Support Board
Date/Time: Fri, 14 Mar 2025 12:32:00 +0000
Market Data Availability Issue with Teton CME Order Routing
View Count: 238
| [2024-12-27 12:08:53] |
| User792644 - Posts: 4 |
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Hello, I am experiencing an issue when switching between data feeds in Sierra Chart. When using the "SC Data - All Services" feed, everything works perfectly, including market data and its availability in studies. However, when I switch to the "Teton CME Order Routing" service, the market data (such as stacking/pulling and limit orders) is displayed correctly in the chart and DOM, but it does not appear to be accessible within the DOM study. Could you please assist me in resolving this issue? Thank you for your support. Best regards, [Your Name] |
| [2024-12-27 15:34:44] |
| John - SC Support - Posts: 38653 |
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What exactly do you mean by the "DOM study"? We are not understanding what it is that is not working properly.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-27 17:01:15] |
| User792644 - Posts: 4 |
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When Teton CME Order Routing is activated in the Data/Trade Service Settings, market data (stacking, pulling, etc.) is displayed correctly in the DOM, so the data is being received. However, in a study linked to the DOM, this data is not accessible. For example: If I use a program to analyze stacking/pulling in a chart studies, the values are correct. But if I use the same program in a DOM studies, the values remain 0. With the Sierra Chart Direct data feed, everything works perfectly in both chart and DOM studies. Date Time Of Last Edit: 2024-12-27 17:03:08
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| [2024-12-27 20:10:49] |
| Sierra_Chart Engineering - Posts: 18778 |
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This most likely is related to the Price Multiplier. What particular ACSIL functions are you using to access the pulling and stacking data?
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 |
| [2024-12-27 21:44:30] |
| User792644 - Posts: 4 |
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sc.GraphName = "Stacking et Pulling "; sc.AutoLoop = 1; // sc.MaintainVolumeAtPriceData = 1; sc.GetBidMarketDepthEntryAtLevel(BidEntry, Level); sc.GetAskMarketDepthEntryAtLevel(AskEntry, Level); After modifying the Real-Time Price Multiplier from 0.01 to 1, the data became available in the DOM studies. However, the display of the price column, the cursor, and the associated information became completely disorganized. I attempted to adjust the scale settings, but the issue persisted. |
| [2024-12-27 23:11:52] |
| Sierra_Chart Engineering - Posts: 18778 |
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Definitely do not change the Price Multiplier in the Chart Settings. We did not say to do that. Change it back to the default. When accessing the pulling and stacking data using a price from the market depth data, use this variable instead: s_MarketDepthEntry::AdjustedPrice
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 |
| [2024-12-30 02:03:50] |
| User792644 - Posts: 4 |
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Thank you, it works correctly with this function.
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