Support Board
Date/Time: Sat, 23 Nov 2024 12:00:46 +0000
Trade DOM update interval
View Count: 2783
| [2022-02-05 00:05:04] |
| User823591 - Posts: 21 |
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I have been with TransAct as my clearing firm for many years & only use their TransAct AT Trading Platform DOM. I also have been using IQFeed Data for as many years with Sierra Chart .... (Because the TransAct feed was so unreliable) I'm planning to switch to your Teton Order Routing Service in the near future .... currently trialing Denali to see how it compares to IQFeed. With this upcoming change to Teton Order Routing I have been familiarizing myself & SIM traded via your Trade DOM for a few weeks now. There's a lot to like about the Sierra DOM for executing .... (customization, Trade Activity Log statistics, etc.) However the TransAct AT DOM updates much faster when comparing them side by side. I believe this is because the lowest update interval in Sierra is 10 ms .... when I set it to anything less it defaults to the Global update interval. Is there a way to get the Sierra Trade DOM to update any faster? Date Time Of Last Edit: 2022-02-05 00:10:02
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| [2022-02-05 17:43:26] |
| user_xyz - Posts: 416 |
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I believe 10ms is the fastest setting. I'm curious my trading rig is blazing fast. I have my DOM set to 100ms which is ridiculously responsive and seem to remember testing 10ms and pegging CPU vs DOM refresh wasn't worth it - around 100ms seemed best balance. Also to note was much more responsive than other DOM's I've used. I'll revisit/test refresh settings next week. If you have time I would love to see a video side by side to compare. EDIT: FYI Based on post below. My DOM is a separate, stand-alone, detached window. This may/probably makes a difference if it were attached to a chart. My charts then all use ~1 second update intervals. DOM fast > charts a little slower. Date Time Of Last Edit: 2022-02-05 20:49:33
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| [2022-02-05 18:30:35] |
| User220914 - Posts: 239 |
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I have wondered for years how sierra chart utilizes the DOM. it always look sto me like thd DOM is updated based on what "CHART NUMBER" it is and that means it may not get processed until it procsses all previous charts. AGAIN I am not sure how Siera CHART updates the dom. I think what sierra chart engineering said about using a second instance and dedicating it to using the DOM should be a good fix. There is a serious performance difference when running the DOM with a bunch of charts and indicators vesus just running the DOMS by themselves. The DOM should always have priority since trades are made off of it and rapidly at times. I have used a lot of DOMS over the years including back when trading technologies sued everyone using a dom and that is what set off HUGE FEES for retail traders using doms at home. It was the beginning of hey we can charge a lot of money for people using our patented DOM idea!! as a pass through so whats 10 cents a side on all orders paid to TT!!! what total BULLSHI ..anyway I think the dom needs to be faster or the drawing of the DOM perhaps. I would recommend changing all the colors and boundaries etc and making it as bare bones as possible and rebuilding your chart books and use a second instance or second license just for the dom if you require that kind of speed. it helped me to reduce the dom down to much more basic and do not use auto center. auto center slows it down a lot IMO. I really enjy the easy customization of the SIERRA CHART DOM as well as all of its features for order types and rapid enry of those orders. Maybe sierra chart engineering could shed more light on how the DOM is populated and in what order. Maybe an extra license could be used just for the dom feature. NO CHARTING ETC just an extra 5 or 10 a month for just a HIGH SPEED DOM LICENSE.. i know your dom is alreay pretty fast but how is it beign measured? maybe it is the DRAW time that makes it seem a littel slower than some other at times. The problem with comparing Sierra to say rhithmic is that when i used rhithmics DOM is was very fast but I ONLY USED THE DOM! i did not have 20 charts open with 5 indicators and moving averages. The only fair way to compare them is bare bones just the doms. I have a video of CQG SIERRA and tradeovates doms in real time with live quotes but I am nto sure how to post it here or if it is allowed to post video. i could upload it to a sight and you could go watch it at the host site. what is a good free host site and i will come back here and post a link. Date Time Of Last Edit: 2022-02-05 18:39:56
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| [2022-02-05 20:00:45] |
| User823591 - Posts: 21 |
