Support Board
Date/Time: Fri, 24 Jan 2025 17:39:07 +0000
bid & ask depth bars
View Count: 1880
| [2018-07-23 14:48:09] |
| Todd - Posts: 62 |
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Every so often, my bid & ask bar indicator is losing its history and being cleared to 0. I get occasional disconnects from my trading service (bmex), but the problem doesn't seem to be aligned to those timestamps.
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| [2018-07-23 18:10:18] |
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Set the study to use the Historical Market Depth data instead. This is explained here: Bid & Ask Depth Bars: Inputs Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-07-23 19:16:05] |
| Todd - Posts: 62 |
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That seems to be an inferior option in terms of the data presented. Also, changing to that value did not repopulate any values further back in time. What I want to know is why there can be hundreds of bars in the study, and then suddenly they are wiped out and reset to zero. Thanks. |
| [2018-07-23 20:29:40] |
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Also, changing to that value did not repopulate any values further back in time. Once you start using the historical market depth data and you maintain a connection to the data feed, the data accumulates and is stored.What I want to know is why there can be hundreds of bars in the study, and then suddenly they are wiped out and reset to zero. Thanks. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-07-23 20:55:53] |
| Todd - Posts: 62 |
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I don't see which part of that link pertains. I read before I even opened this ticket. Please explain further.
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| [2018-07-23 21:05:59] |
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Refer to: Bid & Ask Depth Bars: Inputs Specifically to this subsection: Source Data >>Time and Sales We really cannot provide any further help on this. If you are using the Time and Sales data there are limitations with that data and eventually we will remove that option. If the study is not useful for you, then do not use it. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-07-23 21:23:10
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| [2018-07-23 21:22:50] |
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The link given in post #6 may not have gone to the right location on that page. It will now. We had done some updates to the page.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-07-24 01:55:19] |
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So the documentation says you need to increase the Number of Stored Time and Sales Records but that still may not be sufficient for what you are looking for. We will look near-term into seeing how we can use the historical market depth data, to create candlestick bars for this study. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-07-24 04:35:42] |
| Todd - Posts: 62 |
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Thank you for scheduling that feature/fix. I did set the T&S records to the maximum amount, which seemed to be 120k. As you noted, that did not help. |
| [2019-01-17 00:13:46] |
| User153269 - Posts: 7 |
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We will look near-term into seeing how we can use the historical market depth data, to create candlestick bars for this study.
Has there been or will there be any further progress made on this? Thanks. |
| [2019-01-17 02:08:10] |
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No. This is actually quite involved. We do not know when we will be able to get to it and we would put no reliance on it being done anytime soon.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-01-17 02:08:46
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