2016-07-15 09:39:30] |
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We still were not told the particular global time zone setting you are using. In any case, we saw the problem and there is no doubt it is due to time stamping differences with the market depth data from the service you are using. Refer to: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#MarketDepthDataTimeStampingAndReplays It appears as though you are using OEC and we looked at how the time stamping is done and it is accurate. So we do not know how we can help with that further. We recommend you use the Sierra Chart Exchange Data Feed for accuracy with market depth data. 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: 2016-07-15 09:40:32
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| [2016-07-19 07:49:13] |
| amirN - Posts: 159 |
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I am using TransAct. In the data/ Trade settings the option "Time stamp using Local Clock" is set to OFF. Are you saying that the DOM data is saved using the local clock? (Is there any option for this?). If this is the case then perhaps the most reliable way of insuring this two are always remain in sync is to use the local clock. |
| [2016-07-19 08:13:02] |
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In the case of TransAct not sure why this would be happening. We checked how the time stamping is done. Yes, try this and see if it solves this: If this is the case then perhaps the most reliable way of insuring this two are always remain in sync is to use the local clock. If it does solve it, it does give us a clue as to what the problem is. 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: 2016-07-19 08:13:43
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