Support Board
Date/Time: Thu, 28 Nov 2024 17:56:36 +0000
Market Depth Data on Replay
View Count: 372
| [2023-04-12 23:54:01] |
| Delta Tango Foxtrot - Posts: 32 |
|
I have Package 11, CME Market Depth data. I have added the Market Depth Historical Graph to my chart. I have reviewed and followed the steps laid out here: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying When I click the setting for the Market Depth Historical Graph, nothing is available within the Subgraph section. Also I'm trying to replay data from a previous contract. MNQH23 - Looking to playback days in March. Could my data subscription not include historical market depth data? Something else wrong? Thanks. Date Time Of Last Edit: 2023-04-13 01:37:40
|
| [2023-04-13 15:03:35] |
| John - SC Support - Posts: 36350 |
|
There are no subgraphs associated with the Market Depth Historical Graph as it does not use that method for the data. Are you saying that when you add the Market Depth Historical Graph to the chart that you do not get anything displayed like it should? Refer to the following: Market Depth Historical Graph: Introduction Also, when you first add the Market Depth Historical Graph, you probably will not have had any historical market depth data saved, so it would not be unusual to only get data starting from when you first add the study. With regards to replaying Market Depth data, refer to the following: Replaying Charts: Replaying of Market Depth Data It is possible to download historical Market Depth data. Refer to the following: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Note that in order to download data for a previous contract, you will have to open a chart for that specific contract and download the data within that chart. Then it will be available in a Continuous Futures Contract 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 15:38:38] |
| Delta Tango Foxtrot - Posts: 32 |
|
Hi John, Thanks for the reply. I'll go through those pages to see if there's anything I haven't tried, but it feels like I've viewed every post on the topic and tried pretty much every step. With the MDHG Study on a chart (even current day), the study does not show anything, nor moving back in history. So it would seem, I do not have Market Depth Data. When adding the study to a chart, I do see an indicator saying it's downloading the historic data (which takes a while), but after it completes, nothing shown for the MDHG study. This seems like it was working last week prior to switching over to a paid Package 11 and the Teton CME (with Market Depth) data. Thanks. |
| [2023-04-13 16:02:21] |
| John - SC Support - Posts: 36350 |
|
What is the symbol of the chart for which you are having an issue?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-13 16:35:21] |
| Delta Tango Foxtrot - Posts: 32 |
|
Historical -For Replay was looking at MNQH23_FUT_CME - Had replay set to days early in March. Current Chart: MNQM23_FUT_CME Date Time Of Last Edit: 2023-04-13 20:17:00
|
| [2023-04-13 20:21:40] |
| John - SC Support - Posts: 36350 |
|
As noted in the information to replay Market Depth, you need to have the market depth stored on the system. The first thing to do is to ensure that you are getting this done. To do so, for any symbol for which you will be wanting to replay Market Depth data, go to the "Symbol Settings" for that symbol and set the option for Record Market Depth Data to Yes. Before closing the Symbol Settings window, make sure the option in the upper left corner for Use Custom Symbol Settings Values has a checkmark next to it, otherwise the symbol settings you changed will not go into effect. Then select File >> Disconnect followed by File >> connect to Data Feed. This will not record the market depth for those symbols so when you run a replay, you will have the data available. The next thing to do is to download historical market depth for the issue you are having right now. Follow the instructions at the following link to setup the ability to get the historical Market Depth Data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also check the setting for Global Settings >> Sierra Chart Server Settings >> General >> Max Historical Market Depth Data To Download and that it is set high enough for how far back you want your market depth data. Then, as specified in Step #8 of the above, you will want to scroll back to where you want to get Market Depth Data from and right-click and select the option for Download Depth Data from Date-Time. In order to get the data for a previous contract, you will need to open the specific contract and go through the process of scrolling back and right-clicking and selecting Download Depth Data from Date-Time. Once you go through all of this, you should be good. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-13 21:07:29] |
| Delta Tango Foxtrot - Posts: 32 |
|
Record Market Depth Data to Yes. - Check Use Custom Symbol Settings Values has a checkmark next to it - Check select File >> Disconnect followed by File >> connect to Data Feed - Check Downloading Of Historical Market Depth Data Make sure you are running an up-to-date version of Sierra Chart - Check Unless you are specifically wanting to use the Delayed Exchange Data Feed, make sure Allow Support for Sierra Chart Data Feeds is enabled. - Check Select Global Settings >> Sierra Chart Server Settings. Set the Support Downloading Historical Market Depth Data option to Yes. - Check Set the Maximum Historical Market Depth Days to Download setting to the number of days you want to download. - Check Then, as specified in Step #8 of the above, you will want to scroll back to where you want to get Market Depth Data from and right-click and select the option for Download Depth Data from Date-Time. - Check - This seems like it did absolutely nothing...didn't seem to download / show any form of activity. n order to get the data for a previous contract, you will need to open the specific contract and go through the process of scrolling back and right-clicking and selecting Download Depth Data from Date-Time. - Check Also performed If for some reason the downloaded market depth data is not displaying in the chart, then select Chart >> Reload and Recalculate to load it in. - Check |
| [2023-04-13 21:43:39] |
| John - SC Support - Posts: 36350 |
|
After you select the option for Download Depth Data from Date-Time, you will not see anything on the screen, but if you look in the Message Log, you will see information about getting the market depth data. It can take a few minutes (or longer, depending on how much data you requested to download) for the data to download, when it does, the chart will reload. You really should have the Market Depth Historical Graph on the chart so you can see when the data is loaded.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: