Support Board
Date/Time: Tue, 26 Nov 2024 17:43:06 +0000
Instance #2 dropping Market Depth Data when comparing same charts as Instance #1
View Count: 298
| [2023-11-01 16:03:13] |
| User584084 - Posts: 262 |
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I have 2 instances running on the same computer with the same IB real-time data source. I opened a 5 Min ESZ23 Clean Chart on both instances. I then went to Chart =>> Open Market Depth Window for both ESZ23 charts. Watch the Market Depth Window for a while. Instance #2 is dropping bid price, bid qty, ask price and ask qty. Zeros will appear in the Market Depth Window for Instance #2 pricing and quantities. The Totals at the bottom will be different between the 2 instances. I checked Instance #1 Market Depth Window against IB Market Depth Book Trader and the data in Instance #1 matches identically. So Instance #1 is getting the correct Market Depth Data from IB. But somehow Market Depth DOM Data is being lost in Instance #2. Date Time Of Last Edit: 2023-11-01 16:05:07
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| [2023-11-01 17:37:18] |
| John - SC Support - Posts: 36300 |
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Can you have 2 connections to Interactive Brokers at the same time? You really need to check with Interactive Brokers on this setup, as we do not know if they support this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-01 18:17:27] |
| User584084 - Posts: 262 |
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I have 2 instances (Instance 1 and 2) of Sierra Chart running on the same computer (2 32 inch monitors) connected to Interactive Brokers real-time data feed. So I have just 1 connection to my Interactive Brokers account not 2 connections. So no issues there in 2 years of running 2 instances. Interactive Brokers allows for Market Depth for 3 symbols. After that, it only gives you 2 lines of Market Depth data. The issue between Instance #1 and Instance #2 is the Market Depth DOM Data. Once a 5 min candlestick is completed, the footprint charts are identical between instances. I opened up a 5 Min ESZ23 (Dec) E-Mini Clean Chart in both instances. Same symbol, same settings and no studies. I then go to Chart => Open Market Depth Window (MDW) in each instance. Instance #2 will flash lots of gaps in the MDW (Zeroes for Bid, Bid Qty, Ask Qty, Ask and different totals) compared to Instance #1 MDW. 1) Does Instance #2 make another connection to Interactive Brokers to get the Market Depth Data directly or does it pull the data from Instance #1? 2) Is this something you can test with a 2 Denali Market Depth Data Windows running in 2 instances of ESZ23 5 Min Clean Charts? That way we can rule out a multiple connections problem with the Interactive Brokers real-time data feed. Date Time Of Last Edit: 2023-11-01 18:35:27
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| [2023-11-01 19:28:02] |
| Sierra_Chart Engineering - Posts: 17182 |
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What is the exact symbol this happens with. And the Symbol Settings need to be set correctly, like the Price Display Format. Otherwise, it can cause an issue like this. Yes: or does it pull the data from Instance #1?
We would not observe this problem with the Denali Data Feed and it really should not happen with Interactive Brokers either. Although, there is definitely a dependency upon the Price Display Format. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-11-01 19:29:24
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