Support Board
Date/Time: Fri, 22 Nov 2024 12:00:14 +0000
Limit Bid Ask DOM
View Count: 368
| [2024-05-04 09:14:44] |
| Tin43 - Posts: 90 |
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I got a DOM configuration. I can see Bid Ask market orders but I can't see limit orders in their respective columns. Maybe I have to update my SC package? When price trade up or down i can see the markets orders, but limits orders on both sides, only shows a 1, either on the bid or the ask. thanks in advance! |
| [2024-05-05 15:32:33] |
| John - SC Support - Posts: 36203 |
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You do not need to change you package. You are on the "Base Advanced" package, which gives you access to the real-time data for FOREX, CFD, Crypto Currency and Market Statistics, as well as the Delayed Streaming data for the CME Group, EUREX, CFE, and U.S. Equities. The issue is most likely about the particular symbol you are viewing. There is no market depth data for FOREX, CFD, or U.S. Equities, and some crypto currencies have the market depth and some do not. What is the symbol of your chart? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-05 16:41:23] |
| Tin43 - Posts: 90 |
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That's the problem... It's the E mini SP500. Maybe it's because i'm replaying it? I'm in replay mode? |
| [2024-05-05 22:03:31] |
| Tin43 - Posts: 90 |
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As you can see in the image... https://www.sierrachart.com/image.php?Image=1714946479354.png I set the Dom to Continuos future Contract. 120 days to load. New york session times. |
| [2024-05-06 14:08:23] |
| John - SC Support - Posts: 36203 |
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Refer to the following regarding replaying Market Depth data: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-12 10:40:08] |
| Tin43 - Posts: 90 |
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Seems i cant solve this. https://www.sierrachart.com/image.php?Image=1728727987190.png I load 60 days on the data limiting and on the Dom market depht. Replaying of Market Depth Data creates me lots of doubts. Do i need to download it? It says "can be", dont know if i "have to". Market Depth data can be forced to be stored as it is received by setting the Symbol Settings for a particular symbol to have the option for Record Market Depth Data set to Yes. Follow the Instructions to edit the symbol settings. Do i need this? I want to load a DOM like I do with charts, Continuos future contract. X days to load, Date rollover etc... but being able to see limits orders. Which i can't right now. Thanks! |
| [2024-10-14 13:36:19] |
| John - SC Support - Posts: 36203 |
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You need to have the Market Depth actually stored on your system for the dates/times you are replaying. You may not have all of the Market Depth data for this period, and given what you are seeing, you definitely do not. Use the "Market Depth Historical Graph" to see where you have Market Depth data and where you do not. Refer to the following: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph You can then download missing historical market depth data (for the past 180 days) by following these instructions: Market Depth Historical Graph: Downloading Of Historical Market Depth Data This is all covered in the information here: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-15 08:12:18] |
| Tin43 - Posts: 90 |
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BIG thanks!!!
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| [2024-10-21 11:38:56] |
| Tin43 - Posts: 90 |
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One more question please... I did all of the above. Works fine. Only one thing. I got a 1 minute chart ZNZ24, Continuos Futures Contract Date Rule Over. Use number days to load, Days to load: 90. Market Depth, Days to load:90. I got as well a DOM ZNZ24 with the SAME setting on Chart Settings. And in the 1 minute chart, the Market Depth Historical Graph. The problem is, despite going to the Beginning of the chart (2024-07-24) and right clicking and selecting Download Depth Data from Date and Time.. It only plots (the study) 1 month of data. (levels blue and yellow), there is nothing plotted before 2024-09-22. To resume, from 2024-09-22 till today, everything is fine, plotted. From 2024-07-24 to 2024-09-22 it shows nothing. I am missing something, right? |
| [2024-10-21 17:15:58] |
| John - SC Support - Posts: 36203 |
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When you select the option to download market depth data, it is only going to do this for the current front contract. It does not download any missing market depth data for previous contracts. Therefore, to get that data, you would need to open a chart for the specific contract you want and then download the market depth data for that contract. Repeat for the different contracts that make up the Continuous Futures Contract you are using. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-21 20:48:16] |
| Tin43 - Posts: 90 |
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So you mean i have to open another 1 minute chart? Or the same chart with ESU24 first, download the market depth data, and then load ESZ24 and download it again? Thanks beforehand! |
| [2024-10-21 20:59:58] |
| John - SC Support - Posts: 36203 |
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It would be easiest to open another chart for ESU24 and download the Market Depth data for that contract, and then repeat for other contracts for which you want to download the Market Depth data for. Then you can close those other charts and display the Market Depth data in the Continuous Futures Contract chart. You can view the Market Depth data in the Continuous Futures Contract chart, but you can not specifically download the market depth for previous contracts in it. Those you have to do separately. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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