Data Feed Problem? Different to Jigsaw DOM - futures io
futures io futures trading



Data Feed Problem? Different to Jigsaw DOM


Discussion in Sierra Chart

Updated
      Top Posters
    1. looks_one TraderDean with 4 posts (2 thanks)
    2. looks_two Jigsaw Trading with 3 posts (2 thanks)
    3. looks_3 slickiam with 2 posts (1 thanks)
    4. looks_4 xplorer with 1 posts (0 thanks)
      Best Posters
    1. looks_one mattz with 2 thanks per post
    2. looks_two Jigsaw Trading with 0.7 thanks per post
    3. looks_3 TraderDean with 0.5 thanks per post
    4. looks_4 slickiam with 0.5 thanks per post
    1. trending_up 1,755 views
    2. thumb_up 7 thanks given
    3. group 6 followers
    1. forum 10 posts
    2. attach_file 1 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Data Feed Problem? Different to Jigsaw DOM

(login for full post details)
  #1 (permalink)
Perth, Australia
 
 
Posts: 4 since Sep 2018
Thanks: 2 given, 2 received

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)

Attached Thumbnails
Click image for larger version

Name:	Difference.png
Views:	131
Size:	1.60 MB
ID:	263353  
Reply With Quote

Journal Challenge February 2021 results (so far):
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(154 thanks from 29 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(111 thanks from 32 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(31 thanks from 16 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #2 (permalink)
Site Moderator
London UK
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
 
xplorer's Avatar
 
Posts: 5,293 since Sep 2015
Thanks: 13,325 given, 12,585 received


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.

Reply With Quote
 
(login for full post details)
  #3 (permalink)
Site Sponsor

Web: Jigsaw Trading
AMA: Ask Me Anything
Webinars: Jigsaw Trading Webinars
Elite offer: Click here
 
 
Jigsaw Trading's Avatar
 
Posts: 2,977 since Nov 2010
Thanks: 823 given, 10,312 received



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.

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
Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #4 (permalink)
Perth, Australia
 
 
Posts: 4 since Sep 2018
Thanks: 2 given, 2 received

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?

Reply With Quote
The following user says Thank You to TraderDean for this post:
 
(login for full post details)
  #5 (permalink)
Site Sponsor

Web: Jigsaw Trading
AMA: Ask Me Anything
Webinars: Jigsaw Trading Webinars
Elite offer: Click here
 
 
Jigsaw Trading's Avatar
 
Posts: 2,977 since Nov 2010
Thanks: 823 given, 10,312 received


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.

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
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Jigsaw Trading for this post:
 
(login for full post details)
  #6 (permalink)
Tomsk, Russia
 
Experience: Beginner
Platform: custom
Trading: gold
 
slickiam's Avatar
 
Posts: 272 since Dec 2010
Thanks: 133 given, 433 received


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.

Scientia Libertas Prosperitas
Reply With Quote
 
(login for full post details)
  #7 (permalink)
Perth, Australia
 
 
Posts: 4 since Sep 2018
Thanks: 2 given, 2 received

@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

Reply With Quote
 
(login for full post details)
  #8 (permalink)
Tomsk, Russia
 
Experience: Beginner
Platform: custom
Trading: gold
 
slickiam's Avatar
 
Posts: 272 since Dec 2010
Thanks: 133 given, 433 received


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

Scientia Libertas Prosperitas
Reply With Quote
The following user says Thank You to slickiam for this post:
 
(login for full post details)
  #9 (permalink)
Perth, Australia
 
 
Posts: 4 since Sep 2018
Thanks: 2 given, 2 received


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"

Reply With Quote
The following user says Thank You to TraderDean for this post:
 
(login for full post details)
  #10 (permalink)
Site Sponsor

Web: Jigsaw Trading
AMA: Ask Me Anything
Webinars: Jigsaw Trading Webinars
Elite offer: Click here
 
 
Jigsaw Trading's Avatar
 
Posts: 2,977 since Nov 2010
Thanks: 823 given, 10,312 received



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...

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
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Jigsaw Trading for this post:
 
(login for full post details)
  #11 (permalink)
 
 
mattz's Avatar
 
Posts: 2,487 since Sep 2010
Thanks: 2,425 given, 3,751 received

Every single trader should first see what the data shows on the native application.
Gain Capital shows on Gain Trader
Rithmic Shows on R Trader
CQG shows on CQG Trader, CQG Desktop, etc.

This is where the first reference should be.

All of the above should be the same if they report unfiltered data.

If your 3rd party application shows different data than the native app, then you need to configure it to show what the native does. As far as I know, you can't make a third party application API data to show "better" than the native app as far as I know. Correct me if I am wrong.

Third parties such as Sierra Data (Bar Chart) and DTN IQ could potentially show more accurate data than your data feed. If your third party not configured right to the native API, then consider it.

My statements are general and do not pertain to any 3rd party.

Thank you,
Matt Zimberg
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email support@OptimusFutures.com
Reply With Quote
The following 2 users say Thank You to mattz for this post:


futures io Trading Community Platforms and Indicators Sierra Chart > Data Feed Problem? Different to Jigsaw DOM


Last Updated on March 1, 2019


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Journal Challenge w/$1500 prizes from Topstep!

February
 

Identifying Setups & Targets Using Profile Charts w/Trevor & Tradovate

Feb 25
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts