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DOM data

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[2017-02-18 14:46:58] #1 [Go To First Post]
amirN - Posts: 159
sc.SymbolData->AskDOM contains the DOM data for the current time. Is there any way I can access the DOM data of pervious times? Also is the structure of the market depth data file documented now? Regards

[2017-02-18 22:02:14] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Refer to: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) Also is the structure of the market depth data file documented now? No. 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

[2017-02-19 17:17:58] #3 [Go To First Post]
amirN - Posts: 159
Using: //----------------------------------------------------------------------------------------------------------------------------- SCSFExport scsf_Test(SCStudyGraphRef sc) { if (sc.SetDefaults) { sc.GraphName = "Test"; sc.StudyDescription = "Test"; sc.Subgraph[0].Name = "T1"; sc.Subgraph[0].DrawStyle = DRAWSTYLE_DASH; sc.Subgraph[0].PrimaryColor = BLUE; sc.FreeDLL = 1; sc.AutoLoop = 1; sc.GraphRegion = 0; return; } // Get access to the depth bars in the current chart. c_ACSILDepthBars* p_DepthBars = sc.GetDepthBars(); if (p_DepthBars == NULL) { return; } // Do nothing if the bar at the current index has no data. if (p_DepthBars->DepthDataExstsAt(sc.Index) == false) { return; } sc.Subgraph[0][sc.Index] = 2352; } p_DepthBars->DepthDataExstsAt(sc.Index) always return false (0) and hence the following line (sc.Subgraph[0][sc.Index] = 2352;) is not executed. I have loaded market depth historical indicator in another chart and the market depth has been loaded and available. Is there any other setting I can change to be able to access the market depth?

[2017-02-19 19:52:52] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Add the Market Depth Historical Graph study to the chart to make sure the market depth data is loaded. We will have to add an ACSIL flag to cause that data to be loaded. 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: 2017-02-19 19:53:21

[2017-02-19 19:54:21] #5 [Go To First Post]
amirN - Posts: 159
Two further points: 1- if I add "market depth historical" indicator to the same chart but set it to "hide study" the above seems to work. So I suppose a variable somewhere must be set to enable it. 2- When I try to add a study I am developing to a chart with more than 1 day to load, a CPU exception is raised. I thought (p_DepthBars->DepthDataExstsAt(sc.Index) == false) should guard abput this. Regards

[2017-02-19 19:57:55] #6 [Go To First Post]
amirN - Posts: 159
Ah, It seems as I was typing you have answered the first question above. Will you be adding this flag soon. Regards

[2017-02-19 20:31:00] #7 [Go To First Post]
amirN - Posts: 159
The cause of the exception seems to be : p_DepthBars->GetNextHigherPriceTickIndex(sc.Index, PriceTickIndex) when the market depth length for a bar is more than a certain amount (around 23). Regards

[2017-02-19 22:21:38] #8 [Go To First Post]
amirN - Posts: 159
Forget about point 2 above it was an error on my part.

[2017-02-21 05:38:09] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This will be out in the next release: ACSIL Interface Members - Variables and Arrays: sc.MaintainHistoricalMarketDepthData 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

[2017-02-22 20:55:46] #10 [Go To First Post]
amirN - Posts: 159
Thanks. However, version 1523 released today does not have the variable.

[2017-02-22 21:13:33] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes it does. You must be referencing an old header file. 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

[2017-02-22 21:29:40] #12 [Go To First Post]
amirN - Posts: 159
I have deleted the ACS_Source directory completely and reinstalled SC but could not find it. sc.MaintainHistoricalMarketDepthData = true; would be marked as class s_sc has no member "MaintainHistoricalMarketDepthData" But the program compiles and it seems to be working so I do not know what is happening. Where the function is defined?

[2017-02-22 22:28:06] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is at the bottom of the SierraChart.h file. We checked and it is there. 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

[2017-02-23 08:51:09] #14 [Go To First Post]
amirN - Posts: 159
Thanks I have deleted the header file declaration in the source and re-declared it again and now the error has gone, very strange.

[2017-02-23 11:37:39] #15 [Go To First Post]
amirN - Posts: 159
Also is there an easy way to find out at what price the highest volume in a bar has happened(VPOC)?

[2017-02-23 18:17:45] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The only way to determine this is to iterate through the price levels and check the volumes. You need to use: http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars 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: 2017-02-23 18:18:04

[2017-02-27 15:21:14] #17 [Go To First Post]
amirN - Posts: 159
The following code builds fine (from your studies8.cpp) when I compile it in Release mode: int CurrentVAPPriceInTicks = INT_MIN; // This will be incremented from the lowest to highest price tick in the bar const s_VolumeAtPriceV2 p_VolumeAtPrice; while (sc.VolumeAtPriceForBars->GetNextHigherVAPElement(sc.Index, CurrentVAPPriceInTicks, &p_VolumeAtPrice)) { However, when I build it in the Debug mode it throws the following linker error: libcpmtd.lib(stdthrow.obj) : error LNK2019: unresolved external symbol __CrtDbgReportW referenced in function "void __cdecl std::_Debug_message(wchar_t const ,wchar_t const ,unsigned int)" (?_Debug_message@std@@YAXPB_W0I@Z) 1>..\..\..\..\1- Futures\SierraChart\Data\amirN 2.dll : fatal error LNK1120: 1 unresolved externals What could be wrong? Date Time Of Last Edit: 2017-02-27 15:22:44*

[2017-02-27 18:53:42] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is unrelated: libcpmtd.lib(stdthrow.obj) : error LNK2019: unresolved external symbol __CrtDbgReportW referenced in function "void __cdecl std::_Debug_message(wchar_t const ,wchar_t const ,unsigned int)" (?_Debug_message@std@@YAXPB_W0I@Z) We tried to solve this previously but could not. We do remember someone said they updated Visual Studio/Visual C++ and that solved it. We do not encounter this ourselves. 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: 2017-02-27 18:54:09

[2017-03-08 10:54:38] #19 [Go To First Post]
amirN - Posts: 159
I have updated my VS 2015 with update 3 and the problem is still there. It builds fine in release mode but not in the debug mode. If I remove: sc.VolumeAtPriceForBars->GetNextHigherVAPElement(sc.Index, CurrentVAPPriceInTicks, &p_VolumeAtPrice) Then it builds fine in both debug and release mode. Please check for any anomalies in the source of the above function. Thanks

[2017-03-08 11:15:07] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is nothing we are going to find wrong whatsoever. This is something we cannot help with and we need to make that abundantly clear. From our position, this request is considered closed and outside the scope of our support. We cannot help with it. We are not going to debug Microsoft problems. We cannot even reproduce the issue anyway. 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

[2017-03-08 11:40:56] #21 [Go To First Post]
amirN - Posts: 159
???? !!!!

[2017-03-09 04:50:18] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not know how to help with this . There is nothing we can determine from the function. There is nothing unusual about it. And it is rather obvious to us, that it is not really relevant to the real issue. It is only causing an indirect side effect. 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

[2017-03-11 00:16:28] #23 [Go To First Post]
wwwingman - Posts: 185
libcpmtd.lib(stdthrow.obj) : error LNK2019: unresolved external symbol __CrtDbgReportW referenced in function maybe.. : In the project properties / Debug Configuration / C-C++ code / Runtime library .. be sure to have Debug Multithread (/MTd), not the /MT -- W.

[2017-03-11 09:53:50] #24 [Go To First Post]
amirN - Posts: 159
maybe.. : In the project properties / Debug Configuration / C-C++ code / Runtime library .. be sure to have Debug Multithread (/MTd), not the /MT -- W. Thank you wwwingman. The code seems to compile now in debug mode. SC shold look at https://www.sierrachart.com/index.php?page=doc/UsingVisualCPlusPlus.php to see if any update is required. Thanks again. Regards amirN Date Time Of Last Edit: 2017-03-11 10:14:25

[2017-03-11 23:07:17] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
When using Analysis >>Build Custom Studies DLL >> Build Custom Studies DLL, this uses the Visual C++ compiler and /MT is specified. Our response given in post #20, was based on knowing that the compiler settings are correct when building from within Sierra Chart. When asked about this issue previously we had thought the users were using the internal build functions of Sierra Chart. We did make some updates on this page: https://www.sierrachart.com/index.php?page=doc/UsingVisualCPlusPlus.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

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