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Date/Time: Sun, 24 Nov 2024 19:06:09 +0000



Problem with displaying market depth historical graph

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[2024-05-15 16:52:19]
User715695 - Posts: 7
Hello,

For some reason the number of market depth levels displayed on my chart goes from full market depth ( all resting orders at every price point ) to just displaying maybe 30-40 levels under and above current price.

Basically everything works fine for a couple of hour but then at the end of the trading day levels just disappear. I've noticed that even if i zoom in/zoom out or move the chart left or right it goes from full market depth to just 30-40. Same levels that were being displayed just vanish if i move the chart to the left.

I have the latest version of sierra and hardware should be more than sufficient... maximum days to load is set for only the current day and max levels is set to 0.

Is this a system issue or some setting ive missed ? I have looked for similar problems in a bunch of different threads but can't seem to find the answer.
[2024-05-15 17:57:41]
John - SC Support - Posts: 36238
It sounds like you have the Market Depth Historical Graph Input for "Extend Last Known Depth" to "Yes". When you do this, and then actual last known depth scrolls off the screen, then those levels will not be extended for viewing. Refer to the following:
Market Depth Historical Graph: Extend Last Known Depth

You may also want to go through the items at the following link to ensure you are getting the full range of the Market Depth data:
File Menu: Not Receiving the Full Number of Market Depth Levels
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-15 19:37:07]
User715695 - Posts: 7
"Select Global Settings >> Symbol Settings. In the list of symbols select the symbol or symbol pattern the Chart or Trading DOM is for. In the list of settings select Number of Depth Levels to Subscribe. Make sure the Default option is selected and it is 0."


This was set to 30 for some reason. Changing it seems to have done the trick but i still don't understand why would it give me max levels for a few hours and then just 30...

https://www.sierrachart.com/image.php?Image=1715801042946.png

I have enabled the "show quantity in numbers" setting for the study to see what i mean. (No settings were changed)

https://www.sierrachart.com/image.php?Image=171580135378.png

When i changed the previously mentioned setting to 0 it went back to max depth. (i've verified in the market depth window )

I guess i have to test it some more to see if the setting jumps back to 30.
Date Time Of Last Edit: 2024-05-15 19:38:57
[2024-05-15 21:16:05]
John - SC Support - Posts: 36238
We would have to look deeper, but we think the reason for what you are seeing is the download of historical market depth data. In the case of downloading the missing data, it looks like it is ignoring that symbol setting.

If you want to limit the display of the data, be sure to set the "Maximum Levels to Display" to the number you want, along with the symbol setting.
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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