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In regards to the couple of replies so far, Perhaps I should have stated that the Trade DOM is running on a separate file instance of Sierra Chart .... (not a New Instance within) In that separate instance the Trade DOM is the only thing running .... (nothing else) The Trade DOM is set up pretty basic, the only columns added from the default was Bid & Ask Market Depth Pulling/Stacking (Max Depth Levels is currently set to 12) **I currently have the DOM to Re-Center when the last bar exceeds a certain number of TICKS from the center** Under this configuration the instance barely even puts any load on my CPU .... (even during volatile market moves on the ES) For comparison the TransAct AT DOM will occasionally spike the CPU usage in the teens, during volatile market movements. Date Time Of Last Edit: 2022-02-05 20:18:32
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| [2022-02-06 10:58:58] |
| User492498 - Posts: 13 |
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I've been a longtime user of Sierra Chart, and i agree, the refesh rate of the Sierra Chart DOM (with Denali datafeed) should be improved. I've followed a lot of the optimisation advice for the DOM and server settings still the refresh rate of Sierra DOM with Denali datafeed is not thrustworthy and lacking in speed for a dedicated instance of SC with 5 basic DOM's with 10 levels of market depth. I hope the engineers will investigate how the refresh rate and overall speed of the Sierra DOM with Denali datafeed can be improved. I'm not a standalone case, just look a the number of requests you receive for 'DOM lagging'. Even after the proposed finetuning by support the DOM refresh rate and speed is not flowing and moving correctly, it's not trustworthy. You can't keep saying adjust your settings. Date Time Of Last Edit: 2022-02-06 11:17:56
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| [2022-02-07 19:39:15] |
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Regarding post #1, we definitely do not recommend using IQ Feed with Sierra Chart if we have the exchanges through the Denali feed. You are hugely better off with the Denali Exchange Data Feed: Denali Exchange Data Feed I'm not a standalone case, just look a the number of requests you receive for 'DOM lagging'. This is due to users complex configurations primarily and the expectation a very fast updating speeds. One thing you just do not know about is the complex configurations, that users set up, that create lagging issues.Yes this is true and it is very hard if not impossible to avoid this: There is a serious performance difference when running the DOM with a bunch of charts and indicators vesus just running the DOMS by themselves.
Anyway, we have made further performance improvements and provided instructions here, with what to do: Chart Trading and the Chart DOM: Improving Performance Of Chart / Trade DOM So this is all very very solvable on your side. The latest Sierra Chart version may make a substantial difference in your case, Or in some cases only a minor difference. Although one way or another you will find a solution. Also someone was mentioning a second license for Sierra Chart. You do not need that. You just need one license/account and you can run as many instances on the same computer as you need. Not a 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-02-07 19:45:48
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| [2024-08-20 14:27:33] |
| User547061 - Posts: 2 |
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I find the DOM very choppy, it only updates about 3 times per second. Even when I put it beside the corresponding chart, the DOM updates slower than the chart. I want to trade on the DOM and want to see the order flow as accurately as possible. I went to Chart Settings->Display->Chart Update Interval and set it to 10ms but that did not help. I am evaluating Sierra on the trial so I thought maybe my datastream is throttled. But the chart itself updates price quite 'organically' for lack of a better word, I can see it tick up and down quickly and randomly like price usually does (watching /MES in the first hour of the new york session). But the DOM still is sluggish. So that makes me think it's a software issue. I'm on a brand-new PC with a new Radeon RX 6600 and SSD. |
| [2024-08-20 16:56:01] |
| John - SC Support - Posts: 36238 |
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Make sure you are changing the Chart Update Interval in the correct location. For a Trading DOM, you need to select "Chart >> Chart Settings" from the Trading DOM itself (not from the main Sierra Chart window). Then modify the Chart Update Interval on that window to change it for the Trading DOM only.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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