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DOM reports incorrect high/low after restart
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DOM reports incorrect high/low after restart

  #11 (permalink)
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Using IB Gateway 946.2m Aug 21 14

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Mike

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  #12 (permalink)
 Vendor: www.sierrachart.com 
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We are not able to reproduce the problem:
http://www.sierrachart.com/image.php?l=1414475944656.png


What version of Sierra Chart are you running?

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  #13 (permalink)
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SierraChart View Post
We are not able to reproduce the problem:
http://www.sierrachart.com/image.php?l=1414475944656.png


What version of Sierra Chart are you running?

Build 1205, but it has existed for a couple months at least, just been too lazy to report it.

It seems clear from my point of view the high/low markers are driven by the broker feed instead of the data feed. You are saying this isn't the case? I make this determination simply because the profile data is always correct (IQFeed source), and the high/low gets reset when the IB connection is interrupted.

Mike

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Need help?
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  #14 (permalink)
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On a side note, when I added the VWAP to the DOM, the values are off a little. I am guessing it might be using IB broker feed for values, and since it's snapshotted data that is why it's off a few ticks. I would rather the DOM use the data feed for data with it using the broker feed for fills only.

Mike

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  #15 (permalink)
 Vendor: www.sierrachart.com 
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We think we know the reason for the problem. And it is documented here:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#SharingWithAdminAccess

It relates to whether Sierra Chart is run with administrator level access or not.

We are quite confident the volume at price data is coming from IQ Feed especially if that is the main symbol of the Trade DOM. To confirm that , simply add a Volume by Price study to a chart of the same symbol in the instance connected IQ Feed. You will need to make sure the Volume by Price study settings match.

If you are not sure about the volume data then re-download it. Refer to help topic 2.1.2:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.1.2

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  #16 (permalink)
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SierraChart View Post
We think we know the reason for the problem. And it is documented here:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#SharingWithAdminAccess

It relates to whether Sierra Chart is run with administrator level access or not.

We are quite confident the volume at price data is coming from IQ Feed especially if that is the main symbol of the Trade DOM. To confirm that , simply add a Volume by Price study to a chart of the same symbol in the instance connected IQ Feed. You will need to make sure the Volume by Price study settings match.

If you are not sure about the volume data then re-download it. Refer to help topic 2.1.2:
https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.1.2

The VbP data on DOM is accurate. Never thought otherwise.

UAC is disabled on my system. Everything is run as administrator rights.

The issue is the high/low markers which do not match the days source of IQFeed and can be reset at will by restarting Sierra or by an unintended drop with IB connectivity.

Sent from my phone

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  #17 (permalink)
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I read your link. I'll check if one copy has different rights somehow when I get back to office

Sent from my phone

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  #18 (permalink)
 Vendor: www.sierrachart.com 
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Yes, definitely check because that really is the only logical conclusion here. We looked into this closely.

Or it somehow relates to that. The safest thing is to run both copies of Sierra Chart expressly with Administrator level access.

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  #19 (permalink)
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10GB file. Everyone has at least read access.

Checked both instances of Sierra, both are running as the user (me) not as administrator.

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I want to make sure I've adequately explained the problem. The issue is not with the volume by price data or the price data from IQFeed (instance 1, c:\sierra chart). The issue is with high/low markers of instance 2, which is connected to IB. The high/low markers change immediately upon relaunching Sierra Chart, or upon a disconnect of TWS/IB Gateway.

When I say "change", I mean that they reset to the current 'last' price in the market, and then they will expand with time. It appears the broker feed is driving them and not the data feed (instance 1).

Let me know what other info I can gather for you.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #20 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,354 given, 83,237 received



SierraChart View Post
The safest thing is to run both copies of Sierra Chart expressly with Administrator level access.

OK, I will try this right now. I assume if it works, the second instance (DOM only) should have proper HOD/LOD markers that match the profile. Let's see.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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