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[User Discussion] - Market Depth

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[2013-04-08 19:46:08] #1 [Go To First Post]
moonmist - Posts: 127
Hi, I installed Sierra Chart on a new computer. Then, I transferred the setting and data from the old computer according to help topic 15. I get the data feed from Interactive Brokers. The new and old computer are runing Windows 7 32-bit and Windows 7 64-bit, respectively. When I open a TradeDOM on the old computer, there are ten levels of bid/ask price. However, there is only one level, when running Sierra Chart on the new computer. Any idea to fix this problem ? Thanks.

[2013-04-08 21:16:29] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Please refer to this section and see if it helps: http://www.sierrachart.com/index.php?l=doc/IB.php#MarketDepth 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

[2013-04-08 22:08:28] #3 [Go To First Post]
moonmist - Posts: 127
So far, I cannot find anything helpful in the above section. The Trade ---> "Show Depth" option is always inactivated. I cannot turn it on or off. I did notice one potential problem: I did not check the version number of Sierra Chart before transferring the setting and data files, that is, my old computer had the current version installed, whereas the new computer had the pre-released (newer) version. Would it cause any issues ? Date Time Of Last Edit: 2013-04-08 22:16:29

[2013-04-08 22:17:44] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No it would not. At the time you have a problem, please post a copy of the Message Log, by following these steps: https://www.sierrachart.com/index.php?l=PostingInformation.php#log 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

[2013-04-08 23:29:27] #5 [Go To First Post]
moonmist - Posts: 127
The following is a copy of the message log, after opening a TradeDOM for CLK3 on my new computer. There is only one level for the ask or bid price. ====================================================================== Software version: 961 \| 2013-04-08 19:21:43 Current Service Package: 1 \| 2013-04-08 19:21:43 Usage end date: 2013-05-02 \| 2013-04-08 19:21:43 Active service: Interactive Brokers \| 2013-04-08 19:21:43 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2013-04-08 19:21:43 2013-04-08 19:21:43 Local computer clock time \| 2013-04-08 19:21:43 2013-04-08 23:21:43 GMT time \| 2013-04-08 19:21:43 2013-04-08 19:21:43 Time zone adjusted time \| 2013-04-08 19:21:43 Time difference to server time: 1 seconds. \| 2013-04-08 19:21:43 Program path: C:\SierraChart\ \| 2013-04-08 19:21:43 Data Files path: C:\SierraChart\Data\ \| 2013-04-08 19:21:43 OS Version Number: 6.1 \| 2013-04-08 19:21:43 Connecting to data and trade server: localhost port 7496... \| 2013-04-08 19:21:49 Using client version 46. Waiting for acceptance... \| 2013-04-08 19:21:49 TWS server version: 67 \| 2013-04-08 19:21:49 Connected to IB data and trade server. \| 2013-04-08 19:21:49 Next valid order ID: 1 \| 2013-04-08 19:21:49 Message from IB: Market data farm connection is OK:cusfuture. IB Error Code: 2104. Request ID: -1. \| 2013-04-08 19:21:49 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. \| 2013-04-08 19:21:49 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. \| 2013-04-08 19:21:49 Next valid order ID: 1 \| 2013-04-08 19:21:49 Starting updates for: CL-201305-NYMEX \| 2013-04-08 19:21:49 Subscribing to real-time True Data for symbol: CL SecType: FUT Exchange: NYMEX Currency: \| 2013-04-08 19:21:49 Subscribing to symbol: CL SecType: FUT Exchange: NYMEX Currency: \| 2013-04-08 19:21:49 HD Request # 1 - Downloading Intraday chart data for CL-201305-NYMEX to the file CL-201305-NYMEX.scid. Service: ib \| 2013-04-08 19:21:49 HD Request # 1 - Starting date and time: 2013-04-08 18:06:17 \| 2013-04-08 19:21:49 HD Request # 1 - Requesting a total of 0 days and 9332 seconds. \| 2013-04-08 19:21:49 HD Request # 1 - IB Backfill - Seconds requested: 9332. Seconds Remaining: 0. \| 2013-04-08 19:21:49 HD Request # 1 - Requesting 9332 Seconds of data at 30 secs with ending Date-Time at 2013-04-08 20:31:49 for CL-201305-NYMEX \| 2013-04-08 19:21:49 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. \| 2013-04-08 19:21:50 HD Request # 1 - Processing historical data message from TWS \| 2013-04-08 19:21:50 HD Request # 1 - Receiving Intraday data for CL-201305-NYMEX starting at 2013-04-08 16:11:00 \| 2013-04-08 19:21:50 HD Request # 1 - Timestamp of first Intraday data file record written: 2013-04-08 18:06:30 \| 2013-04-08 19:21:50 HD Request # 1 - Received 292 records and wrote 151 records from 2013-04-08 16:11:00 to 2013-04-08 19:21:30. \| 2013-04-08 19:21:50 HD Request # 1 - Received 292 records from 2013-04-08 16:11:00 to 2013-04-08 19:21:30 (3.2 hours) and wrote 151 records for CL-201305-NYMEX \| 2013-04-08 19:21:52 HD Request # 1 - Intraday download COMPLETE for CL-201305-NYMEX \| 2013-04-08 19:21:52 Real-time intraday chart data file updates started for CL-201305-NYMEX \| 2013-04-08 19:21:52 IB Trading service: Requesting Trade Positions for account: U171939 \| 2013-04-08 19:21:54 Requesting market depth updates for: CL-201305-NYMEX if supported. \| 2013-04-08 19:21:54 IB Trading service: Received Trade Positions download end message. \| 2013-04-08 19:21:54 Date Time Of Last Edit: 2013-04-08 23:29:53

[2013-04-09 00:29:45] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Please post an image of the Trade DOM, by following the instructions here: https://www.sierrachart.com/index.php?l=PostingInformation.php#Image 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

[2013-04-09 01:10:33] #7 [Go To First Post]
moonmist - Posts: 127
The following is an image of the TradeDOM for CLK3: http://www.sierrachart.com/image.php?l=1365469771516.png

[2013-04-09 01:44:32] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This really appears as though the Trader Workstation is not providing any market depth data beyond the best bid and ask. 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

[2013-04-09 03:07:45] #9 [Go To First Post]
moonmist - Posts: 127
When I open a TradeDOM for a futures contract on the old computer, a) the best bid and ask appear first. b) the other eighteen price levels will then appear seconds later. On the new computer, b) simply does not occur.

[2013-04-09 11:09:14] #10 [Go To First Post]
moonmist - Posts: 127
Regarding Trader Workstation, it uses a 64-bit JRE on the new computer, and a 32-bit JRE on the old computer.

[2013-04-09 21:03:24] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK, still thinking about this issue. We do not think the difference between a 32-bit or 64-bit Java runtime environment would matter. 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

[2013-04-09 21:38:49] #12 [Go To First Post]
moonmist - Posts: 127
By the way, you are right about the setting and data files from the old computer. They are not the culprits. I deleted all the files related to Sierra Chart, and then did a complete re-installation on the new computer. Same problem !! Date Time Of Last Edit: 2013-04-09 22:27:37

[2013-04-09 21:57:10] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Select Chart >> Open Market Depth Window. If you only see one level of depth, and based upon the Message Log, then this is a clear indication the Trader Workstation is not sending additional depth levels. You will need to ask Interactive Brokers about this. 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: 2013-04-09 21:57:32

[2013-04-10 00:31:07] #14 [Go To First Post]
moonmist - Posts: 127
Hi, I opened the Market Depth Window on the new computer, and only saw one level of depth. Instead of using the standalone version, I logged on to Trader Workstation via a web browser. When I open a TradeDOM for CLK3, I can see ten levels of bid/ask price. This problem seems to be related to Trader Workstation. Date Time Of Last Edit: 2013-04-10 00:36:10

[2013-04-10 00:34:54] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, this is what we have said. 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

[2013-04-11 19:15:37] #16 [Go To First Post]
Snecek_ - Posts: 5
Let me enter into this subject. I have similar issue, but IB TWS is showing me correctly Market Depth, but Sierra isn't. That's why I think it is Seirra Chart issue. You can see on attached screenshot IB TWS market depth and Sieera Chart one. SC is connected through API. Before updating to ver. 963 I hadn't this issue. http://www.sierrachart.com/image.php?l=1365707378770.png Please help to solve.¨ T.

[2013-04-11 19:34:38] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is doubtful the problem is on the Sierra Chart side. Please post a copy of the Message Log, by following these steps: https://www.sierrachart.com/index.php?l=PostingInformation.php#log 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

[2013-04-11 20:08:50] #18 [Go To First Post]
Snecek_ - Posts: 5
Hi log is here for your refference. Software version: 963 \| 2013-04-11 22:03:44 Current Service Package: 3 \| 2013-04-11 22:03:44 Usage end date: 2013-08-22 \| 2013-04-11 22:03:44 Sierra Chart Historical Data Service is included. \| 2013-04-11 22:03:44 Active service: Interactive Brokers \| 2013-04-11 22:03:44 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) \| 2013-04-11 22:03:44 2013-04-11 22:03:44 Local computer clock time \| 2013-04-11 22:03:44 2013-04-11 20:03:44 GMT time \| 2013-04-11 22:03:44 2013-04-11 22:03:44 Time zone adjusted time \| 2013-04-11 22:03:44 Time difference to server time: 0 seconds. \| 2013-04-11 22:03:44 Program path: C:\SierraChart IB\ \| 2013-04-11 22:03:44 Data Files path: D:\SW - portable\SierraChard IB\Data\ \| 2013-04-11 22:03:44 OS Version Number: 6.1 \| 2013-04-11 22:03:44 Connecting to data and trade server: localhost port 7496... \| 2013-04-11 22:03:50 Using client version 46. Waiting for acceptance... \| 2013-04-11 22:03:50 TWS server version: 67 \| 2013-04-11 22:03:50 Connected to IB data and trade server. \| 2013-04-11 22:03:50 HD Request # 1 - Downloading Intraday chart data for GBL-201306-DTB to the file GBL-201306-DTB.scid. Service: ib \| 2013-04-11 22:03:50 HD Request # 1 - Starting date and time: 2013-04-11 21:55:41 \| 2013-04-11 22:03:50 HD Request # 1 - Requesting a total of 0 days and 5289 seconds. \| 2013-04-11 22:03:50 HD Request # 1 - IB Backfill - Seconds requested: 5289. Seconds Remaining: 0. \| 2013-04-11 22:03:50 HD Request # 1 - Requesting 5289 Seconds of data at 30 secs with ending Date-Time at 2013-04-11 23:13:50 for GBL-201306-DTB \| 2013-04-11 22:03:50 Next valid order ID: 1 \| 2013-04-11 22:03:50 Message from IB: Market data farm connection is OK:eurofarm. IB Error Code: 2104. Request ID: -1. \| 2013-04-11 22:03:50 Message from IB: Market data farm connection is OK:usfuture.us. IB Error Code: 2104. Request ID: -1. \| 2013-04-11 22:03:50 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. \| 2013-04-11 22:03:50 Message from IB: HMDS data farm connection is OK:ushmds.us. IB Error Code: 2106. Request ID: -1. \| 2013-04-11 22:03:50 Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. \| 2013-04-11 22:03:50 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. \| 2013-04-11 22:03:50 Next valid order ID: 1 \| 2013-04-11 22:03:50 HD Request # 1 - Processing historical data message from TWS \| 2013-04-11 22:03:51 HD Request # 1 - Receiving Intraday data for GBL-201306-DTB starting at 2013-04-11 20:36:30 \| 2013-04-11 22:03:51 HD Request # 1 - Timestamp of first Intraday data file record written: 2013-04-11 21:56:00 \| 2013-04-11 22:03:51 HD Request # 1 - Received 175 records and wrote 16 records from 2013-04-11 20:36:30 to 2013-04-11 22:03:30. \| 2013-04-11 22:03:51 IB Trading service: Requesting Trade Positions for account: \| 2013-04-11 22:03:55 IB Trading service: Received Trade Positions download end message. \| 2013-04-11 22:03:55 HD Request # 1 - Received 175 records from 2013-04-11 20:36:30 to 2013-04-11 22:03:30 (87.0 minutes) and wrote 16 records for GBL-201306-DTB \| 2013-04-11 22:03:57 HD Request # 1 - Intraday download COMPLETE for GBL-201306-DTB \| 2013-04-11 22:03:57 Starting updates for: GBL-201306-DTB \| 2013-04-11 22:03:57 Subscribing to real-time True Data for symbol: GBL SecType: FUT Exchange: DTB Currency: \| 2013-04-11 22:03:57 Subscribing to symbol: GBL SecType: FUT Exchange: DTB Currency: \| 2013-04-11 22:03:57 Real-time intraday chart data file updates started for GBL-201306-DTB \| 2013-04-11 22:03:57 HD Request # 2 - Downloading Intraday chart data for TF-201306-NYBOT to the file TF-201306-NYBOT.scid. Service: ib \| 2013-04-11 22:03:57 HD Request # 2 - Starting date and time: 2013-04-11 21:56:01 \| 2013-04-11 22:03:57 HD Request # 2 - Requesting a total of 0 days and 5276 seconds. \| 2013-04-11 22:03:57 HD Request # 2 - IB Backfill - Seconds requested: 5276. Seconds Remaining: 0. \| 2013-04-11 22:03:57 HD Request # 2 - Requesting 5276 Seconds of data at 30 secs with ending Date-Time at 2013-04-11 23:13:57 for TF-201306-NYBOT \| 2013-04-11 22:03:57 HD Request # 2 - Processing historical data message from TWS \| 2013-04-11 22:03:58 HD Request # 2 - Receiving Intraday data for TF-201306-NYBOT starting at 2013-04-11 20:46:00 \| 2013-04-11 22:03:58 HD Request # 2 - Timestamp of first Intraday data file record written: 2013-04-11 21:56:30 \| 2013-04-11 22:03:58 HD Request # 2 - Received 156 records and wrote 15 records from 2013-04-11 20:46:00 to 2013-04-11 22:03:30. \| 2013-04-11 22:03:58 HD Request # 2 - Received 156 records from 2013-04-11 20:46:00 to 2013-04-11 22:03:30 (77.5 minutes) and wrote 15 records for TF-201306-NYBOT \| 2013-04-11 22:04:04 HD Request # 2 - Intraday download COMPLETE for TF-201306-NYBOT \| 2013-04-11 22:04:04 Starting updates for: TF-201306-NYBOT \| 2013-04-11 22:04:04 Subscribing to real-time True Data for symbol: TF SecType: FUT Exchange: NYBOT Currency: \| 2013-04-11 22:04:04 Subscribing to symbol: TF SecType: FUT Exchange: NYBOT Currency: \| 2013-04-11 22:04:04 Real-time intraday chart data file updates started for TF-201306-NYBOT \| 2013-04-11 22:04:04 Requesting market depth updates for: TF-201306-NYBOT if supported. \| 2013-04-11 22:04:40

