Support Board
Date/Time: Wed, 15 Jan 2025 13:32:47 +0000
Market Depth Historical Graph for equities
View Count: 2354
| [2016-06-29 20:07:39] |
| Neo - Posts: 198 |
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Can this be used with equities, with level 1 data? It is still useful to see instances where the bid/ask has stacked up. Also: *Re extending the last known depth, is it possible to include the actual number of bid/ask units at each last known price level, so it's represented as part of the "show depth" setting, or something similar. *I've noticed that sometimes when using the Market Depth Historical Graph on a 1sec chart, the whole chart will go blank, and can't be restored. Is this something you have come across? |
| [2016-06-30 05:47:49] |
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Can this be used with equities, with level 1 data?
No, you need to use the Numbers Bars study instead:https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php *Re extending the last known depth, is it possible to include the actual number of bid/ask units at each last known price level, so it's represented as part of the "show depth" setting, or something similar. *I've noticed that sometimes when using the Market Depth Historical Graph on a 1sec chart, the whole chart will go blank, and can't be restored. Is this something you have come across? Important Update Notice: Performance Issue with Market Depth Historical Graph Resolved It might be related. Also refer to: https://www.sierrachart.com/index.php?page=doc/doc_WorkingWithCharts.html#OutOfMemoryCondition 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 |
| [2016-07-01 00:26:28] |
| Neo - Posts: 198 |
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No, you need to use the Numbers Bars study instead:
https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php Why do I need to use the numbers bars study? Why can't the "market depth historical graph" show level 1 equities data? It's still effective at showing where large orders at the bid/ask have influenced the market. Here is an example using a heat map with TSLA, using ONLY level 1 bid/ask data- The heat map concept works just aswell, if not better in equities. Date Time Of Last Edit: 2016-07-01 00:26:58
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 TSLA OF.png / V - Attached On 2016-07-01 00:21:15 UTC - Size: 110.98 KB - 410 views |
| [2016-07-01 05:32:31] |
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Actually, you are right. We mentioned using the Numbers Bar study because that would be the nearest match to the Market Depth Historical Graph study. We see you are using IQ Feed. So market depth data will be maintained at level 1 for stocks. So this should work at this time. Here is the relevant documentation: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php 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 |
| [2016-07-01 06:34:09] |
| Neo - Posts: 198 |
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Thanks, I had previously tried to get this working with US equities but had no luck. I will try again tomorrow during US RTH. Btw, the only reason I'm using IQ feed and not SC data is because I've needed to connect to other applications for heat map/ order flow data. Hopefully I won't need to do this for much longer. Cheers. |
| [2016-07-01 06:39:11] |
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We will do some testing now. There may be something else we need to do to make this work.
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: 2016-07-01 06:39:44
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| [2016-07-01 07:28:56] |
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Support for Market Depth Historical Graph when using IQ Feed for stocks will be supported in the next release.
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 |
| [2016-07-01 07:44:26] |
| Neo - Posts: 198 |
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Awesome, thanks alot for looking at this. Much appreciated.
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| [2017-06-27 04:26:25] |
| Yamin2000 - Posts: 31 |
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Does it work with sc data feed for stocks??,because its not working for me
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| [2017-06-27 04:47:53] |
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In response to post 9, only one level of depth is provided with the Sierra Chart Exchange Data Feed for stocks.
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 |
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