Login Page - Create Account

Support Board


Date/Time: Tue, 04 Feb 2025 06:56:55 +0000



Post From: Bid Ask Depth Bars v2 Stopped Working on ES - Denali

[2019-12-12 19:10:50]
Sierra Chart Engineering - Posts: 104368
This is not a data feed specific issue. The imbalance has to do with the actual imbalance in the actual market. The numbers were something like 375 on one side and over 700 on another side. This is with full depth. The market itself is a major part of the data feed.

This is not a Denali data feed specific issue at all. It is completely unrelated to that.

And the issue users had with CQG has to do with the repetitive incremental clearing and rebuilding of depth every 20 minutes by CQG and the disruption that would cause. We detail this on our CQG page on this website.

But actually it is manageable in another way by limiting the depth to 500 levels:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels

As we been working on market depth in recent months, the number of levels was increased from 500 to 800. So it is the unrestricted depth which is a problem.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-12-12 19:14:10