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DOM use non-broker data source?


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DOM use non-broker data source?

  #11 (permalink)
 
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 SierraChart 
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Now, if you want to make a Trade DOM fully driven from another source like IQ Feed, in our very latest prerelease you will want to enable Global Settings >> General Settings >> Use Non-Chart Data from Remote Instances. This is still new it has not undergone a whole lot of testing.

Another note: The last trade price you see on a Trade DOM ,it is always driven by the actual latest real-time price either from the primary data feed or from the remote instance. Depending upon how Use Non-Chart Data from Remote Instances is set. So there is no way to adjust the Session Times to limit it. This is by design to always ensure you see the very latest real-time price.

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  #12 (permalink)
 
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 Big Mike 
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josh View Post
What version are you running? I'm running 912 and last price updates regardless of chart's session showing.

914. I will play some more, also with the pre-release described by SC support. It seems possible to do what I want.

Mike

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  #13 (permalink)
 
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 Big Mike 
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SierraChart View Post
Now, if you want to make a Trade DOM fully driven from another source like IQ Feed, in our very latest prerelease you will want to enable Global Settings >> General Settings >> Use Non-Chart Data from Remote Instances. This is still new it has not undergone a whole lot of testing.

Another note: The last trade price you see on a Trade DOM ,it is always driven by the actual latest real-time price either from the primary data feed or from the remote instance. Depending upon how Use Non-Chart Data from Remote Instances is set. So there is no way to adjust the Session Times to limit it. This is by design to always ensure you see the very latest real-time price.

Thank you. I am on 914 and I set the 'use non-chart data' option.

When I change the session template to only have RTH, and no evening, then the profile is correct but the Last is wrong:





In addition, with "use non-chart data for remote" enabled, there is no bid/ask depth on the DOM. When I uncheck this option, bid/ask depth returns, see:



But the "last" is still wrong, it shows the Closing price of RTH session and not the current last.

I will continue to try and solve it if I can figure out what I am doing wrong.

Mike

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  #14 (permalink)
 
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 Big Mike 
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The depth problem may be my side. I haven't powered a DOM off IQFeed before, so I just went to my main IQFeed SC instance and opened a new DOM, and it shows only the best bid/ask and no depth.

I checked my authorizations:



So I need to discuss with IQFeed, apparently I don't have the right depth setup for this exchange or something.

Mike

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  #15 (permalink)
 
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Big Mike View Post
The depth problem may be my side. I haven't powered a DOM off IQFeed before, so I just went to my main IQFeed SC instance and opened a new DOM, and it shows only the best bid/ask and no depth.

I checked my authorizations:


So I need to discuss with IQFeed, apparently I don't have the right depth setup for this exchange or something.

Mike

Yes, default IQFeed is level 1 only -- level 2 is about $25 per month extra IIRC. Edit, just realized maybe you actually have the authorization but it's just not showing up.

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  #16 (permalink)
 
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 Big Mike 
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josh View Post
Yes, default IQFeed is level 1 only -- level 2 is about $25 per month extra IIRC. Edit, just realized maybe you actually have the authorization but it's just not showing up.

I dunno, my eyes glaze over when dealing with all the exchange authorizations these days. I just cheat and email Robert at IQFeed

Mike

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  #17 (permalink)
 
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Hey Sierra, since I don't thank you on your forum (at your request, because it wastes your time filling support tickets), I want to thank you here and say YOU GUYS ROCK. Loving it.

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  #18 (permalink)
 
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 Big Mike 
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josh View Post
Yes, default IQFeed is level 1 only -- level 2 is about $25 per month extra IIRC. Edit, just realized maybe you actually have the authorization but it's just not showing up.

@josh, can you confirm if you open a DTN based DOM, do you get only the L1 data for the ES? I was thinking that CME didn't have separate L1 and L2, that was only NASDAQ (which I am subscribed to).

Mike

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  #19 (permalink)
 
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 SierraChart 
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Quoting 
But the "last" is still wrong, it shows the Closing price of RTH session and not the current last.

You should see the latest price. On the Trade DOM go to Window >> Current Quote Window. The last trade price you see on the Trade DOM should match the Last trade price in the Current Quote Window.

There really should not be a problem with this. Make certain you are connected to IQ Feed.

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  #20 (permalink)
 
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 Big Mike 
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SierraChart View Post
You should see the latest price. On the Trade DOM go to Window >> Current Quote Window. The last trade price you see on the Trade DOM should match the Last trade price in the Current Quote Window.

There really should not be a problem with this. Make certain you are connected to IQ Feed.

Am connected, other charts in the main Sierra Chart IQFeed instance updating fine.



Mike

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