Home >> Support Board

Support Board

Date/Time: Fri, 19 Apr 2024 10:11:10 +0000

How to Post a Message for Support

[Locked] - bids offers closes to price on market depth historical graph

View Count: 9292

[2019-12-07 04:46:52] #150 [Go To First Post]
Sierra_Chart Engineering - Posts: 14006
The performance is going to be a client-side issue based upon other things you are doing in Sierra Chart which is consuming available CPU time. It is not something we can control from our side. Only you can do this. And furthermore, network latency is also relevant here. Run Sierra Chart with just one chart with no studies with a low update interval. This way you will see the very best performance. Refer to: Overview of Trading: Sierra Chart Configuration for Most Low Response Time Trading Furthermore anyone watching your video can see that Sierra Chart is ahead of your other trading program at times, or they update at the same time. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-12-07 05:16:54

[2019-12-07 04:55:13] #152 [Go To First Post]
zippyzip - Posts: 293
only had the 1 dom open !!! and thats such a lame excuss not to fix things , i can run 100 charts with cqg and dosent flinch but 1 dom and it cant even keep up , cmon guys , there has to be some legality to this , there has to be some complience from CME on this issue , you have already said it was broken many times , stop putting a bandaid on it and fix it correct for your clients . this is not just going to go away , we have over 2500 strong in our sierra trading community and im sure you have noticed some cancelations this week.

[2019-12-07 06:15:49] #153 [Go To First Post]
9710276 - Posts: 24
My two cents: I desperately want to renew my Denali feed because Sierra Chart has a great thing going with the number of depth levels that are available on many instruments. In addition, Sierra Chart has made the bid and offer depth studies not work properly on newer builds of the app when using CQG (referenced above). And it is ALSO very clear you want to end support for Rythmic. So, trust me -- I'm incentivized to use Denali! I actually WANT to! But it simply isn't viable like this -- the local bids and offers have to be there AND the data needs to be as fast as everyone else's. If it is not the same speed as the rest of the world's I'm at a competitive disadvantage compared to everyone else with faster feeds -- who are trying to TAKE MY MONEY. As a scalper, the data I receive has to be the same or better (and the same speed) as the data that everyone else is receiving - or it's simply not a level playing field. It's that simple. Chart, datafeed, and ping times have to be as fast as possible. I've slowed down my charts to 100ms and it's too latent. You can feel the speed difference in the chart -- and the decision making and execution is too latent at 100ms. But that's just human speed. Keep in mind people are going to be running automation on the Denali feed as well -- and these algos will be executing LATER than everyone else in the world too, who has a faster data. That's not cool. So don't underestimate the speed issue. I want to renew my Denali subscription but the local depth and speed issues must be resolved. It's not a level playing field with the rest of the world if the data is slower -- it's a competitive disadvantage. Date Time Of Last Edit: 2019-12-07 06:22:25

[2019-12-07 06:35:11] #154 [Go To First Post]
Sierra_Chart Engineering - Posts: 14006
In regards to post #153 do you notice a speed issue? You cannot rely upon what others are saying. You have to evaluate this yourself. There are so many factors which can affect this. And furthermore that comparison being given above is comparing to 10 levels of market depth from another program as compared to 500 levels of market depth and the additional bandwidth usage and the effects of that. Also, the Denali data feed has options to manage any potential lag issue: Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds - the local bids and offers have to be there What do you mean by 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2019-12-07 07:09:06] #155 [Go To First Post]
9710276 - Posts: 24
Thanks for the prompt response, SC -- much appreciated. Sorry; I'm unable to compare for myself. As I stated in the post, Denali is no longer active for me. The feed was of no value last month while waiting for this fix. It was a complete waste of money -- as I was forced to use CQG. Hence, I intentionally let my SC account balance run low so it wouldn't renew. I'd LOVE to go with Denali and am very incentivized to do so -- but other people will need to do the vetting from this point forward in regards to the local bid and offer accuracy -- and the associated speed. I'll be more than happy to sign-up again once the issue is fixed. But from reading the thread it doesn't look like the fix has been rolled-out for the instruments I trade anyway (mostly CL and ES). By "locals" I mean bids and offers 2-3 ticks local to price (this bug). Thanks, Date Time Of Last Edit: 2019-12-07 07:10:11

[2019-12-07 14:23:50] #156 [Go To First Post]
zippyzip - Posts: 293
Point is you claim to be the fastest and the standard that the rest of the world should follow but you cant even keep up to streaming market data that the rest has . And first it's not broke then you found issues and now u blame users speed and then quantity of depth so taken that into account why can rithmic and cqg that have 500 levels works flawless on Sierra but not your own data ???all we want is it to match the data that feeds the rest of the world so it can be a fair market for all. This discrepancy and lag presents so many issues on a moral and legal level and it just needs to be corrected not worked around .if it requires more money then charge more.we all love the platform and support you.

