Support Board
Date/Time: Thu, 28 Nov 2024 11:46:03 +0000
Historical Market Depth
View Count: 939
| [2023-04-26 08:18:56] |
| Taryn - Posts: 28 |
|
Hi, I am trying to download some historical market depth, so that I can replay the DOM, and see more levels. If I replay the DOM, from more than 2 days ago, it doesn't show any levels apart from the bif and the ask. I have attached a picture below I have followed the document and instructions on how to download historical market depth, and I have tried multiple times, but it is still not working - https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#DownloadingOfHistoricalMarketDepthData# I have also added the Market Depth Historical Graph to my chart and it only shows data from the last 2 days. I have added a picture below to show this I added the shortcut to add more historical market depth. I clicked on a date from January for example and tried to download it multiple times but still nothing. My Sierra Chart server settings are correct too. Any help would be appreciated. Thank you https://www.sierrachart.com/image.php?Image=1682496971580.png https://www.sierrachart.com/image.php?Image=1682497028542.png |
Attachment Deleted.  Screenshot 2023-04-26 091144.png / V - Attached On 2023-04-26 08:11:55 UTC - Size: 21.66 KB - 82 views |
| [2023-04-26 09:20:58] |
| Sierra_Chart Engineering - Posts: 17201 |
|
What is this setting set to?: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) 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: 2023-04-26 09:21:23
|
| [2023-04-26 10:08:59] |
| Taryn - Posts: 28 |
|
Hi, I am not sure what setting you are referring to. I have the Max Depth levels to 100. I have clicked yes to support downloading historical market depth data, and I 350 for max historical market depth days to download |
| [2023-04-26 13:28:01] |
| Taryn - Posts: 28 |
|
Hi I was just wondering if you had any more help. I think the setting you were asking for was the Maximum historical market depth days to download and I have that set to 350, but the max number of days I get is 2. I have tried all the settings, and read all the instructions on your website but nothing seems to be working. Any help would be appreciated Thank You |
| [2023-04-26 13:34:08] |
| Taryn - Posts: 28 |
|
I added the shortcut too that allows me download depth data from a specific date and time. If I do it after January which is when I clicked it the first time, it says Historical market depth data request for NQM23_FUT_CME is discarded because a matching download is in progress and the new one is not for earlier data When I click on an earlier date and click download depth data from a specific time, it just says triggering next historical data download in queue, but then nothing happens. I have tried reload and recalculating the chart, but then still nothing happens, and it still only shows the market depth from the last 2 days |
| [2023-04-26 13:35:21] |
| Taryn - Posts: 28 |
|
I just tried to reload and recalculate the chart again, and this time it loaded in around 10 days which is more than before, but still not from the date I am asking the chart to do
|
| [2023-04-26 14:09:17] |
| John - SC Support - Posts: 36350 |
|
The following setting controls the number of days for which Market Depth data is displayed: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) And then there is the following setting that controls how far back the Market Depth data will be downloaded (this is actually downloaded for, not displayed, which is controlled by the above): Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-26 15:58:55] |
| Taryn - Posts: 28 |
|
Hi, Thank you that really helped. Now I have all the market depth downloaded and I can see it using the market depth historical graph. But the problem is, its still not showing up on my DOM |
| [2023-04-26 16:09:49] |
| John - SC Support - Posts: 36350 |
|
What exactly is the situation with the DOM? Is this a Chart DOM or Trading DOM? Is this during a replay or live? What is the symbol for which you have an issue?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-27 09:21:50] |
| Sierra_Chart Engineering - Posts: 17201 |
|
If I do it after January which is when I clicked it the first time, it says Historical market depth data request for NQM23_FUT_CME is discarded because a matching download is in progress and the new one is not for earlier data In this case you just have to wait. The data is being downloaded. It can take a long time.
