Support Board
Date/Time: Wed, 27 Nov 2024 06:51:22 +0000
RE: Market Depth
View Count: 340
| [2023-09-08 14:51:20] |
| User426308 - Posts: 18 |
|
Hi, Having an issue with Market Depth, using Bid & Ask Depth Bars, that started just this morning. There is extreme volatility/range on the individual bars, even going out to 1000 levels. I'm charting this on a 5 second chart. Had no issues until today. Thanks. |
| [2023-09-08 15:36:54] |
| John - SC Support - Posts: 36309 |
|
Please give us an image of what you are seeing by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) And please tell us the symbol for the chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-08 15:53:43] |
| User426308 - Posts: 18 |
|
Yesterday's Market Depth: https://www.sierrachart.com/image.php?Image=1694188156577.png Today's Market Depth: https://www.sierrachart.com/image.php?Image=1694187995319.png Symbol is ESU23_FUT_CME The only reason I can think of this happening is that we're getting close to roll-over and maybe Market Depth is getting a bit "wacky" but I've never had this happen before. |
| [2023-09-08 17:07:54] |
| John - SC Support - Posts: 36309 |
|
We are seeing similar data ourselves, so this is nothing to do with your data in particular. We can not say why it is the case, but it is what it is.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-08 17:29:15] |
| User426308 - Posts: 18 |
|
I hope, "It is what it is" becomes, "It was what it was" after rollover because if it doesn't revert back to what it was, my methodology is gonna have a big problem. First it was the loss of the $OEX and the S&P Indexes (replaced by thousands of basically worthless indexes) and now this... Trading is hard enough without dealing with these impediments. |
| [2023-09-19 17:12:02] |
| Sierra_Chart Engineering - Posts: 17190 |
|
If there is any unusually high market depth quantity values, significantly further out, you can filter those out by reducing the number of market depth levels: Sierra Chart Server Settings: Max Depth Levels (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: 2023-09-19 17:12:20
|
To post a message in this thread, you need to log in with your Sierra Chart account: