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Date/Time: Fri, 28 Feb 2025 14:57:36 +0000



messed up Market Depth

View Count: 565

[2021-08-13 09:03:09]
User740709 - Posts: 153
Hello,
Thank you for your software and datafeed that I use.
However it seems that the latest update messed up with the Market Depth Historical Graph study as it now ignores the Input of "Number of Minutes to Extend Last Known Depth). I have had it set up to 1 and still have it but despite that it shows the depth as if I had set it up to 0 for All. The problem now persists even though I install previous version.

Could you please advice?
Thank you.
Regards,
H.
[2021-08-13 16:15:17]
Sierra Chart Engineering - Posts: 104368
We will check on 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
[2021-08-13 16:56:37]
User740709 - Posts: 153
Thank you. Just for you to note, the Msg log contains "Out of order timestamps detected."
All the best.
H.
[2021-08-16 14:10:28]
John - SC Support - Posts: 38261
First, you have us confused by your statements. You state that the issue is with the "Number of Minutes to Extend Last Known Depth", but then you refer to entering values of 1 and 0, which do not make any sense. The default for that field is 60 (meaning 60 minutes) and you would have to set the Input above it for Extend Last Known Depth to Yes in order to actually extend the depth bars where there are none.

But, since you are using the Denali Exchange Data Feed, you can get the historical market depth data for up to the last 15 days. As such, you should rarely have to use the option for Extend Last Known Depth. Refer to the information 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

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