Support Board
Date/Time: Wed, 27 Nov 2024 02:39:49 +0000
Setting
View Count: 290
| [2023-09-22 07:04:17] |
| AndreyPoroshin - Posts: 104 |
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Hello, there is a misunderstanding in my setup, please help me find the problem. On different computers in different places, two real-time versions of the application are enabled. On the second computer the price does not update, as if quotes were not received. This only happens on ES. Everything is fine on VX, the price and market depth are updated normally. Maybe there is some kind of checkbox in the settings that is not active? And the second question. I noticed that the broker charges $0.26 for Teton clearing. Is this how it should be? It turns out more profitable through CQG |
| [2023-09-22 14:58:22] |
| John - SC Support - Posts: 36309 |
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You are allowed to have Sierra Chart running on two different computers at the same time without having to pay anything additional. But, the exchanges work differently. In order to get data to two different computers at the same time, you have to pay for an additional exchange fee. This is true for all of the Denali exchanges, so we do not know how you would not have an issue with the VX futures, but have an issue with the ES. Refer to the following for information/instructions on how to enable a second computer for the data: Denali Exchange Data Feed: Denali Exchange Data Feed on Two Computers Simultaneously ---- The charge you are seeing as "Teton Clearing" is not coming from us. You will pay that fee regardless of what order routing service you are using. AMP labels that fee for their own internal purposes (you would see it as something like "CQG Clearing" if you change to CQG for order routing). You are still saving money by using our Teton Order Routing service by not having any Order Routing Fees. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-22 21:52:46] |
| AndreyPoroshin - Posts: 104 |
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Еще давно не могу решить свою проблему с корректной записью и последующим корректным воспроизведением глубины рынка. 1. Существует ли разница, если записывать глубину рынка, используя настройку, чтобы это делать в реальном режиме времени и той вашей функцией, которая дает возможность комплексной загрузки сразу за несколько дней? Есть какая то статистика, что наиболее близко и точнее? 2. Какие настройки подскажете выставить, чтобы наиболее корректно записывать глубину рынка? В частности, меня больше интересует воспроизведение (pulling/stacking) с ежесекундным обновлением и без кумулятивного накопления этого параметра Во время воспроизведения на скорости 30x, и используя Spreadsheets для автоматизации процесса, корректность далека от истины. Может ли быть дело в каких спецефических настройках, которые вы могли бы порекомендовать? Или возможно Spreadsheets не подходит для автоматизации по глубине рынка и нужно использовать ASCILL программирование, и будет ли это эффективнее? For a long time now I have not been able to solve my problem with correct recording and subsequent correct reproduction of market depth. 1. Is there a difference if you record the market depth using the setting to do it in real time and your function that allows for complex downloading in just a few days? Are there any statistics that are closest and more accurate? 2. What settings would you recommend to set in order to record the market depth most correctly? In particular, I'm more interested in playback (pulling/stacking) with every second update and without the cumulative accumulation of this parameter While playing back at 30x speed, and using Spreadsheets to automate the process, correctness is far from true. Could this be due to any specific settings that you could recommend? Or perhaps Spreadsheets is not suitable for market depth automation and you need to use ASCILL programming, and will this be more effective? Date Time Of Last Edit: 2023-09-22 22:05:46
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| [2023-09-25 14:24:23] |
| John - SC Support - Posts: 36309 |
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1. Is there a difference if you record the market depth using the setting to do it in real time and your function that allows for complex downloading in just a few days? Are there any statistics that are closest and more accurate?
There is no difference in the data. Whether you record it in real-time, or if you download the historical data from us, it is the same. 2. What settings would you recommend to set in order to record the market depth most correctly?
In particular, I'm more interested in playback (pulling/stacking) with every second update and without the cumulative accumulation of this parameter While playing back at 30x speed, and using Spreadsheets to automate the process, correctness is far from true. Could this be due to any specific settings that you could recommend? Or perhaps Spreadsheets is not suitable for market depth automation and you need to use ASCILL programming, and will this be more effective? As long as you have the market Depth data for the time period you want, then you should be fine. It is best to record what you can in real-time rather than relying on getting the historical data when you need it. The data will automatically be recorded if you have the Market Depth Historical Graph displayed, but you can force the recording by setting the Symbol Setting for "Record Market Depth Data" to "Yes". Refer to the following instructions: Global Symbol Settings: Instructions We are not sure how you are using the Spreadsheet for the Market Depth, but it will definitely be slow and you will not see all the updates that are occurring in the DOM. This may be why you state that you are seeing differences in the Market Depth. Depending on what you want to do/see, you may need to create a custom study. Refer to the following: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) 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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