[2013-04-11 20:44:33] #19 [Go To First Post]
moonmist - Posts: 127
I installed Trader Workstation standalone version: TWS 936.9 ( Apr 9 2013 ) http://individuals.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2FinstallationInstructions.php on the new computer, and the market depth problem disappeared. Unfortunately, I do not subscribe to the NYBOT data feed from Interactive Brokers, and hence cannot open a TradeDOM for TF futures. For Sierra Chart, the software version is 961. Date Time Of Last Edit: 2013-04-11 20:46:48

[2013-04-12 07:30:54] #20 [Go To First Post]
Snecek_ - Posts: 5
For sure I have NYBOT data subscribed. I checked out TWS versions and using TWS ver. 936.9 Market Depth in SC is OK. Using Latest TWS ver. 937.2 Market Depth in SC SW show only the best Bid & Ask.

[2013-04-12 12:11:00] #21 [Go To First Post]
moonmist - Posts: 127
If memory serves: The latest TWS version 937.2 also gave me only the best bid and ask on the TradeDOM for CLK3 and ESM3. After un-installing it and re-installing version 936.9, everything is fine.

[2013-04-13 02:39:09] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Therefore it sounds like you just need to use a prior TWS version. They may have changed something causing a problem. 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

[2013-04-15 20:31:45] #23 [Go To First Post]
FGBL07 - Posts: 19
I have reported this bug here: http://www.elitetrader.com/vb/showthread.php?s=&postid=3780851#post3780851 and IB claims to have resolved it in a new version. Have not yet tested it.

[2013-07-25 16:57:17] #24 [Go To First Post]
imdtrader - Posts: 26
I am testing market depth in TWS 939.2 and also do not get more than last bid/ask. Can please anyone confirm that uses TWS 936.9 or 939.2 and market depth works? Thank you.

[2013-07-25 21:51:27] #25 [Go To First Post]
moonmist - Posts: 127
US futures market is closed now. But I did get correct market depth on the TradeDOM for ESU3 and CLU3 between 8:00 AM and 4:00 PM Eastern Time today. I am using TWS version 936.9f ( Standalone version ) PS: Globex session just started, and I can see 10 levels of bid/ask for CLU3 and ESU3. Date Time Of Last Edit: 2013-07-25 22:09:33

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