Support Board
Date/Time: Thu, 28 Nov 2024 17:40:53 +0000
Missing Market Depth Historical Graph At Certain Times
View Count: 1312
| [2023-02-15 16:14:42] |
| Stav - Posts: 104 |
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Hi John, SC I've been noticing that my Market Depth Historical Graph (MDHG)stops displaying at certain times, today from 9:58 - 10:30 NY time I have configured my trading Time Zone Settings to New York (-5EST/-4EDT)in Global Settings and my and my chart settings > session times to Start 09:30:00 /End 16:14:59. Also 16:15- 09@29:59 for the ETH overnight session. The other studies are fine just the MDHG. Is there any reason why this happens? Kind Regards Stephen |
| [2023-02-15 17:50:10] |
| John - SC Support - Posts: 36350 |
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Is Sierra Chart not connected to the data feed during that time for any reason? And what exactly are your Session Times set to? Try to download the historical market depth data by following the instructions at step #8 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 |
| [2023-02-15 18:23:13] |
| Stav - Posts: 104 |
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Hi John, Sierra Chart is connected to data feed during my session times as all the other studies - CVD, graphs footprints bid/ask are all updating. My session times are : Day 09:30 - 16:14:59 Evening 16:15 - 09:29:59 And with trading Time Zone Settings to New York (-5EST/-4EDT)in Global Settings. I must confess I had a few of the graphs and studies set to Day Session Start Time 18:00:00 Session End Time 17:00:00???? Not sure why. Have set all session times now as above and consistent throughout each study and chart. Hope this will cure the problem now. Thanks a lot John. Kind Regards Stephen |
| [2023-02-15 19:39:03] |
| Stav - Posts: 104 |
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Hi John, SC Problem still persists, can't think why all charts studies set wit same session times and Global trading Time Zone Settings to New York (-5EST/-4EDT). I'll try and check everything. Thanks. Kind Regards Stephen |
| [2023-02-15 21:22:40] |
| John - SC Support - Posts: 36350 |
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Please give us a screenshot of what you are seeing so we can make sure we are fully understanding. Follow the instructions at the following link to get us a screenshot: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-15 22:20:10] |
| Stav - Posts: 104 |
|
Hi John, Please see two images first with Market Depth Historical Graph, second without it. Many thanks. Kind Regards Stephen |
 ESH23-CME[M] 100 Volume #8 2023-02-15 12_28_00.966.png / V - Attached On 2023-02-15 22:18:19 UTC - Size: 72.49 KB - 91 views ESH23-CME[M] 100 Volume #8 2023-02-15 12_33_27.512.png / V - Attached On 2023-02-15 22:18:34 UTC - Size: 58.71 KB - 84 views UploadImage.png / V - Attached On 2023-02-15 22:19:33 UTC - Size: 39.54 KB - 80 views |
| [2023-02-15 22:29:13] |
| John - SC Support - Posts: 36350 |
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The first image (ESH23-CME[M] 100 Volume #8 2023-02-15 12_28_00.966.png) is showing something very interesting. The bar data is in the chart, but the MDHG is showing the information for "After Last Bar" within the data. The only way we can think for this to occur is if your system had just downloaded historical data, which will be up to the current time. Since you are then on the Delayed Streaming Data, the current price information and market depth data is behind where the chart bars are located. It would then take 10 minutes for that data to "catch up". But we really are not sure exactly what is occurring. Please make sure you have the system running for at least 10 minutes and see if your MDHG is at the end of your chart as it is supposed to be. If you are then missing some data for the MDHG, then try to redownload the missing data using the information we provided before. Otherwise, if you are getting this kind of situation occurring frequently, where things are simply not lining up and you have not been disconnected at all, then let us know and we'll have to figure out where to go next. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-16 00:19:31] |
| Stav - Posts: 104 |
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Hi John, Really appreciate your time and help on this. I will take the necessary steps as you have suggested. Just to say did try the steps you suggested before and a few times it did populate the missing MDHG bars. Will see what The can be do tomorrow and let me you know. Many thanks. Kind Regards Stephen |
| [2023-02-16 14:56:45] |
| Stav - Posts: 104 |
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Hi John, Problem still persist, not sure what to do. I am right clicking and using the - Confirm Market Depth Download for ESH23-CME starting at 2023-02-16 09:36:18 984002 but it still doesn't populate with the MDHG data. All my time settings are as above, very strange. I also connect and disconnect SC data feed but still nothing, strange that all the other studies are working fine though. Not sure how we can move forward on this. Please see screen shots. Thank you for your help Kind Regards Stephen |
| ESH23-CME[M] 100 Volume #8 2023-02-16 09_45_36.244.png / V - Attached On 2023-02-16 14:56:21 UTC - Size: 35.29 KB - 77 views ESH23-CME[M] 100 Volume #8 2023-02-16 09_54_12.448.png / V - Attached On 2023-02-16 14:56:32 UTC - Size: 38.93 KB - 69 views |
| [2023-02-16 15:02:23] |
| Stav - Posts: 104 |
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Hi John, SC Just to add from last message to you at 14:56:21 (UK time) now its showing the MDHG data, but not sure when it will stop again, see new image. Thanks. Kind Regards Stephen |
Attachment Deleted. ESH23-CME[M] 100 Volume #8 2023-02-16 09_58_21.665.png / V - Attached On 2023-02-16 15:02:05 UTC - Size: 49.22 KB - 71 views |
| [2023-02-16 16:38:08] |
| Stav - Posts: 104 |
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Hi John SC, Just to say working okay so far now. So maybe like you say its a catchup problem relating to my delayed feed Thanks. Stephen |
