Support Board
Date/Time: Wed, 05 Mar 2025 18:04:49 +0000
Trading DOM significantly Behind Causing Bad Orders
View Count: 641
| [2022-01-17 21:25:23] |
| User963221 - Posts: 20 |
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I am hoping there is a setting or something here that can help. I had multiple orders filled on Friday which were not at the traded price in my DOM. I record all my trading sessions at 30 frames/second. I have attached 4 comparisons where price was as much as 15 ticks away from my order when it was filled. These were not sweeps, the price was not moving thru me.
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 Order filled 4 ticks above last traded price.JPG / V - Attached On 2022-01-17 21:23:00 UTC - Size: 42.57 KB - 152 views Order filled 7 ticks above last traded price.JPG / V - Attached On 2022-01-17 21:23:16 UTC - Size: 42.76 KB - 147 views Order filled 15 ticks below last traded price.JPG / V - Attached On 2022-01-17 21:23:34 UTC - Size: 43.56 KB - 148 views |
| [2022-01-17 21:58:51] |
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We are not understanding this clearly ( for example the image quality is to the point where they are unreadable). But if this is a case where CQG is slow with sending an order update, then we cannot help with that and we strongly strongly advise for you to move to the Teton order routing service: Sierra Chart Teton Futures Order Routing It is a superior service and has no transaction fees. You can give it a try and see. That is the best thing. And we are 100% certain, that there will be no reason for you to go back to CQG at all. If you have any problems with the Denali data feed lagging, then refer to: Prices / Data Falling Behind 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: 2022-01-17 22:00:20
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| [2022-01-17 22:08:17] |
| User963221 - Posts: 20 |
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Not sure what you mean, you don't need to read prices to see it was filled 15 ticks away. On my DOM the last traded price is a yellow background. You can see the order is 15 ticks away. I can compile and post a video if that helps. The order was in place for a few seconds before it was filled and the DOM never reflected the price. So in this case, It was the DOM last traded price that was out of date, not the order. If the DOM was accurate, I would see the price traded at the limit order price as it was filled. As I understand it, my DOM prices come from the Denali feed and have nothing to do with CQG connection. |
| [2022-01-18 05:48:40] |
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For example we do not know the order type. And the images are very blurry. Impossible to read other than your own text. Based upon what we can tell from those images, it looks to us, like the responses from the trading server are delayed with the order fills. But if there is a delay with the data feed, then refer to: Prices / Data Falling Behind You can also determine the amount of the delay if any: Prices / Data Falling Behind: 4.4 - Delayed Data In any case, we cannot provide further help. This is not a Sierra Chart issue. Looks like a problem with CQG from what we can tell. And that would not surprise us at all with the communication problems we have seen with CQG over the years. And if it is a data feed delay issue, the relevant information is above. 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: 2022-01-18 05:49:50
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| [2022-01-18 12:57:09] |
| User963221 - Posts: 20 |
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Thanks for the pointers, I will be reviewing settings and performance today.
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