Support Board
Date/Time: Mon, 25 Nov 2024 05:01:54 +0000
Not seeing DOM values for stocks
View Count: 1933
| [2013-11-26 21:14:24] |
| jesslinn - Posts: 108 |
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Whether I look at a trade dom, chart dom, or depth of market I cannot seem to see any depth of market for stocks. I have tried both iqFeed with NASDAQ Level II and IB feed. The same settings work fine with futures. What could be wrong? What can I try? How do I confirm that iqFeed is indeed delivering the required data? I am new to SC and may be missing something obvious. Thanks |
| [2013-11-27 03:30:08] |
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Sierra Chart does not support market depth data for stocks with IQ Feed. It does support market depth or level 2 data from Interactive Brokers. However, we are not sure how reliably that data is provided from the Trader Workstation. 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 |
| [2013-11-27 11:47:27] |
| jesslinn - Posts: 108 |
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Thanks. Why doesn't Sierra Chart support market depth from IQ feed? Would this be difficult? Is it likely to happen soon? What data feeds do you support that can provide market depth for equities? |
| [2013-11-27 17:14:35] |
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It is very difficult to support Level 2 data from IQ Feed because Sierra Chart provides a market depth display which shows the volume at each single price level. In the case of stocks there can be multiple market makers providing volume/size data at the same price level and with IQ Feed there is no easy way to combine that depth data together, due to how the data is provided.
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: 2013-11-27 17:15:27
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| [2014-01-08 15:00:15] |
| jesslinn - Posts: 108 |
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Which equity feeds does SC support displaying market depth with? |
| [2014-01-09 08:35:06] |
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Unfortunately only TD Ameritrade. We will see about offering it with our own data feed. We would expect this probably would be coming later on in the year. 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: 2014-01-09 08:35:22
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| [2014-01-10 21:33:10] |
| jesslinn - Posts: 108 |
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Thanks. What percentage of your users would you guess are trading something other than equities? Would SC support market depth if the feed used DTC? |
| [2014-01-10 21:42:43] |
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Sierra Chart supports market depth using DTC. There is nothing special for us to do. This exists 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 |
| [2014-01-13 15:23:45] |
| jesslinn - Posts: 108 |
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Should the DOM window at least be updating for last trade and BBO? I think it used to but with 1077 opening a DOM window gives the current snapshot but then does not update. A T&S window opened from an IB instance chart with IqFeed remote data also does not update with 1077. I do not seem to be getting any T&S in my ASCIL strategy either. I did not try to go back to an earlier version to verify that everything was working there. |
| [2014-01-13 16:24:46] |
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We will need to test this.
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 |
| [2014-01-13 17:17:48] |
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Should the DOM window at least be updating for last trade and BBO? I think it used to but with 1077 opening a DOM window gives the current snapshot but then does not update. For what symbol are you having trouble with? And post a copy of the Message Log following these instructions:https://www.sierrachart.com/index.php?l=PostingInformation.php#log For the Time and Sales issue, make sure both copies of Sierra Chart are running with Administrator level access: https://www.sierrachart.com/index.php?l=doc/MultipleServices.html#SharingWithAdminAccess 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: 2014-01-13 17:18:10
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