Login Page - Create Account

Support Board


Date/Time: Thu, 06 Mar 2025 18:53:37 +0000



Estimated Que position has stopped working in Replay

View Count: 792

[2022-01-23 01:49:58]
Woodzy - Posts: 35
Yesterday after market close, market replay mode was showing estimated Que position working as expected with downloaded depth data. Annoyingly today I load the same DOM and data but the Que position is not working, and I'm always EP 1 no matter the depth.

Full market depth is downloaded and appears in the DOM and I tested another symbol, it only seems a problem with ES (please see attached image). Any ideas what's happened?
image2022-01-23_01-47-38 est que.png / V - Attached On 2022-01-23 01:48:31 UTC - Size: 327.54 KB - 154 views
[2022-01-23 04:50:31]
Sierra Chart Engineering - Posts: 104368
If you modify one of those orders do you see a higher value for the estimated position?
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
[2022-01-23 18:22:22]
Woodzy - Posts: 35
No that makes no difference. I leave this for now, its the only time I had this issue, and I've had no problems on Live Sim for that symbol.
[2022-01-29 13:29:06]
Woodzy - Posts: 35
Sorry to come back to this, but the same again this weekend. I have downloaded some depth data to replay and once again estimates que position doesn't work on ES or CL, but is fine for UB for some reason Tenton connection. I changed from Tenton connection to SC Data All services and downloaded depth and tick data which worked but I would rather not have to do this for replay, changing connection and doubling the amount of data downloaded, translate symbols etc.

Also when downloading depth data is there a way to limit the amount of levels and therefore reduce the file size? I notice that hundreds of levels of depth are being downloaded even though I have limited setting to 10 levels. If I start recording my market depth data live will that only record the 10 levels of depth and therefore give me smaller file sizes? Please see image attached.
image2022-01-29_13-11-52 est que sc data tenton.png / V - Attached On 2022-01-29 13:28:46 UTC - Size: 615.01 KB - 155 views
[2022-02-01 13:47:33]
Sierra_Chart Engineering - Posts: 18669
We will determine what the cause is. Might be related to the Price Multiplier setting. That would be the only reasonable explanation.

Also when downloading depth data is there a way to limit the amount of levels and therefore reduce the file size?
There is no way to control this. This really probably would be impossible to control.
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
Date Time Of Last Edit: 2022-02-01 20:04:40
[2022-02-07 23:08:17]
Sierra Chart Engineering - Posts: 104368
This is resolved in version 2353.
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
Date Time Of Last Edit: 2022-02-07 23:08:29

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account