Support Board
Date/Time: Thu, 16 Jan 2025 16:03:47 +0000
Cant get market depth in SC
View Count: 2574
| [2017-11-09 16:53:13] |
| stephane - Posts: 19 |
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Hi, Either from IB or IQ Feed I cant see market depth in SC. I have tried with the DOM adding bid and ask size columns, opened the market depth window, with both feeds, both have level II subscription. I have tried to uncheck 'use on chart data from remote instances' as seen on another post. What am I missing ? |
 2017-11-09_11-50-44.png / V - Attached On 2017-11-09 16:52:01 UTC - Size: 377.44 KB - 529 views Attachment Deleted. |
| [2017-11-09 18:39:33] |
| User260560 - Posts: 37 |
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I was just about to post the exact same post. market depth from IB and IQfeed not showing on the DOM. Could you please let me how to fix that? Thanks!
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| [2017-11-09 19:04:40] |
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Refer to these two sections about this: DTN IQ Feed Data Service: IQ Feed Market Depth and Level 2 Data Support Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data 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 |
| [2017-11-09 19:21:01] |
| stephane - Posts: 19 |
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Thanks that helped for IB. For IQ Feed I m not sure to understand, if I have Nasdaq OpenView and Market Depth Subscription, should it work ? Also for IB does it mean order routing will not use SMART ? Regards, Stephane |
| [2017-11-09 19:44:58] |
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Thanks that helped for IB. For IQ Feed I m not sure to understand, if I have Nasdaq OpenView and Market Depth Subscription, should it work ?
No, this is not supported with IQ Feed. Also for IB does it mean order routing will not use SMART ? 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 |
| [2017-11-10 03:34:52] |
| stephane - Posts: 19 |
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ok. Doing so with IB, I have good depth but I have lost volume trade indicator (not showing anything) and stacking / pulling does not work further than 1st level. Is there a way to have everything working fine together ? |
| [2017-11-10 03:40:45] |
| stephane - Posts: 19 |
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and also lost delta, so data are here, they are working fine on other platform, please advice on how to make it works together
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| [2017-11-10 04:27:28] |
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We will start with one item and only one item at a time. What do you mean by "volume trade indicator". We do not know what you are referring to. And what is the exact problem? Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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 |
| [2017-11-10 04:32:02] |
| stephane - Posts: 19 |
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'Large Volume Trade Indicator" is SC indicator. When I do switch to symbol as needed to get depth, this indicator does not show anything anymore.
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| [2017-11-10 04:52:29] |
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Make sure the Intraday Data Storage Time Unit is set to 1 Tick: Tick by Tick Data Configuration Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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: 2017-11-10 04:52:58
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| [2017-11-10 05:00:10] |
| stephane - Posts: 19 |
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I will follow with a screenshot, but yes this parameter is setup correctly and if i use MSFT-STK-SMART/NASDAQ with IB data source, I have Large Volume Trade Indicator working, but not the depth of market, if I use MSFT-STK-ISLAND, then DOM works but Delta (Number Bars Calculated Values) and Large Volume Trade Indicator stop working.
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| [2017-11-10 05:04:47] |
| stephane - Posts: 19 |
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http://www.sierrachart.com/image.php?Image=1510290244642.png
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| [2017-11-10 10:22:54] |
| stephane - Posts: 19 |
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So here with more 'live' data with IB: NVDA-STK-SMART/NASDAQ (indicators working correctly but not market depth) http://www.sierrachart.com/image.php?Image=1510307957360.png http://www.sierrachart.com/image.php?Image=1510308080481.png NVDA-STK-ARCA (market depth working correctly bu not indicators) http://www.sierrachart.com/image.php?Image=1510308636826.png http://www.sierrachart.com/image.php?Image=1510308790874.png |
| [2017-11-10 13:01:44] |
| stephane - Posts: 19 |
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In fact in the later case, the Trade Volume for Bar is automatically disabled in the study (when using the last stock naming). But it is recording and showing Number Bars Calculated Values (but they are not backfilled)
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| [2017-11-10 18:22:21] |
| stephane - Posts: 19 |
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Any idea about what would cause those issues ? For the simple one, why Trade Volume for Bar is not able to be activated in Large Volume Trade Indicator ?
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| [2017-11-10 18:36:31] |
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Do not post further! We need time to work through this. It requires us to set up new symbol settings for the symbol you are using. 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: 2017-11-10 18:40:24
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| [2017-11-10 20:10:00] |
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First, you need to understand that the data feed provided by Interactive Brokers is substandard quality. The features you are using in Sierra Chart which are having a problem with are not properly supported by the IB data feed. We are in the process of setting up additional symbol mappings for these additional symbol patterns that you are using to obtain Sierra Chart historical data, but if you want a quality data feed, you need to use a Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed At this point we are declining all further support for any problems you have, unless you are using the Sierra Chart Exchange Data Feed. Do not post on this subject further unless you subscribe to our data feed! But our data feed does not provide market depth data for stocks. So for market depth data, you need to use a separate chart using the symbols that provide market depth data. We will be updating this thread when the additional symbol mappings are completed later today. 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: 2017-11-10 20:10:48
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| [2017-11-11 00:05:01] |
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We have updated the symbol settings for Interactive Brokers to support the symbols you are using. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". We are declining support for any further data limitations as we said. 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 |
| [2017-11-11 02:33:39] |
| stephane - Posts: 19 |
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wow what a support., yes IB is maybe 'sub standard' data feed, that is why I purchased IQ Feed, but you dont support its depth, and your data feed is not up to the need too bc it doesn't have market depth. So if you dont want to support people that have problem with official features of your product just dont do business, it is part of it to support them and at least not to be so rude, I have just asked normal help on a feature I have paid you for.
Date Time Of Last Edit: 2017-11-11 02:35:44
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| [2017-11-11 02:44:50] |
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It is important for us to be direct and to the point, and we are always going to do that in order to make it very clear to you the user what the situation is and what to expect based on the circumstances. . So if you dont want to support people that have problem with official features of your product just dont do business No, this makes no sense because the problem is the functionality you are looking to use, cannot work properly with Interactive Brokers data. And there is a solution to it, by using the Sierra Chart Exchange Data Feed. Unfortunately, IQ Feed is not directly integrated with Interactive Brokers through Sierra Chart. There is just too little interest in that and the data feed is just too costly., it is part of it to support them and at least not to be so rude, We did provide you support and we did an absolutely excellent job to the extent we could. But we have to make it clear what the limitations are.
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: 2017-11-11 02:46:48
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| [2017-11-11 02:56:58] |
| stephane - Posts: 19 |
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Ok, I can use IQFeed independently from IB , I have setup already 2 instances as you recommended before, but this still not work for depth as you mentioned earlier, you do not support this feature in IQ Feed, if you do, I will use it, if your data feed can provide depth in stock i will use it, what ever is easer.
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| [2017-11-11 03:13:17] |
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Here is a thought. What if we were to take the market depth data from Interactive Brokers using the exchange specific symbol and map it to the SMART symbol that you normally use in Sierra Chart. Would that work for you? In other words, are you satisfied with the market depth you are getting from Interactive Brokers for these stocks? but this still not work for depth as you mentioned earlier, Yes because you are looking for level 2 data and not futures market depth. It would work with futures market depth.
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 |
| [2017-11-11 03:16:40] |
| stephane - Posts: 19 |
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yes the market depth from IB is enough.
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| [2017-11-13 16:46:45] |
| stephane - Posts: 19 |
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Hi, so i have activated Sierra Chart RT data feed. I have activated IB service with Sierra Chart Data Feeds. Will I be able to have volumes and depth working together this way using the SMART symbol ?
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| [2017-11-13 18:01:39] |
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We will work on adding support for Interactive Brokers Market Depth data when using the SMART symbols and still also support trading when using the symbol to receive market depth. Will I be able to have volumes and depth working together this way using the SMART symbol ? Yes but just volume only. We have made it clear here and in the Sierra Chart Exchange Data Feed documentation that market depth data is not provided for US equities.
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: 2017-11-13 18:03:15
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