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Date/Time: Fri, 07 Feb 2025 18:25:38 +0000



Market depth levels overlapping on DOM replay

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[2020-06-01 21:48:41]
User283129 - Posts: 30
Hello support team,
The market depth levels are always overlapping when I replay, any idea if this is fixable?
I have SC version 2115. I tried also to downgrade to version 2113 but the problem still exists.
I've attached a screenshot of the issue.
imagedepth_replay.png / V - Attached On 2020-06-01 21:47:13 UTC - Size: 53.2 KB - 298 views
[2020-06-02 05:04:09]
Sierra Chart Engineering - Posts: 104368
That definitely should not be occurring. Tell us the Date-Time and time zone of the chart which is being replayed when this is occurring. We need these specific details.

And then we need the market depth data file for that date. Folder: \Data\MarketDepthData

File format:
[symbol].[UTC date].depth.


Attach it here as a zip 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

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Date Time Of Last Edit: 2020-06-02 05:05:01
[2020-06-02 12:03:28]
User283129 - Posts: 30
This is occurring during the replay of the yesterday cash session open for ES and NQ.
So the date is 2020-06-01, time 09:30:00 EST. Timezone of both DOMs is New York (-5 EST/-4 EDT).
In the attached zip file you have the market depth data files (recorded from Denali data feed) and also the chartbook that I am using for the replay. Thanks.
Private File
[2020-06-04 06:38:59]
Sierra Chart Engineering - Posts: 104368
We were able to reproduce this and we are developing a solution. We are not totally sure of the cause yet but we will figure it out.
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
[2020-06-05 23:43:53]
Sierra Chart Engineering - Posts: 104368
This is now resolved in the latest prerelease.
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
[2020-06-07 22:01:16]
User283129 - Posts: 30
Thanks guys, I downloaded version 2117 and tried to replay the cash open of Friday 2020/06/05 and the overlapping issue seems ok.
After that I tried again to replay the cash open of Monday 2020/06/01 and I was unable to get it. Even if I have the .depth files (the same that I sent you in previous message) the replay jumped to 2020/06/04 at 18:00:00 as shown in the attached picture. I tried 3-4 different times for the same day 2020/06/01 but I was never able to get them. It is always jumping to 020/06/04 at 18:00:00.
Private File
[2020-06-08 02:24:47]
Sierra Chart Engineering - Posts: 104368
Refer to:

Market Depth Historical Graph: Market Depth Historical Graph Not Displaying

In particular check this setting:
Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu)
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

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