| [2023-02-16 18:40:28] |
| John - SC Support - Posts: 36350 |
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It also makes us wonder if you are having connectivity issues during the day which are causing the missing data. Check your Message Log and look for items that say things like "Windows Error Code....". Let us know if you have any of these and give us a copy of the full line if you do.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-17 00:14:43] |
| Stav - Posts: 104 |
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Hi John, Thank you. The reason why I didnt check the connectivity route was because the limit orders are populating the DOM and all the others studies are fine. Of course I will check this tomorrow, thanks again for your help. Kind Regards Stephen |
| [2023-04-04 16:10:11] |
| Stav - Posts: 104 |
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Hi Sierra Chart, I'm not sure what's occurring. I have Market Depth Data on my DOM but the Market Depth Historical Graph stop updating limit orders at random times. It takes a while. I have to disconnect then connect and then use the Download Depth Data From Date-Time then it gets in sync again. Not sure what this happens. Kind Regards Stephen |
| [2023-04-04 17:45:54] |
| John - SC Support - Posts: 36350 |
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Next time this occurs, please give us a screenshot so we can see what is occurring. Also let us know the symbol of the chart (just in case it is not obvious in the image).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-04 17:58:49] |
| Stav - Posts: 104 |
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Hi John, Of course will do. I'm using ESM23 June S&P mini futures. Thank you. Kind Regards Stephen |
| [2023-04-12 14:15:18] |
| Stav - Posts: 104 |
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Hi Sierra Chart, The problem with my MDHG is occurring fairly regularly. I've checked the message log and there is no mention of download error (No windows error code). MY instrument is ESM23 - June S&P mini futures. Global trading Time Zone Settings to New York (-5EST/-4EDT). Session Times: - 9:30 - 16:30 (Day) 16:31 - 09:29:59 The limit Bid/offers on the DOM different from MDHG please see screenshot below. It becomes in sync when I Download Depth Data from Date-Time but not always, strange. I've check my internet coonection and it seem fine and so really not sure why this is happening. Kind Regards Stephen |
| Screenshot (206).png / V - Attached On 2023-04-12 14:11:31 UTC - Size: 179.15 KB - 76 views |
| [2023-04-12 15:39:48] |
| John - SC Support - Posts: 36350 |
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What is the Input for Depth Quantity Type to Display After Last Bar set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-12 16:52:04] |
| Stav - Posts: 104 |
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Hi John, It is set to Last Depth, should this be set to to Maximum Depth? Number Of Minutes To Extend Last Known Depth - This is set to 60. Again maybe I should det this to 0 for all? Thanks for your help. Kind Regards Stephen |
| [2023-04-13 14:28:49] |
| John - SC Support - Posts: 36350 |
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Having the "Depth Quantity Type to Display After Last Bar" set to "Last Depth" should give you a match between the Market Depth Historical Graph and the DOM. Please get us a chartbook with that chart in it so we can take a look. We do not know why you are not getting a match. Follow these instructions to get us the chart: 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 |
| [2023-04-13 14:44:25] |
| Stav - Posts: 104 |
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Hi John, Yesterday I set Number Of Minutes To Extend Last Known Depth to 0 (all) and the MDHG is displaying all the time so far. I will send you a chartbook the next time when No MDHG showing or when the MDHG and DOM are not displaying same data for limit order depth. Thanks for your help. Kind Regards Stephen |
| [2023-04-13 19:07:35] |
| Stav - Posts: 104 |
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Hi John, Please see attached chartbook 4. I have deleted all other studies not relevant. It shows how the bid/offer limit orders in the MDHG do not correspond to those shown in DOM. Many thanks. Kind Regards Stephen |
 Chartbook4.Cht - Attached On 2023-04-13 19:07:19 UTC - Size: 7.3 KB - 171 views |
| [2023-04-13 20:28:47] |
| John - SC Support - Posts: 36350 |
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If you can, please give us a screenshot of what you are seeing so we can match up the time.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-14 14:29:45] |
| John - SC Support - Posts: 36350 |
|
What we think is occurring is related to the fact that you are using the Delayed Market Depth data. As such, when you first start the system, or anytime you force a download of the data, the data itself is downloaded to the current time, and that is what you are seeing in the Market Depth data in the Market Depth Historical Graph. But the DOM is showing the delayed Market Depth data. So there will be a discrepancy between the data until the 10 minute delay has passed. After that point, the data should match up. Please take a look at this and let us know if it matches what you see. It does for us, using your Chartbook (and our own). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-14 16:10:51] |
| Stav - Posts: 104 |
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Hi John, Okay I will check this, please ignore a screen shot image that I sent earlier, this was in error as I pressed the wrong button. I will sent you a chart file with just the relevant DOM and MDHG when I see a real discrepancy and a screenshot so that you see the time frame. I've noticed that the DOM updates quicker than the MDHG, again like you say maybe due to my delayed feed. Thanks as always for your help. Kind Regards Stephen |
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