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Date/Time: Sun, 24 Nov 2024 07:25:13 +0000



No depth of market during replay

View Count: 153

[2024-10-26 00:49:44]
User329455 - Posts: 19
Hi,

During normal market hours, the depth of market works fine but during replay it doesn't appear. I tried disabling Continuous Contract, did a Reload and Recalculate, Delete All Data and Download, but nothing seems to work. The depth files appear in Data\MarketDepthData folder.
image2024-10-25_17-31-57.jpg / V - Attached On 2024-10-26 00:47:36 UTC - Size: 454.43 KB - 41 views
image2024-10-25_17-32-47.jpg / V - Attached On 2024-10-26 00:47:45 UTC - Size: 436.45 KB - 29 views
image2024-10-25_17-37-12.jpg / V - Attached On 2024-10-26 00:48:22 UTC - Size: 274.9 KB - 33 views
[2024-10-27 17:39:17]
John - SC Support - Posts: 36238
Since we can not see the Date/Time at the bottom of the screen in the images, we can not be certain that the time of the replay is the time for which you are showing the Market Depth data. In general, if the Market Depth data has been stored, then it will be showing during replay.

There is one setting that can affect this, but it will not impact the most forward data in a replay. Still, refer to the following:
Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu)

Otherwise, refer to the following:
Replaying Charts: Replaying of Market Depth Data

If you still have trouble after going through the above, then we would need to see an image of your chart with the "Market Depth Historical Graph" showing on the chart and we need to see the date and time of that chart, then the same image from the same time during a replay where the "Market Depth Historical Graph" is not showing the data during a replay. Please 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
[2024-10-28 16:45:20]
User329455 - Posts: 19
Hi,

Sorry for not including the date information. The attached PDF document contains the full picture. I'll also upload images via Chart --> Screen Image

Regular Hours (today)
https://www.sierrachart.com/image.php?Image=1730133938814.png
https://www.sierrachart.com/image.php?Image=1730134014853.png

10/22/24 Replay
https://www.sierrachart.com/image.php?Image=1730134092244.png
https://www.sierrachart.com/image.php?Image=1730134117617.png


10/24 Replay
https://www.sierrachart.com/image.php?Image=173013419771.png
https://www.sierrachart.com/image.php?Image=1730134211542.png


10/28 Replay
https://www.sierrachart.com/image.php?Image=1730134295559.png
https://www.sierrachart.com/image.php?Image=1730134308505.png
Date Time Of Last Edit: 2024-10-28 16:51:55
attachmentDepth of Market Issue.pdf - Attached On 2024-10-28 15:58:33 UTC - Size: 3.9 MB - 19 views
[2024-10-28 19:50:39]
John - SC Support - Posts: 36238
With regards to the Trading DOM, refer to the following, noting Step #4 in particular:
Replaying Charts: Replaying Trade DOM Windows

With regards to the Market Depth for particular times, we would need to see an image of the Market Depth without a replay started or running of a particular time, so we can see if there is Market Depth already recorded for that day and time. Then we would need to see an image of the chart with the replay started (and then paused) showing the exact same times as the original image. We can then compare the information from the two images to see what might be occurring.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-28 23:39:34]
User329455 - Posts: 19
I deleted the depth files and then did a 'Download Depth Data From Date-Time' and now everything is working normally. I guess the old depth files must have been corrupted.

Thanks for your help!

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