Support Board
Date/Time: Wed, 19 Mar 2025 01:34:16 +0000
Marked Data Discrepancy?
View Count: 151
| [2025-01-22 20:12:21] |
| User352866 - Posts: 2 |
|
Hi, I compared my Footprint and DOM against Bookmap and also against Tradovate. I noticed that the values for Volume are significantly different in Sierra Chart against the other platforms. Also other users using the same FP setup seem to be getting correct values. Please see the screenshots. Is this something to do with my data feed? Regards, Radek |
Attachment Deleted.  Vol Diff.png / V - Attached On 2025-01-22 20:10:42 UTC - Size: 4.76 MB - 33 views Screenshot 2025-01-22 at 18.44.41.png / V - Attached On 2025-01-22 20:11:07 UTC - Size: 1.48 MB - 31 views |
| [2025-01-22 20:39:20] |
| John - SC Support - Posts: 38782 |
|
In general, we will not do a comparison between what you are seeing on Sierra Chart versus another system. But especially in this case where you are getting the data from Interactive Brokers. In this case, we can not even look to ensure that what you are seeing in your charts matches the data as we expect it to be (i.e. comparing the data you have received from us against the data we have). What we recommend doing is installing another Sierra Chart and leave it set to connect to "SC Data". Then open a chart for ESH24-CME and set it up to match what you have for your Interactive Brokers chart. In this case, you will be getting the data from our Denali Exchange Data Feed, but it will be delayed streaming data. But this is all you need to compare the historical data you are looking at in this case. If that data is not what you are expecting then let us know. If it is what you are expecting, then the problem is with the Interactive Brokers data. Refer to the following for how to install a second Sierra Chart: Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-22 21:25:14] |
| User352866 - Posts: 2 |
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I have compared the SC Data vs Interactive Brokers and found that The values are correct when using SC Data. Given that, is there a way I can resolve the issue? If it is not possible to resolve while using Interactive Brokers, What do I need to do to get realtime MBO data for CME Futures in Sierra? |
| [2025-01-22 22:47:58] |
| John - SC Support - Posts: 38782 |
|
In this case, since you have a live, funded, futures trading account with Interactive Brokers, all you need to do is follow the instructions at the following link to setup our Denali Exchange Data Feed for the real-time CME Group data: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* 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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