Support Board
Date/Time: Mon, 25 Nov 2024 13:22:16 +0000
Market Depth Historical Graph fails at left edge of chart
View Count: 881
| [2021-02-02 00:42:31] |
| homestar - Posts: 21 |
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Hello, I am using the Market Depth Historical Graph on a chart, with the "Extend Last Known Depth" setting set to "Yes". Please see the screenshot: http://www.sierrachart.com/image.php?Image=1612225750546.png Market depth data is not being displayed at the left edge of the chart. As you can see at the right edge of the chart, where "Trade >> Draw DOM Graph On Chart" is selected, there IS depth of market data available at ALL of the price levels. But the Historical depth of market graph is not displaying data at all of the price levels. I think this is because the "Extend Last Known Depth" setting is only working for the visible depth of market data. When I zoom out on the time-axis, more DOM data becomes visible in the MDHG study. Is there any way to make "extend last known depth" to include previous (not visible) data? I want to prevent this clipping at the left side of the chart. In addition to the above linked screenshot, I have attached an image of my MDHG study settings. Thanks. Date Time Of Last Edit: 2021-02-02 00:45:13
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 2021-02-01-MDHG-settings.png / V - Attached On 2021-02-02 00:37:37 UTC - Size: 21.95 KB - 226 views |
| [2021-02-02 15:20:18] |
| John - SC Support - Posts: 36238 |
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What you are seeing is the normal behavior of the Extend Last Known Depth setting. Once a bar that contains the last known depth is no longer on the screen, then the extended depth data is also removed from the screen. This is described here: Market Depth Historical Graph: Number of Minutes to Extend Last Known Depth (0 for All) It works this way as the drawing is only done for visible bars in the chart. We do not expect that we can change the way this works. Another option that may work for some situations is to force a download of any missing depth data for that period by using the option detailed in Step #9 here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-02-02 15:22:19
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| [2024-03-03 06:39:14] |
| User832812 - Posts: 7 |
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Hi SC Support, Will this ever be addressed? My current workaround is to extend the chart window with MDHG to the left, and placing another chart over the left part, that resolves this but is not very clean and ends in worse performance. |
| [2024-03-04 14:43:28] |
| John - SC Support - Posts: 36238 |
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The solution is to make sure you have the Market Depth data for those times and that the number of levels you display covers the full amount of what you want to see. If you have the actual market depth data, then there is no need to use the "Extend Last Known Depth". If you are using our Denali Exchange Data Feed, then refer to the following for how to get historical market depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-05 04:43:15] |
| User832812 - Posts: 7 |
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I am using a 1 trade per Bar chart, and if I am doing a download of historical market depth data, the gaps will not get filled.
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| [2024-03-05 05:26:39] |
| Sierra_Chart Engineering - Posts: 17172 |
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There will be some gaps, on a 1 Trade Per Bar chart. This can be expected. However, refer to: Market Depth Historical Graph: Downloading Of Historical Market Depth Data 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-07 14:56:18] |
| User832812 - Posts: 7 |
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I have checked and completed the steps in the provided link multiple times, but did not resolve the gaps on a 1 Trade per Bar Chart. Can you clarify your statement about it being expected, will this issue get resolved? |
| [2024-03-07 22:20:02] |
| Sierra_Chart Engineering - Posts: 17172 |
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There is nothing that can be resolved and gaps can be expected. Since there is not always going to be corresponding market depth data, at every chart bar when the chart is set to be one trade per bar.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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