[2019-12-07 16:01:36] #157 [Go To First Post]
77sx7 - Posts: 16
Turning down my speed is not a professional level product.

[2019-12-07 16:42:30] #158 [Go To First Post]
nosast - Posts: 290
I don‘t think that a change in the chart update interval could fix this as the aggregation is done on the server side. So if this really slows down the feed it needs to be resolved server side. Could anybody post a video with these described latency issues? I can hardly believe that Denali is really slower than TT, CQG or Rithmic after this adaption. For me it is top notch on ES and CL but these contracts are currently not showing the implied depth afaik. Also it would be best to have the ability to switch this of or on in the feed settings.

[2019-12-07 17:10:56] #159 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will check the data feed on the server side to see if there is any delay. We will have to work out some test details for this though. Would not really make sense though there would be a delay at that point. Unless there is a delay with remote side acknowledging packets. That certainly can introduce a delay for individual user connections. There is a way for us to determine if there are users where there are delays with remote side acknowledgment of packets. And we also noticed an issue in the video and also reported by another user when using a sub instance, with the top of book values, momentarily disappearing and coming back. We are looking into this now. For now we have reverted the changes to support the implied depth. 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: 2019-12-07 20:21:40

[2019-12-08 00:32:05] #160 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
. This discrepancy and lag presents so many issues on a moral and legal level and it just needs to be corrected not worked around There is no discrepancy to the standard market depth book. Sierra Chart has never said that we offer the implied order book. And the exchange does not include this in the standard order book and if you think it should be included, you should ask the CME why they do not include it. There is a reason! It is not our responsibility to offer this. It is optional. You cannot be dumping your belief upon us (in regards to thinking that somehow we are doing something which is not legal). That is not fair to us at all. You should be dumping your complaints upon the CME. It is not appreciated to be dumping them here to the extent we are seeing. You should give the CME maximum hell as to why they did not include it in the standard market by price order book it if you think it should be. If it makes so much sense to include, why do they not do it. But as you know we are working on this. And it is a very poor architecture, to be providing two separate market depth streams and then having to combine them and retransmit them as one. And the other thing is is why does not the implied order book go beyond two levels? That in itself is incomplete. So the exchange itself is providing incomplete data. Why do you not ask them for 500 levels of implied book (Update: Thinking about this some more, this may not actually make sense because a spread order is what is creating the implied orders and may only make sense that it would affect the top of the book and not extend down). The exchange has no requirement for implied book at all. We did not complete any certification for the implied book data feed. It is optional and it is for a reason. The implied book does not consist of real orders. Here is more information about this: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Orders And traders can hide their actual order quantities from the limit order book, through the MaxShow quantity field through the trading interface: https://www.cmegroup.com/confluence/display/EPICSANDBOX/New+Order So the limit order book can never be considered a completely accurate representation of the limit orders. Clearly it can be very inaccurate. And also when it comes to subsecond lag across the Internet, there are so many possibilities for this. The only fair way to evaluating this is at the server side. Which we will do. We may even produce a video of this. What happens external to that is not within our control but there may be things we can do to possibly help. We have actually been looking to create some videos with an inside view of Sierra Chart architectures so this may be the first in a series. This will go a long way to help create a better understanding of the background architecture. Now having said all of that, we are still working on the implied order book. This is not very simple to do it efficiently. 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: 2019-12-08 02:54:41

[2019-12-08 03:35:20] #161 [Go To First Post]
zippyzip - Posts: 293
not sure why this is so difficult , if the rest of the trading world trades off the same data provided by the cme and is spot on identical to one another then why cant yours be. point blank , anything else is unacceptable , if you are trying to do something differnt then the standard then offer it in an option like the other pro platforms do. and you wouldnt keep saying your working on it if it was correct !!!! Date Time Of Last Edit: 2019-12-08 03:35:51

[2019-12-08 15:35:39] #162 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
One other thing as well is we have yet to release our bandwidth reduction for the Sierra Chart data feeds. We have now released this, for the delayed data feed and will monitor over the next few days. This is something that certainly helps as well to reduce latency. 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

[2019-12-09 00:28:15] #163 [Go To First Post]
zippyzip - Posts: 293
rigtht but can we have the missing orders , you cant mix implied depth with quanitity and size , your results are all incorrect and this can be checked down to the millasecond from CME , so friday it looked like the data was correct but lagging and tonight its incorrect again and missing 34orders on bid and 28orders on offer .you can see the difference in RED and the match in GREEN . pic below


Private File

[2019-12-09 20:28:01] #164 [Go To First Post]
User886711 - Posts: 5
Please let us know when this issue with denali has been resolved. For the time being I've cancelled my subscription.

