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Date/Time: Wed, 26 Feb 2025 14:07:27 +0000



Why market depth work when I'm live in a Symbol but not when I change symbol

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[2021-05-17 15:03:32]
GravisHTG - Posts: 306
I dont have level 2 of any kind. But At least I get the last bid ask of my price and that is enough for me.

I wonder why , I don't have historical 0 bid ask.

Another point is that , what I had real time , stays.


thanks in advance.
Date Time Of Last Edit: 2021-05-17 16:25:34
[2021-05-17 17:42:53]
John - SC Support - Posts: 38172
We really do not understand what you are trying to ask.

You are signed up for the U.S. Equities data from us. That exchange does NOT include the Level 2 market depth data, but, as you state, it does include the Best Bid and Ask.

Please give us some additional information on what you want to know.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-17 19:45:55]
GravisHTG - Posts: 306
ok , I just upload 2 files ,

One is aapl that I just load, you can see that their is no Market depht on old source but it print with live feed.

On the This file , its TSLA that i have a lot of data on as I am trading it at the moment.

I am just wondering why , It print the data on live feed but not when I load a ticker.
And that Printed data I get when I'm live, Stay in the system.

thanks.
imagenew symbol aapl.PNG / V - Attached On 2021-05-17 19:41:37 UTC - Size: 30.67 KB - 165 views
imagethis.PNG / V - Attached On 2021-05-17 19:41:42 UTC - Size: 37.83 KB - 172 views
[2021-05-17 19:53:39]
John - SC Support - Posts: 38172
What you are seeing is just the accumulation of the Best Bid and Ask data. If you turn on the Quantity display, you will see that the numbers are going to be very low in comparison to what it should be with the full market depth, since what you are seeing is an accumulation of just 1's.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-17 20:02:15]
GravisHTG - Posts: 306
I see , but it still give me a clue that I like ( I cant have level 2 with any feed at the moment. )

So I wonder why Its not showing when the data is there but its showing in Live market.
[2021-05-17 20:05:36]
John - SC Support - Posts: 38172
Because you are getting the Level 1, Best Bid and Best Ask data. Since you have the Market Depth Historical Graph on, then that is enough to tell the system to record the data. But that data is not available historically. Therefore, you get it when you are connected, but not when you are not.
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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