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Data Feed Problem? Different to Jigsaw DOM
Updated March 1, 2019
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Data Feed Problem? Different to Jigsaw DOM
February 27th, 2019, 05:28 AM
Perth, Australia
Posts: 4 since Sep 2018
Thanks Given: 2
Thanks Received: 2
I've noticed that many times throughout the day, the SierraChart DOM will process an order as a buy order, but on other platforms it comes through as a sell order (and vice versa)
Like today for example, in FGBL the SierraChart DOM was telling me that 182 contracts were bought at 166.18, whereas when I checked the Jigsaw DOM and S5 Trader they were telling me 182 contracts were just SOLD.
Which platform do I trust? Will switching to a new data feed fix the problem or will it make no difference?
(Screenshot attached)
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
February 27th, 2019, 05:47 AM
London UK
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
Posts: 5,973 since Sep 2015
Thanks Given: 15,494
Thanks Received: 15,388
TraderDean
I've noticed that many times throughout the day, the
SierraChart DOM will process an order as a buy order, but on other platforms it comes through as a sell order (and vice versa)
Like today for example, in FGBL the SierraChart DOM was telling me that 182
contracts were bought at 166.18, whereas when I checked the Jigsaw
DOM and S5 Trader they were telling me 182 contracts were just SOLD.
Which platform do I trust? Will switching to a new data feed fix the problem or will it make no difference?
(
Screenshot attached)
Maybe worth asking for @DionysusToast 's opinion.
February 27th, 2019, 07:28 AM
Posts: 2,988 since Nov 2010
Thanks Given: 831
Thanks Received: 10,393
TraderDean
I've noticed that many times throughout the day, the
SierraChart DOM will process an order as a buy order, but on other platforms it comes through as a sell order (and vice versa)
Like today for example, in FGBL the SierraChart DOM was telling me that 182
contracts were bought at 166.18, whereas when I checked the Jigsaw
DOM and S5 Trader they were telling me 182 contracts were just SOLD.
Which platform do I trust? Will switching to a new data feed fix the problem or will it make no difference?
(
Screenshot attached)
It's all about how you interpret the data.
In the case of data from S5 - it's got a tickstream and there's a knack in getting the side right.
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything " thread
February 27th, 2019, 07:43 AM
Perth, Australia
Posts: 4 since Sep 2018
Thanks Given: 2
Thanks Received: 2
I don't fully understand what you mean by "it's all about how you interpret the data."
If the SierraChart DOM is telling my 200 just bought at market and the Jigsaw DOM is telling me 200 just sold at market, isn't that completely opposite information, regardless of how I interpret it?
DionysusToast
In the case of data from S5 - it's got a tickstream and there's a knack in getting the side right.
Does that mean switching to a different data feed will fix the issue?
February 27th, 2019, 08:29 AM
Posts: 2,988 since Nov 2010
Thanks Given: 831
Thanks Received: 10,393
TraderDean
I don't fully understand what you mean by "it's all about how you interpret the data."
If the
SierraChart DOM is telling my 200 just bought at market and the Jigsaw
DOM is telling me 200 just sold at market, isn't that completely opposite information, regardless of how I interpret it?
Does that mean switching to a different data feed will fix the issue?
No - the data is fine - S5 is fine, Jigsaw is fine.
Like I said - the tickstream isn't a time and sales , so on the software side the vendor has to do certain things to make sure it prints on the right side. Not all vendors do it.
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything " thread
February 27th, 2019, 08:50 AM
Tomsk, Russia
Experience: Beginner
Platform: custom
Trading: gold
Posts: 273 since Dec 2010
Thanks Given: 133
Thanks Received: 435
TraderDean
I've noticed that many times throughout the day, the
SierraChart DOM will process an order as a buy order, but on other platforms it comes through as a sell order (and vice versa)
Like today for example, in FGBL the SierraChart DOM was telling me that 182
contracts were bought at 166.18, whereas when I checked the Jigsaw
DOM and S5 Trader they were telling me 182 contracts were just SOLD.
Which platform do I trust? Will switching to a new data feed fix the problem or will it make no difference?
(
Screenshot attached)
https://www.sierrachart.com/SupportBoard.php?ThreadID=5395 .
Scientia Libertas Prosperitas
February 27th, 2019, 09:07 AM
Perth, Australia
Posts: 4 since Sep 2018
Thanks Given: 2
Thanks Received: 2
@slickiam
This is very interesting. But from what I understand, this only applies to people using SierraChart 's own data feed.
I'm using GAIN Capital for my data feed, and noticing different results depending on which DOM I watch, whether SierraChart's DOM or Jigsaw's DOM
February 27th, 2019, 09:17 AM
Tomsk, Russia
Experience: Beginner
Platform: custom
Trading: gold
Posts: 273 since Dec 2010
Thanks Given: 133
Thanks Received: 435
TraderDean
@
slickiam
This is very interesting. But from what I understand, this only applies to people using
SierraChart 's own data feed.
I'm using GAIN Capital for my data feed, and noticing different results depending on which
DOM I watch, whether SierraChart's DOM or Jigsaw's DOM
there is a big chance that the reason is the same
just ask SC Support to make it clear
Scientia Libertas Prosperitas
February 28th, 2019, 12:00 AM
Perth, Australia
Posts: 4 since Sep 2018
Thanks Given: 2
Thanks Received: 2
slickiam
there is a big chance that the reason is the same
just ask SC Support to make it clear
Just an update for anyone experience the same problem, the reply from SierraChart support was:
"For accuracy you need to use the Sierra Chart Exchange Data Feed"
March 1st, 2019, 04:27 AM
Posts: 2,988 since Nov 2010
Thanks Given: 831
Thanks Received: 10,393
TraderDean
Just an update for anyone experience the same problem, the reply from
SierraChart support was:
"For accuracy you need to use the
Sierra Chart Exchange Data Feed"
lol
The OEC Tickstream is based on CQG data. It's about the best there is.
It's accurate - but just a little tricky to interpret on the software side...
If you have any questions about the products or services provided, please send me a Private Message or use the futures.io " Ask Me Anything " thread
Last Updated on March 1, 2019