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DOM use non-broker data source?


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DOM use non-broker data source?

  #21 (permalink)
 
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 SierraChart 
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We see the problem. We are looking into it. It will be resolved in the next release.

Update: Issue fixed.

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  #22 (permalink)
 
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 josh 
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Big Mike View Post
@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).

Sorry Mike, don't have DTN any more, no real need for it. But I do know for sure that when I was using NT and connected to DTN first that I never got level 2, but I think I got last price and L1. This page shows a $20/month L2 fee, I don't know if it's all exchanges or what...

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  #23 (permalink)
 
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 Big Mike 
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josh View Post
Sorry Mike, don't have DTN any more, no real need for it. But I do know for sure that when I was using NT and connected to DTN first that I never got level 2, but I think I got last price and L1. This page shows a $20/month L2 fee, I don't know if it's all exchanges or what...

@Robert Carrillo from DTN confirmed I should be seeing L2. So I would kindly ask another member that is using Sierra Chart and DTN w/L2 authorization to confirm/deny if they can see L2 depth on the DOM when connected to DTN IQFeed.

I tried both the direct front month contract and the @ES# contract, same result with either.

Mike

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  #24 (permalink)
 
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 Robert Carrillo 
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Hi Mike,

I've asked Todd from IQFeed Support to call you and get this resolved.

Should be hearing from him shortly.

Thanks.

Robert

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  #25 (permalink)
 
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 Big Mike 
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Robert Carrillo View Post
Hi Mike,

I've asked Todd from IQFeed Support to call you and get this resolved.

Should be hearing from him shortly.

Thanks.

Robert

I shutdown and restarted IQFeed on advice of support, and now the L2 depth is working.

Mike

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  #26 (permalink)
 
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 Big Mike 
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SierraChart View Post
We see the problem. We are looking into it. It will be resolved in the next release.

Update: Issue fixed.

Confirmed - 915 is working as expected so far, thank you.

Mike

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  #27 (permalink)
 FGBL07 
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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.

..

Does this imply that e.g. Trailing Stops would then be triggered by bid/ask data from IQFeed? Would be an advantage over using the (snapshot) feed from IB.

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  #28 (permalink)
 
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 Big Mike 
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FGBL07 View Post
Does this imply that e.g. Trailing Stops would then be triggered by bid/ask data from IQFeed? Would be an advantage over using the (snapshot) feed from IB.

Better to use Rithmic or TT for latency sensitive events, if you have that option. DTN is great for completeness and accuracy and backfill, but not for latency sensitive use.

Mike

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  #29 (permalink)
 
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 Big Mike 
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@SierraChart, unfortunately it seems 915 may have broke some of the profile code or this is a bug that I didn't see until after upgrading at the least. I've tried everything, the graph just remains as you see it, something wrong.





Mike

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  #30 (permalink)
 
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 Big Mike 
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No sooner that I hit submit, it changed a bit and drew some graphs. But still very wrong, you can see the levels near the bottom are all 100% even though they shouldn't be.



Mike

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Last Updated on October 26, 2012


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