Support Board
Date/Time: Mon, 25 Nov 2024 02:04:06 +0000
Market Depth Historical values VS DOM values
View Count: 319
| [2024-04-18 11:20:37] |
| BimmerDK - Posts: 3 |
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Hello Sierra chart I'm having some challenges getting "Market Depth Historical" to show the same values as in the DOM. For example in attached image, at price 5067.50, DOM shows 329 orders but "Market Depth Historical" shows 62 orders. 5063.50, DOM shows 56 orders but "Market Depth Historical" shows 162 prdres. I have tried with Bar Period Type = Days-Mins-Secs-Milliseconds Ber Bar, Bar Period value = 0-1-0 Bar Period Type = Number Of Trades Per Bar, Bar Period value = 1 Bar Period Type = Range Per Bar, Bar Period value = 1 tick How do I make the value in "Market Depth Historical" match better with the value in DOM ? Images https://www.dotmedia.dk/bimmer/SC1.png https://www.dotmedia.dk/bimmer/Config.png Jesper :-) |
 Config.png / V - Attached On 2024-04-18 11:04:02 UTC - Size: 485.66 KB - 53 views Attachment Deleted. |
| [2024-04-18 14:56:09] |
| John - SC Support - Posts: 36238 |
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On the Market Depth Historical Graph you have the Input for "Depth Quantity Type to Display after Last Bar" set to "Maximum Depth". This means that you will only see the maximum depth that was seen at that price level. To see the same quantity that is displayed in the DOM, you need to set this to "Last Depth". Refer to the following: Market Depth Historical Graph: Depth Quantity Type to Display After Last Bar For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-18 17:57:58] |
| BimmerDK - Posts: 3 |
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Changen the "Depth Quantity Type to Display after Last Bar" from "Maximum Depth" to "Last Depth" does not seem to give the big difference in the values between "Market Depth Historical" and DOM. With "Depth Quantity Type to Display after Last Bar" set to "Last Depth", the "Market Depth Historical" has the value of 120 and DOM 318. With "Depth Quantity Type to Display after Last Bar" set to "Maximum Depth", the "Market Depth Historical" has the value of 129 and DOM 311. The values are not exactly the same as it takes me a moment to Apply the settings :-) I want the value of the 300 from the DOM to be reflected on the "Market Depth Historical", and not as now where there is approx. 150% in difference. Jesper :-) |
| Maximum Depth.png / V - Attached On 2024-04-18 17:55:08 UTC - Size: 205.68 KB - 53 views Last Depth.png / V - Attached On 2024-04-18 17:55:17 UTC - Size: 226.92 KB - 60 views |
| [2024-04-18 20:55:53] |
| John - SC Support - Posts: 36238 |
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The discrepancy you are seeing is because you are using a "Trade and Current Quote Symbol" and you must have the option for "Use as Trade Only Symbol" set to "No". Therefore the Market Depth you are seeing in the DOM is from F.US.MESM24 whereas the Historical Market Depth data is from F.US.ESM24. As noted above, the solution is to set the option for "Chart >> Chart Settings >> Symbol >> Use as Trade Only Symbol" to "Yes" in order to have the primary symbol's Market Depth show. There is not a way to have the Historical Market Depth show the data for the "Trade and Current Quote Symbol", in case you were wanting to do this. Refer to the following: Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-19 14:29:53] |
| BimmerDK - Posts: 3 |
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Thanks, that did the trick :-)
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