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Data Feed Problem? Different to Jigsaw DOM


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Data Feed Problem? Different to Jigsaw DOM

  #1 (permalink)
TraderDean
Perth, Australia
 
Posts: 4 since Sep 2018
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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)

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  #2 (permalink)
 
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 xplorer 
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TraderDean View Post
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.

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  #3 (permalink)
 
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TraderDean View Post
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.

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  #4 (permalink)
TraderDean
Perth, Australia
 
Posts: 4 since Sep 2018
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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 View Post
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?

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  #5 (permalink)
 
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TraderDean View Post
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.

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  #6 (permalink)
 
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 slickiam 
Tomsk, Russia
 
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TraderDean View Post
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.

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  #7 (permalink)
TraderDean
Perth, Australia
 
Posts: 4 since Sep 2018
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@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

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  #8 (permalink)
 
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 slickiam 
Tomsk, Russia
 
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TraderDean View Post
@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

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  #9 (permalink)
TraderDean
Perth, Australia
 
Posts: 4 since Sep 2018
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slickiam View Post
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"

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  #10 (permalink)
 
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TraderDean View Post
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...

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Last Updated on March 1, 2019


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