[2019-12-09 21:03:21] #165 [Go To First Post]
SC Support - Posts: 1789
We had to remove the data feed merging implied depth which was on the CBOT server, we will work to fix the issue and re-release. Thank you for your help and patience.

[2019-12-09 21:58:49] #166 [Go To First Post]
Shairzad - Posts: 6
Very disappointing I was hoping Denali would be the end all be all but unfortunately it has been anything but. I'm switching back to CQG asap.

[2019-12-09 23:00:45] #167 [Go To First Post]
User541156 - Posts: 67
I hope this experience has humbled you sierra guys a bit. You have been huffing and puffing for a very long time. Coming out strong and insulting basically all serious user feedback. This is an opportunity to re introduce a bit of humility in your interactions.

[2019-12-09 23:37:59] #168 [Go To First Post]
Tooth Fairy - Posts: 79
I'm the early Denali adopter (guinea pig) in our group since Sept when u announced to discontinue CQG's support & this proves to be the most disastrous & wasting of my $ in time and trading opportunity. You're so high on your horse that you failed to see every single data feed out there including the lowly TOS matching each other but yours. Look at my highlight of your 2nd post above since early Oct .. <We have little idea what you are referring to here. Can you provide a screenshot? There cannot be any inaccurate data. That is not even technically possible. If you are referring to the bid size and ask quantities in the market depth data, the first 10 levels, that data is 100% accurate. We can assert very clearly that CQG and Rithmic if they differ they are wrong. We stand by this data. It cannot be wrong. We are the point of reference that others need to go by. > The point to make here is it doesn't matter what your perception on who's right or wrong but when everyone is going in one direction and you are going to go another direction ALONE, you are the one going to be trampled. In your case, it's your users who use market depth to trade. Within our group trading the same instrument, I can see pressure showed up on their screens but my Denali is happily trucking along singing like their engineers. "Nothing is seeing here. They are all wrong." It's unfortunate that we want to see SC & Denali to be the best so everyone come out as a mutual winner, but w/ so much head in ass syndrome, that day will be far away. I give u to the end of Dec to finish fixing problem or I will switch back to CQG. Work 24 hrs if u must just to prove to your ovesized ego that you are the brightest mind when dealing w/ intricate problem not a 2 bits code assembler, shrinking in a corner w/ abundance of excuses. Or put a decent disclaimer that your data feed is not fit to trade live w/ market depth. Date Time Of Last Edit: 2019-12-10 01:03:25

[2019-12-10 11:49:28] #169 [Go To First Post]
trinikee - Posts: 7
I also had to switch back to CQG because this issue was not resolved. Will cancel my Denali feed at the end of month if not fixed.

[2019-12-10 20:06:54] #170 [Go To First Post]
9710276 - Posts: 24
Agree; that would be nice. The only time I used my Denali feed was the first couple weeks I had it -- been waiting for the fix since.

[2019-12-10 20:17:07] #171 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to release after the close the merging of implied depth for NYMEX and CBOT on the delayed feed. We do not want to do any release on the live feed because the first couple of times we have noticed a problem after a period of time. The reason this has taken time is because this is not easy and this is what we have said from the very beginning. There is a lot of complexity of market depth all the way down to the original multicast feed from exchange down to the final end user transmission and processing. There simply is not any room for any type of mistake anywhere. With all of our experience with market depth from various sources, next to nobody even does market depth completely properly or efficiently. And we know we have a lot of experience with this. And we are the only ones to our knowledge to even let you adjust the number of market depth levels from the server and does that properly. One of you asked us through an account support ticket of about a month or two ago about including implied depth in relation to this thread, and our answer was simply that there is a lot of work to this and it is not something we can do quickly. So this is the reason for the delay. 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

[2019-12-10 20:44:37] #172 [Go To First Post]
zippyzip - Posts: 293
Do you even read what you are writing , your saying it's broken so yes you are the only ones doing it like that

[2019-12-14 00:12:54] #173 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The reason for the delay, is there is a various secondary market depth work that we have been doing, which was related to some of the changes to support implied to depth merging. Those core changes, required other subsequent changes which required additional testing and review. This whole process took a long time. Implied merging has been working well on the delayed feed several days in a row now. We are releasing it, over the weekend on one of our servers for the real-time feed. We are not doing both because it is necessary for users to update to the current version of Sierra Chart to support a protocol change with market depth, which reduces bandwidth. So we do not want to force this change immediately. Or put a decent disclaimer that your data feed is not fit to trade live w/ market depth. This is nonsense. You lose all credibility when you post this. Do not tell us that . Take this and give it to the CME. We are providing CME market depth data. We have said that the depth is 100% accurate in the beginning, which is 100% true, and continues to be to this very moment. We will not deviate from what we said. You think you caught us in some kind of inaccuracy. No you did not. Not at all. 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: 2019-12-14 06:14:39

To post a message in this thread, you need to log in with your Sierra Chart account: