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Date/Time: Wed, 15 Jan 2025 19:43:52 +0000



Time and Sales Data

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[2017-09-07 16:23:39]
User392100 - Posts: 1
I have a new data connection with CTS T4. The time and sales data for CL (Oil Futures) does not seem to match the DOM/Footprint chart data (seems to be number of trades missing, large value trades in DOM not showing up in time and sales). I also checked it against a TT feed that I have in a different account and there is a large difference in values (both quantity at a specific time, and volume at a specific time) but DOMs were identical. Any suggestions? The other futures contracts seem about right for time and sales data.
[2017-09-07 18:01:23]
Sierra Chart Engineering - Posts: 104368
. The time and sales data for CL (Oil Futures) does not seem to match the DOM/Footprint chart data (seems to be number of trades missing, large value trades in DOM not showing up in time and sales).
What you see in the Time and Sales window will always match the chart unless there are filtering settings set on the Time and Sales window.

There is one exception to this, but it does not apply to CTS.

The solution to the issue is explained at step number 12 here:
http://www.sierrachart.com/index.php?page=doc/CTS_T4.php#SetupInstructions

Or the problem might have to do with Time and Sales filtering settings you have set. Refer to:
http://www.sierrachart.com/index.php?page=doc/TimeandSalesWindow.html#Settings
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: 2017-09-07 18:03:14

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