Support Board
Date/Time: Fri, 14 Mar 2025 15:24:04 +0000
Can't obtain stacking/pulling data on replay
View Count: 241
| [2025-02-01 05:42:38] |
| cmack1011 - Posts: 85 |
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I can obtain stacking/pulling data with live market data feeds, but I cannot get the P/S data on replay. I've read the SC literature and made recommended adjustments, but still no luck. I noted one poster had the same problem which he solved with the below actions, but I cannot find the link "download depth date from date/time" to replicate his actions. Here is a copy of his last post: User810899 - Posts: 10 Found a solution ! Went to my file C:\SierraChart\Data\MarketDepthData Deleted all the files. Launched sierra. Nothing appeared yet. Clicked on "download depth date from date/time" Bingo You may make my post public if it may help someone and at least you know ;) Please advise. Thx Date Time Of Last Edit: 2025-02-02 08:50:30
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| [2025-02-03 16:02:02] |
| John - SC Support - Posts: 38659 |
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If you are not getting the Pulling/Stacking data during a replay, then that means that you do not have the Market Depth data recorded for the time of the replay. You need to have the Market Depth replaying in order for the Pulling/Stacking to be determined. In this case, refer to the following for how to record/get the 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 |
| [2025-02-04 04:07:39] |
| cmack1011 - Posts: 85 |
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Tx for response For clarification, I have to make the above adjustments and then record/download to my computer the P/S data during normal market hours in order to be able to replay that data later on? IOW's, there is no way to download the data from an existing databank into my computer? Thx |
| [2025-02-04 16:27:51] |
| John - SC Support - Posts: 38659 |
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I have to make the above adjustments and then record/download to my computer the P/S data during normal market hours in order to be able to replay that data later on?
You are not storing the Pulling/Stacking data. You are storing the Market Depth data, from which the Pulling/Stacking data is derived. there is no way to download the data from an existing databank into my computer
If you are going to want the Market Depth data for replay, then it is best to save the data while you are connected. But you can also download missing data. Refer to the following regarding downloading historical Market Depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-08 22:16:47] |
| cmack1011 - Posts: 85 |
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OK, I performed all the above steps in the 'Market Depth Historical Graph: Downloading of historical market depth data" page, as well as performing a "reload and recalculate", and a "Download depth data from date-time" but still no P/S data. Please advise. BTW, I'm using the ARM version with a macbook with windows/parallels if that makes a difference. Thx
Date Time Of Last Edit: 2025-02-08 22:17:44
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| [2025-02-08 23:10:12] |
| Sierra_Chart Engineering - Posts: 18784 |
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For the time periods in the chart that you are replaying, do you see market depth data when using the Market Depth Historical Graph?: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying 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 |
| [2025-02-11 03:47:33] |
| cmack1011 - Posts: 85 |
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Yes, I can see the market depth data on the chart.
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| [2025-02-11 17:21:20] |
| John - SC Support - Posts: 38659 |
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Then when you are replaying that time, you should be getting the Pulling/Stacking data properly. Are you seeing the Market Depth in the DOM when replaying?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-11 21:06:23] |
| cmack1011 - Posts: 85 |
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Sorry, I misspoke - I get depth data with live trading, but not on replay.
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| [2025-02-11 22:27:25] |
| John - SC Support - Posts: 38659 |
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So if you add the "Market Depth Historical Graph" to your chart, do you see the historical market depth covering the time period for which you want to replay?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-11 23:56:51] |
| cmack1011 - Posts: 85 |
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No, there is no market depth data on replay. Another issue on replay is that the replays always start on 01-12-25 at 17:00 no matter what time and date I place into the replay control panel?? Date Time Of Last Edit: 2025-02-12 02:48:40
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| [2025-02-12 16:14:48] |
| John - SC Support - Posts: 38659 |
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We are not asking about the replay. We need to know if you add the "Market Depth Historical Graph" to the chart, do you see historical market depth data showing across the chart covering the time period for which you want to do the replay. You need to have the market depth already stored in order to be able to replay it. If your replay is always starting at January 12, 2025 at 17:00 then this means that this is where the data in the chart starts. You need to already have the data loaded in the chart in order to be able to replay it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-15 18:19:20] |
| cmack1011 - Posts: 85 |
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Ok, so I can see "Market Depth Historical Graph" data from 2/4/25 to the current time. However, there is no data before this date. When I attempt to replay, the replay always starts now at 1/15/25 even if I put in 2/4/25 as the start date in the control panel.
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| [2025-02-17 16:07:04] |
| John - SC Support - Posts: 38659 |
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For the times where there is no market depth data, you will not get any pulling/stacking information, as the pulling/stacking is taken from the changes in the Market Depth. With regards to the missing market depth data from January 15, 2025 to February 4, 2025, first make sure that you have the following setting set high enough to show you market depth going back to where you want it: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) If you are still missing data, then follow the instructions at the following link to download historical market depth data, note item #8 in particular for this: Market Depth Historical Graph: Downloading Of Historical Market Depth Data If this is a futures symbol and you are using a Continuous Futures Contract Chart and there has been a rollover during the time you are looking at, then you will need to open a chart for the previous contract(s) and download the market depth data specifically for that contract. -- As to the replay starting further back, are you definitely using the option for "Start at Date-Time"? Is the option selected? Is the date entered properly? Are you running the replay against multiple charts or a single chart? 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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