Support Board
Date/Time: Tue, 04 Mar 2025 21:10:47 +0000
[User Discussion] - something isnt right
View Count: 645
[2022-01-03 15:04:03] |
User575399 - Posts: 326 |
I have full market depth but my dom seems very thin for ES.
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[2022-01-03 15:15:54] |
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It must be correct. Make sure the data is not delayed. Check the trade timestamps in Window >> Current Quote Window.
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 |
[2022-01-03 15:26:47] |
User575399 - Posts: 326 |
its not delayed, but the filled quantities seem low for ES
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[2022-01-03 16:44:49] |
User575399 - Posts: 326 |
any ideas? We are currently trading 700k contracts and I have 1 and 2 lots showing in my "filled" columns
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[2022-01-03 17:08:26] |
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We do not know what columns you are referring to. If you have questions like this you really should contact the exchange. It is not within the scope of our support to be analyzing the data like this. There is no problem on the Sierra Chart side. 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 |
[2022-01-03 17:16:33] |
User575399 - Posts: 326 |
all columns really . i posted a pic in the last response. Here is a pic I just googled for example, its an older pic but just to show you what i mean . you can see the thick liquidity and filled orders are much larger . My dom is thin
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[2022-01-03 17:30:59] |
User575399 - Posts: 326 |
Maybe the aggregation period is off?
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[2022-01-03 17:35:21] |
User575399 - Posts: 326 |
Here is jigsaw around the same time . Very different numbers in the middle columns
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[2022-01-04 03:50:35] |
User575399 - Posts: 326 |
Any ideas? I confirmed with different platforms this is thin
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