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 |
| [2023-05-03 23:05:44] |
| Taryn - Posts: 28 |
|
Hi, I still have the problem. I have tried every possible solution given on your website and it still does not work. Would I be able to speak to someone 1 on 1 to have some support to fix this problem. It would be much appreciated Thank you |
| [2023-05-04 13:05:01] |
| John - SC Support - Posts: 36350 |
|
What exactly is not showing on the DOM? What do you see. Please give us a screenshot so we can better understand.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-04 13:26:53] |
| Sierra_Chart Engineering - Posts: 17201 |
|
Are you referring to seeing market depth data during a replay?: But the problem is, its still not showing up on my DOM
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 |
| [2023-05-04 13:37:52] |
| Taryn - Posts: 28 |
|
Hi, Yes I am. I have tried every solution and nothing seems to be working. There are times when the market depth will replay on the DOM for about 15 seconds, but then it pauses and makes me reload the chart. But to even get that to happen is very intermittent and happens randomly about 1 in 10 times. So any help would be appreciated to fix this problem. Thank you
|
| [2023-05-04 14:17:01] |
| John - SC Support - Posts: 36350 |
|
If this is a Trade DOM for which you are having troubles, then refer to the following: Replaying Charts: Replaying Trade DOM Windows And also refer to the section below it about replaying Market Depth data. If this is either a Trade DOM or a Chart DOM, then you need to ensure you have the Market Depth data for the timeframe you want to replay. Use the "Market Depth Historical Graph" to see the data on your chart. Make sure the setting for Maximum Market Depth Days to Load is set high enough to see however far back you are wanting. Refer to the following: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) Also, be aware that if you are using a Continuous Futures Contract, and you are going back to a previous contract, then you would have to download the Market Depth Data for previous contracts separately, but opening a chart for that specific contract and then requesting a download of the Market Depth data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-04 15:41:20] |
| Taryn - Posts: 28 |
|
Hi, Yes I have done all of those steps and followed them closely and it still is not showing the market depth when I replay the market. Would I be able to have someone call me to go over it. I would really appreciate it Thank you |
| [2023-05-04 19:49:18] |
| John - SC Support - Posts: 36350 |
|
Is this a Trade DOM or a Chart DOM? Have you used the Market Depth Historical Graph to verify that you have the Market Depth data back to where you want? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-04 20:05:16] |
| Taryn - Posts: 28 |
|
Hi, Its any normal DOM. I have a custom DOM and I have tried it on there, and I have also tried just opening a plain DOM by going to file- open trading DOM And yes I have done the market depth historical graph to verify there is market depth there and it still does not work. I had some people look at it who are very experienced in Sierra charts, and they couldn't fix it and said they have never seen this before I would really appreciate If I could just have a quick call with someone one day to help fix the problem Thank you once again. You guys are very responsive and are so helpful |
| [2023-05-04 20:52:47] |
| John - SC Support - Posts: 36350 |
|
It sounds like this is a Trading DOM. In the chart from which you are starting the replay, what is the "Chart >> Chart Settings >> Data Limiting >> Days to Load for Intraday Chart Type" set to? On the Trading DOM, what is the same setting set to? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-04 21:02:52] |
| Taryn - Posts: 28 |
|
I have tried just replaying the DOM by itself and the market depth does not work If I link it with one other chart it does not work. But if I do have 2 charts, I make sure the number of days to load is always the same. I might do 10 for example. I also make sure the session times are correct too, and still no market depth |
| [2023-05-04 23:12:51] |
| Taryn - Posts: 28 |
|
Hi, I really have tried everything. Would it be possible to have some remote assistance/phone call. I would really appreciate it so much Thank you for always being so helpful |
| [2023-05-05 12:32:01] |
| Taryn - Posts: 28 |
|
Hi, I have tried again all the instructions and help you have given me. I have read everything on your website relating to this problem and it is still not solved. Could I please have some remote assistance. It would be so helpful Thank you very much |
| [2023-05-05 15:41:47] |
| Ed C. - Posts: 117 |
|
Have you tried stopping Sierra, deleting all your market depth data, and restarting Sierra?
|
| [2023-05-05 15:58:11] |
| Taryn - Posts: 28 |
|
Hi, Yes I have tried that and it still did not work. Would it be possible If I could have some remote assistance please Thank you for always being helpful |
| [2023-05-05 17:30:34] |
| John - SC Support - Posts: 36350 |
|
Is there a time today that we can call and take a look?
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: