Adventures In .NET

Here's my LASE $3.78 right now compared to TV $3.57.

I'm using dxFeed. I did clear the data and then backfilled. You can see the premarket on the left side of my MT chart. Is there something else I can try? Here's my chart right now.

Today I noticed a significant discrepancy with VWAP compared to other platforms. If I set VWAP to be only for regular hours, it's even farther off from the others. In this screenshot, TradingView is upper-left, MT is upper-right, Fidelity is lower-left, and Schwab is lower-right. All the others have VWAP at 4.48/4.49, but MT has it at 4.32. I tried clearing all data and refilling with tick data, but that didn't help.

Yeah, I just wish IBKR Lite would have an option to pay a monthly fee for API access. .005/share for Pro is something I want to avoid if I don't have to. I'll give TradeStation a try for a few days next week. If that doesn't work, then I'll try Schwab when it's ready. I have a TD account that's already been transferred to Schwab. It's just not funded at the moment.

That delay at open smoked me today. As a scalper, that's too much of a delay. Any broker recommendations that don't have a delay in fills showing up and have fast fills?

I'll try that tomorrow if it happens again. I was also thinking of toggling between accounts to see if that forced a position refresh, but I didn't think of that at the time.

Today, my fills from Fidelity seemed sometimes to take many seconds to fill and on a few trades, I got terrible fills. For those that use Fidelity, how have your fills been? I've only been using Fidelity through MT for a few days and want to check if this is the norm or an exception. On two occasions today, I also entered into a position via MT, but MT didn't know it. To get out, I either had to restart MT, or jump to Fidelity's website trade, or I could have also used ATP to exit the position. Luckily, the price didn't flush either time that happened. Is there a log or something that I can provide when this happens? I'll start recording my trading for the day so I'll know exactly when this happens again.

Not really. I still want single increments, otherwise, I'm losing some detail. In this screenshot, I increased the increment size, but because way down at 6.24 there's a 38k order, the blue bars are small. With a .01 increment, the red bars are small because of the large orders above the viewable area.

Is there a way to limit the price levels that MT uses to calculate the DOM bar size? I switched to dxFeed L2 and now that there are so many price levels shown on the DOM, when there's a large order that's well off the screen, the colored bar sizes that are on the screen are small and more difficult to visually see relative sizes. I adjusted the max lines setting for L2, but that did not affect the DOM.

Just putting .05 worked, but with TS, the stop seemed to not move with the price very quickly. It had much better movement with Fidelity.

These were both long positions non-options.

I have the following hotkey But when I execute it on my TradeStation sim account, I get the following error. When I execute it on my live Fidelity account, I get this error. Do you know what the problem is?

Agreed, but in my example, dxFeed L1 is more accurate than TS L2. dxFeed L2 is probably faster, so even though it will cost me a bit more, it's probably worth it in the long run. I've also not seen it that off the past few days, so it may have been an issue just at the time. I'm recording both L1 and L2 windows (TS & dxFeed) so I can review the video later.

Looks like I'm going to have to switch to dxFeed for L2. Here's what I'm seeing today. DOM is TS, L2 is dxFeed. I can't deal with this much being off from TS. I don't have BATS and ARCA books on TS, but that doesn't explain the differences here.

Yes, and if I toggle back to TS, it remembers the new values.

This is working now. Thanks!

I'm still seeing this today. My Level II is set to dxFeed, but my DOM is using TradeStation.

Thanks. Yes, they are nifty. Like a cousin to footprint charts.

OK. Took me a sec to find how to get tick data from dxFeed. Looks better now.

Here's a video from today showing the issue with the volume not showing for new candles.

If there's not an open order, does CancelThenSend still send the Cancel order? I'm hoping that MT knows there are no open orders and skips the cancellation so that the Buy/Sell order gets to the market faster.

I've have an issue with candles not showing properly when I have less than 1 minute being displayed. All of the candles show as green without any wicks. But this is only in some instances. If I switch to a symbol that's been gathering data for a while, the candles appear as they should. I have this video to demonstrate.

I think what threw me off is that it includes filtered-out sales (below block filter size) and that ends up highlighting unexpected values. Here's with block filter enabled (lots of ask changes but no highlights). and here's without Thoughts on only applying the colors and borders only to visible orders?

I'm seeing the issue too