Login Page - Create Account

Support Board


Date/Time: Fri, 28 Feb 2025 13:50:24 +0000



Rithmic DTC Bid/Ask reversed

View Count: 781

[2021-08-10 23:21:57]
The Don Tim - Posts: 2
I've done a number of tests and it is clear that on my trading DOM the bid/ask volume (also hitting the time and sales) are coming in reversed. When a trade hits the ask it goes into the recent bid volume column on my DOM. Pricesquawk is also recognizing ask trades as bid trades and vice versa. It is exclusive to the DOM as the delta on my charts seem to be displaying correctly.

This is only happening on the rithmic direct DTC connection. (Rithmic 01 Chicago area non aggregated).

If I connect to Rithmic trading, the problem is not there and all displays normally.

If I may add I was also getting an issue with intraday data not loading correctly and completely, however it loads fine on Rithmic trading connection.

Thank you for the great tools and service you provide.

CV
[2021-08-11 06:44:01]
Sierra_Chart Engineering - Posts: 18600
I've done a number of tests and it is clear that on my trading DOM the bid/ask volume (also hitting the time and sales) are coming in reversed.
We have to let Rithmic know about this. This is something they need to resolve.


If I may add I was also getting an issue with intraday data not loading correctly and completely, however it loads fine on Rithmic trading connection.
To solve this problem use the Denali Exchange Data Feed:
Denali Exchange Data Feed

After enabling the data feed, re-download the data in the chart:

Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.

And this will also solve the bid/ask 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-08-11 06:45:25
[2021-08-18 20:04:31]
The Don Tim - Posts: 2
Question 1. Do you have an idea as to when these issues should be resolved with rithmic DTC (Tick data reversed and problems loading the historical data)

Regards
Date Time Of Last Edit: 2021-08-18 20:24:32
[2021-08-19 03:29:24]
Sierra Chart Engineering - Posts: 104368
No we do not, and also these issues would not affect you because you are using the Denali data feed for market data 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

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

Login

Login Page - Create Account