Support Board
Date/Time: Thu, 06 Feb 2025 19:21:45 +0000
Market Depth Historical Graphh Issue
View Count: 1357
| [2020-04-28 15:01:57] |
| Chris_uk - Posts: 89 |
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Hi, I am having a problem with Market Depth Historical Graph. When price trades through liquidity it remains on the graph (first screenshot) A few minutes later it updates (second screenshot) This keeps happening, has never been an issue previously. http://www.sierrachart.com/image.php?Image=1588085647427.png http://www.sierrachart.com/image.php?Image=1588085792570.png I am using version 2091 64 bit with the SC delayed data feed. Many Thanks |
| [2020-04-28 18:19:10] |
| User48838 - Posts: 121 |
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I have seen a similar situation, but i have a lot of studies on my chat and am trying to determine if one of those studies is exacerbating the situation.
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 2020-04-28_13-47-10.png / V - Attached On 2020-04-28 18:18:53 UTC - Size: 28.06 KB - 234 views |
| [2020-04-28 19:32:10] |
| Chris_uk - Posts: 89 |
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Hi, Another example of the graph not updating. http://www.sierrachart.com/image.php?Image=1588102296484.png http://www.sierrachart.com/image.php?Image=1588102537206.png It is updating in the DOM and market depth window.. Many Thanks Date Time Of Last Edit: 2020-04-28 19:35:49
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| [2020-04-28 19:37:11] |
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It looks like Sierra Chart was disconnected from the data feed from around 15:34:00 to 15:45:18. Historical market depth data is not provided when disconnected from the data feed.
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 |
| [2020-04-28 19:39:13] |
| Chris_uk - Posts: 89 |
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It was not disconnected, everything continues as per usual, apart from this study. Other charts and numbers bars all continue to work. The Chart DOM also continues to function Thanks Date Time Of Last Edit: 2020-04-28 19:40:16
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| [2020-04-28 19:41:00] |
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With the Market Depth Historical Graph study set this Input to show the quantities so we can see the values: Market Depth Historical Graph: Show Quantity Numbers 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: 2020-04-28 19:41:42
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| [2020-04-28 19:41:00] |
| User48838 - Posts: 121 |
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Same here, never disconnected, trades were still coming thru on Denali.
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| [2020-04-28 19:46:38] |
| Chris_uk - Posts: 89 |
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They remain the same, but they continue to update on dom and market depth window http://www.sierrachart.com/image.php?Image=1588103116357.png it has been starting and stopping all day, no issue previously as stated earlier Thanks |
| [2020-04-28 19:55:23] |
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One thing to do is to go into the /Data/MarketDepthData folder within the Sierra Chart installation folder and locate the market depth data file for that symbol for the current date and see if it is getting larger every few seconds. You will have to open the Properties window for it to actually see the current size. In the Chart Settings window, what is Market Depth set to? This is on the Main settings tab. And does the problem get resolved when you reload Chart >> Reload Chart? 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: 2020-04-28 19:57:17
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| [2020-04-28 20:02:35] |
| User48838 - Posts: 121 |
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My Market Depth is 10 with Denali, I will watch the file size tomorrow and get back to you. In the study I have the Max Levels to Display In:16 set to 0=Max
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| [2020-04-28 20:02:49] |
| Chris_uk - Posts: 89 |
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At the moment the file size is increasing as it suddenly started working again. I will have to check that again next time it stops. http://www.sierrachart.com/image.php?Image=1588103618769.png Market depth is set to 10, but I think this is being overridden, 100 levels are being displayed. I will have to try reloading the chart next time it stops. Thanks |
| [2020-04-28 20:14:10] |
| Chris_uk - Posts: 89 |
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Ok, it has happened again, now the numbers you asked me to enable have stopped displaying on the graph, as can be seen in the screenshot. http://www.sierrachart.com/image.php?Image=1588104606624.png The depth file stops increasing in size, reload and recalculate does not resolve. This time it started when I disconnected and reconnected the feed. Thanks edit: now it has disappeared completely http://www.sierrachart.com/image.php?Image=1588104743592.png |
| [2020-04-28 20:17:40] |
| Chris_uk - Posts: 89 |
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Suddenly comes back, the feed was connected and i was watching the DOM etc http://www.sierrachart.com/image.php?Image=1588105078314.png Thanks Date Time Of Last Edit: 2020-04-28 20:18:19
