Support Board
Date/Time: Sat, 23 Nov 2024 08:47:43 +0000
DOM recently traded value doesnt match Time and Sales
View Count: 158
| [2024-08-23 01:09:35] |
| User745789 - Posts: 313 |
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Please see attached image. 144.66 bid was hit for 56 contracts in T&S. However on the DOM it only shows as 36 contracts. This is CQG data. But regardless of data source, shouldn't those two values be the same in the platform? Date Time Of Last Edit: 2024-08-23 01:09:50
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 2024-08-23 09_06_41-#2 F.US.JGBU24.png / V - Attached On 2024-08-23 01:09:24 UTC - Size: 63.09 KB - 50 views |
| [2024-08-23 10:20:23] |
| Sierra_Chart Engineering - Posts: 17145 |
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These kinds of comparisons cannot be made because the Recent Bid/Ask Volume columns reset and also accumulate. This is not something we can help with. We can only refer you to the documentation here: Global Trade Settings Windows: Questions about Chart/Trade DOM Market Data Columns 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 |
| [2024-08-28 02:03:43] |
| User745789 - Posts: 313 |
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I watch the DOM and T&S and I see that the DOM recent volume is not refreshing, so that is not complicating the comparison (I have the timeout set to 60 seconds). I see numerous instances where T&S and the DOM data do not match. See attached image: I watched the bid at 67 get hit for the full 124 on the bid - it was a big bid in this market, so I was watching it closely. It was at the price of 67. The Historical Market Depth Study shows the bid was at 67 as well. Yet T&S shows the bid traded at 66. The trade was at 67, it was not at 66.
Date Time Of Last Edit: 2024-08-28 02:04:47
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| 2024-08-28 09_57_35-#2 F.US.JGBU24.png / V - Attached On 2024-08-28 02:03:37 UTC - Size: 30.51 KB - 42 views |
| [2024-08-28 14:33:48] |
| Sierra_Chart Engineering - Posts: 17145 |
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There definitively could not be any problem with the trades listed in the Time and Sales window at all and it would never even be considered. It is a full impossibility what you are saying.: Yet T&S shows the bid traded at 66. The trade was at 67, it was not at 66.
This is what the data feed is reporting. We cannot spend the time analyzing this relative to CQG data. Maybe CQG data has some issue but we cannot help with that. Do you notice any issues with EUREX data or CME data? You can install another installation of Sierra Chart for testing and use the Delayed Data Feed if you do not have real-time data. These will never match: see numerous instances where T&S and the DOM data do not match. You cannot compare market depth data, to trades. The time and sales window is displaying trades only.
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: 2024-08-28 14:35:11
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| [2024-08-28 14:41:18] |
| Sierra_Chart Engineering - Posts: 17145 |
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We need to be 100% clear, we are 100% declining all support, involving CQG data. We will not be responding further at all. This is not our issue at all. We will not be wasting any time looking at 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-08-28 14:41:39
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