Support Board
Date/Time: Sun, 09 Mar 2025 01:11:42 +0000
Realtime Data through Denali and Teton
View Count: 729
| [2022-02-24 09:28:07] |
| User176191 - Posts: 11 |
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Hello I have my account setup with stage5/Advantage Teton order routing. I have subscribed to the top of book CME bundle through denali and receive live data on the cme/comex and CBOT exchanges but I am receiving delayed data on Nymex. I have double checked and I have purchased the full bundle, do you have any ideas? Regards |
| [2022-02-24 15:08:10] |
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Restart Sierra Chart. After that, follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 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 |
| [2022-02-24 15:14:50] |
| User176191 - Posts: 11 |
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Thats sorted it. Cheers
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| [2022-02-24 15:27:38] |
| User146848 - Posts: 124 |
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I am using Teton for the first time and i must say: WOW!!! The order execution is so freaking good. Stops get executed very well. Trying to catch a small bottom in gold and it always drops further down within a millisecond (stops get trickered). And the stop execution is still near its entry level. REALLY damn well done...THX. I am now less afraid of slippage. Date Time Of Last Edit: 2022-02-24 15:28:18
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| [2022-02-24 15:35:32] |
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Please be aware, the order routing system has no effect on the execution of stops. If you are getting good fills now please do not attribute that to Teton. Because there are no assurances about that at all and Teton has no influence on this at all. The fill prices you get with stops, is the result of the current market liquidity and price action. The only way Teton can help, is once the a stop order is received by the server, it will be placed at the exchange with very low latency. Often though this is not going to be really relevant though. Although it is very relevant though, in the case of a Stop Attached Orders when the market is moving very quickly towards the stop. 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: 2022-02-24 15:37:41
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| [2022-02-24 15:49:29] |
| User146848 - Posts: 124 |
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But the latency might influence my orders position within the queue? (using attached stop orders)
Date Time Of Last Edit: 2022-02-24 15:58:33
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| [2022-02-24 17:14:19] |
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We would not think it would make a meaningful difference, if the order is filling a significant amount of time later than the time of submission. If the order were to be filling milliseconds after submission, then yes, the lower latency makes a difference.
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: 2022-02-24 17:14:36
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| [2022-02-24 17:31:27] |
| User146848 - Posts: 124 |
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Afaik, an attached stop-order gets managed on a SC Teton server in one of the CME data centers. So once a price triggers this order and an market order gets send to the exchange, the time of execution should be within milliseconds. The slippage still depends on a markets liquidity. Further, the Teton server will have price information faster the my computer. So it has the information faster and it can react faster by sending a market order to execute a stop-order. How does SC handle a single non-attached stop orders? Does the client execute the stop solely or does also Teton manage it like an attached order? |
| [2022-02-24 22:15:35] |
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Once the parent order fills the Stop Attached Order, gets sent to the exchange within 1 ms. And after that it is managed by the exchange. The Sierra Chart order management system has no longer any involvement with it. How does SC handle a single non-attached stop orders?
It just gets sent right away to the exchange.
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: 2022-02-24 22:16:01
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