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Date/Time: Sun, 08 Sep 2024 00:33:11 +0000



Issues with the Sierra Charts DOM and Data feed 11 or 12

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[2024-07-09 19:52:23]
User492282 - Posts: 15
Good morning Sierra Charts Support,

now I have "12 - Integrated Advanced MBO" and do not see the correct information in the DOM = "Price ladder".

In what way "Sierra Charts" calculated the auction market orders? - Why they're so difference "SierraChart to Jigsaw" - "this two plattforms"!

Thank you

Christian Hilber
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[2024-07-09 19:54:35]
John - SC Support - Posts: 34254
We can not make comparisons to other systems as we can not say how they do things.

The Market Depth data is what is given to us by the exchange. There is no special "calculation" to it. Keep in mind that in either case, what you are seeing is a snapshot at that moment, so it would not be unusual for there to be small differences just due to how each system handles the timing of the updates.

With regards to the Recent Bid/Ask Volumes, we can only point you to what this represents in our system, which is defined here:
Global Trade Settings Windows: Recent Bid Volume - Left/Center/Right Aligned
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-07-09 21:09:28]
User492282 - Posts: 15
Hi John,

could you please, give me a deeper explanation about the differences?

I am very disappointed that I can read everything with the other software product.

Thank you

Christian Hilber
[2024-07-09 22:21:08]
John - SC Support - Posts: 34254
could you please, give me a deeper explanation about the differences?

What exactly are you referring to here?

I am very disappointed that I can read everything with the other software product.

We are quite explicit in our documentation and try to have everything possible in there. What exactly are you not finding?
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: 2024-07-09 22:21:24

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