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| [2020-04-28 20:18:00] |
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It sounds like some kind of file system problem where the data is just not getting written to the file at times. It would be very unlikely to be a problem within Sierra Chart. Might be a good idea to run a check disk on your storage drive and make sure there is enough space. Check the Window >> Message Log for any error messages related to that particular market depth file. 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: 2020-04-28 20:19:52
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| [2020-04-28 20:22:16] |
| Chris_uk - Posts: 89 |
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seems strange that the other user commenting in the thread has the same issue though I will check the log thanks |
| [2020-04-28 20:31:40] |
| Chris_uk - Posts: 89 |
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I can trigger the problem by starting and stopping the feed. When it reconnects it stops updating. http://www.sierrachart.com/image.php?Image=158810549466.png I can't find any errors relating to market depth in the log I have 46 gb free Thanks Date Time Of Last Edit: 2020-04-28 20:34:09
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| [2020-04-29 10:25:06] |
| User48838 - Posts: 121 |
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I am not sure if this is the example you were looking for re the MarketDepthData file but this is what i see when it is stuck right now. First shot shows the Market Depth Historical Graph stuck and the file size at 34,511, the 2nd shows the study still stuck and file size has increased to 34,557
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| 2020-04-29_6-19-13.png / V - Attached On 2020-04-29 10:24:39 UTC - Size: 148.27 KB - 240 views 2020-04-29_6-21-05.png / V - Attached On 2020-04-29 10:24:50 UTC - Size: 155.08 KB - 228 views |
| [2020-04-29 10:27:45] |
| User48838 - Posts: 121 |
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Another bar formed and the study is still stuck while the file size increased.
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| 2020-04-29_6-26-50.png / V - Attached On 2020-04-29 10:27:40 UTC - Size: 138.77 KB - 218 views |
| [2020-04-29 11:06:48] |
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Regarding posts #17 and #18, it is really impossible for us to analyze this from this perspective. You are presenting fragments of very complex information and there is so much complexity behind it, that it reveals no useful information at all. And your issue may very well be different than the other user. And the method by which you are determining the file size is not reliable. It can only be checked through the Properties window, and you have to open it each time you want to check it. This whole thing is very unusual because we have never heard of this before. Do not post anything further. We need to think 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: 2020-04-29 11:09:16
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| [2020-04-29 14:29:06] |
| Chris_uk - Posts: 89 |
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I continued to experience the issue throughout last night and this morning. I have now upgraded to Pre-release version 2096 (from 2091) This appears to have resolved the issue. Previously I could also trigger the problem by stopping and starting the data feed, this no longer occurs. Thanks Date Time Of Last Edit: 2020-04-29 14:30:02
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| [2020-04-29 20:20:10] |
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There have been no changes which would cause or resolve this issue, in any version recently and we mean going back at least 6 months. Updating to prerelease 2096 is irrelevant to the issue.
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: 2020-04-29 20:20:22
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| [2020-04-30 11:34:02] |
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Regarding post #17 could you please provide that chart by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart We need to see if this is related to settings. In regards to the original post, we need to add additional logging related to 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 |
| [2020-04-30 16:29:59] |
| User48838 - Posts: 121 |
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re post 17, i have some studies on their that are password protected, i am asking the developer how to permission you for those studies, ty i will post asap |
| [2020-04-30 16:35:33] |
| User48838 - Posts: 121 |
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Here is the chartbook, if you need permissions, the developer will provide what you need, please advise. This chart usually requires a dom with pulling stacking but the instructions said to only copy the main chart to the new chartbook. |
 MarketDepthIssues.Cht - Attached On 2020-04-30 16:34:33 UTC - Size: 216.72 KB - 277 views |
| [2020-04-30 17:28:39] |
| User48838 - Posts: 121 |
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FYI, I run that chart in sub instance 2, all by itself
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