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[Locked] - _mbo symbol depth not working & question about symbol settings behavior

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[2023-10-06 19:16:15] #1 [Go To First Post]
$tack - Posts: 87
As documented by other users in other threads when I try and have a chart with the _mbo suffix it does not work consistently. I have both Nasdaq Totalview and US Consolidated Tape permissions and running the latest release of Sierra Chart. Basically, more often than not, it will not show the depth in the trade dom. But opening totalview separately with -NQTV suffix will show depth. I'm not really sure how to get it to work consistently. In addition, I feel like i type in new symbols into a chart but do not subsequently see the symbol under symbol settings. Is there some default behavior that is supposed to happen for there to be an entry for a new symbol? thanks

[2023-10-09 15:46:30] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17172
Are you having any problem at the moment? We are not able to reproduce any problem with this. We tested with AAPL_MBO. We connected to each of the available servers providing data and we got market depth each time. Not all stock/equity symbols will be listed and Symbol Settings: In addition, I feel like i type in new symbols into a chart but do not subsequently see the symbol under symbol settings. Instead there is a common pattern for the unlisted ones. 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

[2023-10-10 15:36:18] #4 [Go To First Post]
$tack - Posts: 87
I am primarily looking at TSLA_MBO I was having the issue yesterday and before. I switched data/trade services today and noticed that it was working and I believe I figured out why it was not showing depth. I have a symbol setting of minimum market by order quantity set to 2000. On the -NQTV chart this has the intended effect of filtering out mbo orders below the threshold. However I still see the market depth. When I put the same setting on the _MBO chart it seems to filter out all depth except the first level. I would think the behavior should be consistent across these charts. What is the rule for when a stock is automatically added to the symbol settings list? It seems like TSLA-NQTV was added but TSLA_MBO was not.

[2023-10-10 16:27:07] #5 [Go To First Post]
John - SC Support - Posts: 36238
The Minimum Market by Order Quantity does not have any impact on the standard Market Depth. It only affects the Market by Order Columns. Can you please give us some images of what you are seeing, as it does not sound like what you are seeing should be occurring. Follow these instructions to get us the images: 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

[2023-10-11 03:36:56] #6 [Go To First Post]
$tack - Posts: 87
I will try and attach screenshots tomorrow. But the reproduce on my end is simple. Just add 2000 to the value for TSLA_MBO symbol and the market depth column goes down to depth 1. This does not happen on TSLA-NQTV. Can you see if that happens for you?

[2023-10-11 09:18:11] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 17172
What are you setting to 2000? The minimum market by order quantity? That is not going to have any effect at all on market depth data. We tested this. There is no association at all. 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

[2023-10-11 12:29:41] #8 [Go To First Post]
$tack - Posts: 87
Here is what I noticed in trying to reproduce. The action of just creating a new symbol setting for the TSLA_MBO symbol then removed the depth data. I did not set the minimum market by order quantity to any value. When i disconnect and reconnect, the market depth is gone See images below: https://www.sierrachart.com/image.php?Image=1697026830470.png https://www.sierrachart.com/image.php?Image=1697027034258.png I also duplicated the symbol settings I had for TSLA-NQTV (which shows depth just fine) using the duplicate button. And this also removed the market depth on the chart I also noticed after adding any symbol setting to the TSLA_MBO symbol, once i disconnect and reconnect it does not show any change to the chart, as if it has stopped receiving updates entirely. Other charts will show at yellow banner in the middle saying updating historical data. But the TSLA_MBO chart didn't. Removing the symbol setting entry and then disconnecting and reconnecting the data feed will restore market depth

[2023-10-11 13:52:34] #9 [Go To First Post]
Sierra_Chart Engineering - Posts: 17172
One problem we became aware of is that market by order data is not provided for_MBO symbols from all servers. That will be resolved. No do not do this! This is the source of the problem: I also duplicated the symbol settings I had for TSLA-NQTV You can only duplicate _MBO symbol settings and then disable pattern matching. 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: 2023-10-11 13:53:05

[2023-10-11 18:12:20] #10 [Go To First Post]
$tack - Posts: 87
Can you give an example of what symbol settings should look like for _MBO symbol? I don't need to duplicate settings from -NQTV, understood. But even when I just create a new symbol setting and add nothing for TSLA_MBO, it does not show market depth. All I want to do is filter minimum market by order quantity. But maybe I don't know what the other settings should be... thanks

[2023-10-12 21:50:52] #11 [Go To First Post]
Sierra_Chart Engineering - Posts: 17172
This is a difficult question. You really need to duplicate one of the existing _MBO symbols like ??_MBO and then set to No Uses Pattern Matching. 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

[2023-10-17 19:11:31] #12 [Go To First Post]
methodtrades - Posts: 46
One problem we became aware of is that market by order data is not provided for_MBO symbols from all servers. That will be resolved. Is there a way to tell if this is the issue I'm experiencing as well. As well as when we could expect a fix if there is a server issue? It seems often my TSLA_MBO and APPL_MBO symbols (maybe others), do also not load market depth data. I've tried with and without trade symbols attached, with default ????_MBO symbol settings. Thank you.

[2023-10-17 22:13:42] #13 [Go To First Post]
John - SC Support - Posts: 36238
vg.trades: You should not be having an issue with this at this time. If you are still having an issue then first we would like to see your Message Log by following these instructions. Make sure you are not getting the market depth when you do the following: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Close all of the Chartbooks with "File >> Close All Chartbooks". Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about one symbol only. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-10-21 21:55:59] #14 [Go To First Post]
$tack - Posts: 87
Duplicating from the ????_MBO symbol settings and then making appropriate changes seems to solve most of my issues so far. I have had an issue where after making some changes, the chart seems to freeze but maybe it had to do with some settings I put in the per symbol settings. I thought it might be related to disconnecting/reconnecting. But I still need to test more to be certain.

[2023-10-24 20:59:28] #15 [Go To First Post]
methodtrades - Posts: 46
I'll try duplicating ????_MBO for each symbol as well. As right now it seems this randomly occurs, and I can't figure out why. When I follow the instructions from post 13 above, it loads the depth data. Then, I reopen the same Chartbook that was just not showing the MBO depth, and it works. It's pretty confusing. I'll keep playing with it and see if I can pinpoint the issue eventually and report back.

[2023-12-20 19:56:19] #16 [Go To First Post]
methodtrades - Posts: 46
After a ton of testing I think I finally figured out the cause of my intermittent issues getting the book depth to display in DOM on _MBO symbols. If I have a chart in my chartbook that has the "Market Depth Historical Graph" study loaded, it will not load the depth for that symbol. Oddly, if I load the chart dom first without the study, (and it loads the depth correctly as mentioned above), THEN I add the study, everything works fine. I've reproduced this multiple times, and is definitely the cause of my specific issue. I'm still on build 2561, so not sure if this has been fixed, but didn't see anything in the release log about it. @John if you would like more details for a possible bug investigation, let me know. Happy to assist. EDIT: Also, upon further investigation, it seems that having other charts, studies (not even market depth studies), loaded in the chartbook will also sometimes cause the chart dom to not display market depth. So it's not just limited to the market depth study. However, the market depth study is the most direct, consistent, and easily reproducible issue. That can be seen just by one chart dom in the chartbook, and having no studies (works fine) or load with the market depth study (stops proper depth load). Hopefully this is something that is just happening to me, but sharing here in case it's a larger issue that others are reproducing. And FWIW, I have zero issues on CME books with all the same types of charts and studies. This only happens when connected to the IB service/API via SC, not if I'm connected only to SC DATA. Date Time Of Last Edit: 2023-12-20 21:08:07

[2023-12-20 23:54:46] #17 [Go To First Post]
methodtrades - Posts: 46
I will be sending you a message log for analysis now. It has some odd lines in there that may be helpful in diagnosing. Really appreciate any help here as this is a significant issue for me. Steps I've taken to get here: 1: Fresh install of SC 2568 2: Connected to my SC account 3: Loaded a chart dom for TSLA_MBO 4: Added the Historical Market Depth Study 5: Disconnect/reconnect to ensure reload - Market depth displays properly at this point 6: Enter my IB details, connect to that data/trade service 7: Convert symbols as prompted - Market depth does not load on the chart DOM. Basically as detailed above, depth loads fine when only connected to SC. When connected via IB, depth does not display when there is a historical market depth study, or other charts that may also cause a break. Steps above were to simplify things. Date Time Of Last Edit: 2023-12-20 23:56:03

[2023-12-21 13:56:47] #18 [Go To First Post]
John - SC Support - Posts: 36238
Please check the setting for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds". Please let us know if this is set to "Yes" or "No". We know it may sound like an odd question, but the fact that you say that you only have this problem when connected to Interactive Brokers really do not make any sense, unless the above is set to "No". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-12-21 17:44:58] #19 [Go To First Post]
methodtrades - Posts: 46
It is set to yes

[2023-12-21 20:48:49] #20 [Go To First Post]
John - SC Support - Posts: 36238
Please get us an image of what you are seeing after you go through the steps you mention. Follow these instructions to get us an image: 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

[2023-12-22 16:34:39] #21 [Go To First Post]
methodtrades - Posts: 46
Here is the image you requested (IB connected, with market depth study on the chart): https://www.sierrachart.com/image.php?Image=1703262580688.png -- Here is an additional image showing the same chart and settings on the SC Data service only, with the market depth study. This is also how it looks when I connect to IB, with no market depth study on the chart: https://www.sierrachart.com/image.php?Image=1703262781456.png

[2023-12-27 15:44:05] #22 [Go To First Post]
John - SC Support - Posts: 36238
Please do the following: - Select "Global Settings >> Symbol Settings". - On that page, deselect the option at the top for "Use Custom Symbol Settings Values". In other words, make sure there is NOT a checkmark next to this. - Select OK to close that window. Then try this again and let us know if you have the same issue. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-12-28 18:42:47] #23 [Go To First Post]
methodtrades - Posts: 46
Completed - no change in underlying issue unfortunately.

[2024-01-12 06:49:18] #24 [Go To First Post]
methodtrades - Posts: 46
Has the SC team been able to look into this any further or tried reproducing the issue?

[2024-01-16 20:36:18] #25 [Go To First Post]
Sierra_Chart Engineering - Posts: 17172
Are you still having a problem currently with this? And if so what symbol? Is the problem that you do not see market depth data for _MBO symbols? Does this happen with all symbols or just some symbols sometimes. Are you able to see market depth for _MBO symbols when using SC Data-All Services? 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: 2024-01-16 20:40:25

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