Support Board
Date/Time: Wed, 05 Mar 2025 02:24:05 +0000
Market Depth His Graph
View Count: 1365
| [2021-12-14 15:12:11] |
| conr - Posts: 204 |
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Version 2333, ESh22. Someone has been constantly moving a heavy bid and ask a couple of points away from the market. I circled the bid/ask areas. If you notice the market depth historical graph where I circled, the graph is not keeping up with the bid/ask changes. Is this normal?
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| Attachment Deleted. |
es_LI.jpg| [2021-12-14 16:36:32] |
| John - SC Support - Posts: 38380 |
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Is your chart scrolled all the way to the end? We can not see the indicator in the bottom right corner to know if it is or not. Refer to the following to know if you are scrolled to the end or not: Working With Charts: Chart Settings Indicators at Lower Right of Chart If it is scrolled to the end, then make sure you are displaying the Last depth and not the Max depth for the Market Depth Historical Graph. Refer to the following: Market Depth Historical Graph: Use Last Quantity Instead Of Max Quantity For Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-14 16:55:27] |
| conr - Posts: 204 |
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Yes, it is all the way to the end(green indicator). And it is set to Last Depth.
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| [2021-12-14 18:14:16] |
| John - SC Support - Posts: 38380 |
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Please get us a chartbook with just that chart in it, so we can take a look at how it is setup. Refer to the instructions at this link for how to do this: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-14 19:30:34] |
| conr - Posts: 204 |
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File attached
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 ES.cht - Attached On 2021-12-14 19:29:37 UTC - Size: 5.01 KB - 222 views |
| [2021-12-15 15:38:23] |
| conr - Posts: 204 |
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I've been changing the 'actual color thresholds' numbers and it's definitely dragging. I'm assuming I sent you the correct chartbook chart?
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| [2021-12-15 16:44:23] |
| John - SC Support - Posts: 38380 |
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We are working on it. It looks like there may be something in the Market Depth Historical Graph code that is not setting the Maximum depth correctly. But we need to spend some more time on it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-16 15:41:36] |
| John - SC Support - Posts: 38380 |
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The problem came up with the latest release where we introduced a few changes to the Market Depth Historical Graph. The particular issue is that it is not picking up the proper Maximum/Minimum depths when using Actual Values for the Threshold Levels. We are working on a fix and will let you know when we have it ready. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-20 19:36:33] |
| John - SC Support - Posts: 38380 |
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The fix for this will be in the next Pre-Release (v 2337). When available, you can upgrade using the Fast Upgrade option. Refer to the following: Software Download: Fast Update For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-22 15:10:05] |
| conr - Posts: 204 |
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Downloaded 2337 and there is still a delay. Looks like a delay on percent value as well.
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| [2021-12-23 15:40:29] |
| John - SC Support - Posts: 38380 |
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Please give us a screenshot of what you are seeing by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-03 14:44:44] |
| conr - Posts: 204 |
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https://www.sierrachart.com/image.php?Image=1641220635582.png I have the threshold levels set to 160. You can see on the ask the yellow highlight. I believe it was at 168 before it went to 152. ( I think those were the numbers. I can't see the image).
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| [2022-01-03 14:47:09] |
| conr - Posts: 204 |
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It was 151 . After I submitted the above image, I noticed a level 164 on the bid. No color added yet.
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| [2022-01-03 23:00:35] |
| John - SC Support - Posts: 38380 |
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We see the level of 164 in the Bids. We would need to have a copy of that chart to see the settings in order to be able to figure out what is happening. Refer to the following for how to get us a Chartbook with the one chart in it: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-05 15:15:55] |
| conr - Posts: 204 |
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File attached
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| Chartbook2.Cht - Attached On 2022-01-05 15:14:31 UTC - Size: 4.75 KB - 169 views |
| [2022-01-05 15:49:02] |
| conr - Posts: 204 |
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Please keep in mind, the screen shot I sent you had 160, 160, 160 set for threshold levels. The chartbook I sent you I forgot to set to those levels.
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| [2022-01-05 16:01:28] |
| John - SC Support - Posts: 38380 |
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We do not know exactly what caused the issue as shown in the original image you provided. When we look at your chartbook, everything looks good, even when we change the Actual Threshold Levels to 160, 160, 160. Here is an image of what we see: https://www.sierrachart.com/image.php?Image=1641398067500.png As you can see, the two values that are over 160 are yellow, as expected (there is a value of 695 at a price of 4810 that is keeping these values as yellow instead of more towards red). The one change we made was to turn off the Input for Extend Last Known Depth. This is the only item we can think of that might have caused what you saw. It's possible that the value of 164 had become "stale" as far as our system saw it, and therefore it was trying to extend the last known depth from before that value. We do not know for sure, but this is the only logical explanation we can come up with. Really, there is no reason to enable the option of Extend Last Known Depth with the Denali data, as this is really for periods where you do not have the depth data, but since we now send out the historical market depth data with our Denali Exchange Data Feed, then this situation should not come up and hence you should not need it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-05 16:14:40] |
| conr - Posts: 204 |
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John, did you watch the level after it went below 160? In other words, if say it went from 160 to 155, did the color drop off at the same time or the 5-6 seconds like I'm getting? Also, pay attention to how quickly the color updates once 160 or above hits.
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| [2022-01-05 17:03:32] |
| John - SC Support - Posts: 38380 |
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I watched the levels and they would change immediately when the levels went above or below the 160 point. Please update to the latest Pre-Release, as we are wondering if you might not have the latest updates we made to the Market Depth Historical Graph. Then see if you still have issues and let us know. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-06 14:59:20] |
| conr - Posts: 204 |
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Running 2341. It's a bit faster but still several seconds.
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| [2022-01-06 16:03:43] |
| John - SC Support - Posts: 38380 |
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Are you saying that you eventually see the updates to the Market Depth Historical Graph, but they are a little behind what you are seeing in the DOM? Did you set the Input for Extend Last Known Depth to No? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-06 16:12:27] |
| conr - Posts: 204 |
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Correct. Say for example I set all 3 threshold levels to 150. The ask on the DOM shows 200 at a price. It will take upwards of 5-6 seconds for color to update on the MDHG. Same thing if those orders drop below 150. Will take upwards of 5-6 for color to update.
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| [2022-01-06 17:38:16] |
| John - SC Support - Posts: 38380 |
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First - ensure that the Input for Extend Last Known Depth is set to No. Then, change your Actual threshold values to 50, 100, 150. Let us know if you still see the delay. We do not, but we are wondering if this might be something to do with how the levels are chosen and you might just be seeing a particular situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-06 18:37:04] |
| conr - Posts: 204 |
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This is a great shot. Look at price level 4696 and look at the DOM. A 100 on the ask. The MDHG is not only black for the 100 orders but black above and below. It took several seconds for the colors to fill in. Settings are 50, 100, 150. I already had Extend Last Known Depth set to No. https://www.sierrachart.com/image.php?Image=1641493523505.png |
| [2022-01-06 18:40:37] |
| conr - Posts: 204 |
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Here is another shot. This time with all thresholds set to 40. Look at the black on the MDHG in the 4697 area. https://www.sierrachart.com/image.php?Image=1641494267857.png |
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