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Direct MessagesDate/Time: Thu, 19 Sep 2024 22:08:14 +0000
Chart Update Lagging With Rithmic Aggregate 01
View Count: 2105
| [2014-05-30 13:36:51] |
| cmet - Posts: 548 |
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Below is a video with Sierra Current Price study on the left and the Rithmic DOM on the right. It's easy to see that though there is volume going off at both the bid and ask, the chart does not reflect these trades and seems to update at a much slower rate. Can you please tell me why? Both the chart and the DOM are being driven by the same Rithmic Aggregate 01 feed. http://tinypic.com/player.php?v=15z17og%3E&s=8#.U4iIyyg4ez8 Date Time Of Last Edit: 2014-05-30 13:47:10
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| [2014-05-30 16:08:47] |
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We had a look at the video. Refer to help topic 4 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails4.html If you still notice the issue after reviewing the information in help topic 4 and nothing there is helpful, then contact Rithmic about this. We do not understand the Rithmic Aggregate data feed enough to comment on this. 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 |
| [2014-05-30 16:40:11] |
| cmet - Posts: 548 |
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This issue has to be with Sierra Chart since the Rithmic DOM is getting the same data feed and is much more responsive. If Rithmic is integrated correctly with SC, the activity of the two programs should match. If the Rithmic DOM were slower, I would contact them but in this case, it's SC that's slow. You recommended using the Aggregate feed since it's faster that's why I'm using it. |
| [2014-05-30 16:58:25] |
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This issue has to be with Sierra Chart since the Rithmic DOM is getting the same data feed and is much more responsive
It would seem so, but this could not be the case. Rithmic will have to comment on this. We do not know what to say other than the fact that Sierra Chart is processing all of the data received from the Rithmic data feed. We will contact Rithmic about this. 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 |
| [2014-05-30 17:02:47] |
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Add a Volume study to the chart. Set the chart bars to 1 minute per bar. After receiving real-time data for 5 minutes, right-click from before the last 5 bars in the chart and select Delete and Download Data. Do you notice the Volume per bar increase for the most recent five minutes? 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 |
| [2014-05-30 17:14:55] |
| cmet - Posts: 548 |
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Do you notice the Volume per bar increase for the most recent five minutes?
No. It's not so much the volume (which should collectively be identical to what's executing on the DOM), it's the fact that the chart is not accurately reflecting the last traded price. |
| [2014-05-30 17:18:22] |
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Therefore, there is no issue we can help with here. This must be how the aggregate feed works. It would be best if you contact Rithmic directly and have them comment on this. What we suspect is happening is that they send a batch of trades at once which covers a period of time . You would only see the last trade price indicate the final price in that batch when that batch is received. Contact Rithmic for further help with this. 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: 2014-05-30 17:19:07
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| [2014-05-30 17:21:14] |
| cmet - Posts: 548 |
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You're not making any sense. Checking the volume with the above method doesn't prove anything. If the feed is wrong, why would it change? Rithmic DOM with Aggregate Feed is showing real time activity. Sierra Chart with same Aggregate Feed is not showing the same real time activity. Only 2 things can be wrong: 1. Rithmic is giving you a different Aggregate Feed 2. Your implementation of the Rithmic Feed has a bottleneck Therefore: Wouldn't you want to know if Rithmic is giving you a different feed and relate that to your clients? or Wouldn't you want to know if your implementation is choking the feed so that you can fix it? Why would it be my responsibility to contact Rithmic for an answer? The problem is with Sierra Chart. Date Time Of Last Edit: 2014-05-30 17:23:58
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| [2014-05-30 17:30:32] |
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1. Could be. This is up to Rithmic. 2. There is no chance of this. It is best for you to contact Rithmic for an answer because you are using their system and it does not make sense for us to get into the middle of this. The most efficient path for you to get an answer is contacting Rithmic directly. If we thought they would not answer you, then we would contact them. Based upon everything we have heard here, it all makes sense to us and we see no problem here. It makes sense the aggregate feed would behave the way it is. Why you see a different result in the Rithmic software, we do not know. Only Rithmic can answer that. 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: 2014-05-30 17:31:11
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| [2014-05-30 17:47:08] |
| cmet - Posts: 548 |
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This was actually caused by a setting in the Current Price study. My bad, sorry. |
| [2014-05-30 17:49:33] |
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Really. What setting what that be?
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 |
| [2014-05-30 18:48:17] |
| cmet - Posts: 548 |
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"Use Last Traded Price From Current Quote Data" In the Current Price Line study. Seems to be off by default. Changing it to "yes" gets it to match the DOM from R-Trader. |
| [2014-05-30 21:53:35] |
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OK, that is why it is so important, when you are presenting an issue to us, that you use a very simple chart. We do not know what kind of chart configuration you had. We could not even see the chart bars now that we look at the video again. So we have no idea why the last price of the last bar was not updating frequently. 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 |
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