Login Page - Create Account

Support Board


Date/Time: Tue, 23 Apr 2024 17:19:44 +0000



Market Depth Historical Graph - number of levels

View Count: 1317

[2018-12-28 11:27:15]
User132748 - Posts: 159
Market Depth Historical Graph creates very big CPU load when showing all depth levels (500/500 levels from price) even though 80% of levels could be not visible at current scale of the chart (when chart is zoomed in).

Could you add an input to narrow down depth levels shown by this study, same as in Bid/Ask Depthbars study (with Historical data option selected)? Thanks
[2018-12-28 19:12:43]
Sierra Chart Engineering - Posts: 104368
Yes we will see about adding a limit for this.
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
[2019-01-10 11:40:35]
User132748 - Posts: 159
Im looking forward to this modification. Any ETA on it? Thanks
[2019-01-10 16:44:51]
John - SC Support - Posts: 31044
It should be available within a week.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-20 22:40:15]
User132748 - Posts: 159
I see the new input "Maximum levels to display" but setting it to anything >0 makes all depth disappear. Does this feature work already? Thanks
[2019-01-21 01:06:39]
Sierra Chart Engineering - Posts: 104368
Yes. Are you noticing this on the latest version of Sierra Chart which is version 1863? It does work properly when we test it.
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: 2019-01-21 01:06:47
[2019-01-21 08:13:07]
User132748 - Posts: 159
Yes I use 1863. Example in screenshot
Private File
[2019-01-21 08:53:30]
User132748 - Posts: 159
Ok I see your problem. When input is 300 for example you show top 300 offer levels farthest from price --> Screenshot1

This setting should be price-centric. So if I enter 50 I expect to see 50 bids and 50 offers levels closest to the price --> Screenshot2
imagedepth_as_is.JPG / V - Attached On 2019-01-21 08:52:49 UTC - Size: 178.87 KB - 272 views
imagedepth_should_be.JPG / V - Attached On 2019-01-21 08:52:58 UTC - Size: 156.62 KB - 296 views
[2019-01-21 10:34:13]
Sierra Chart Engineering - Posts: 104368
We will see why this is happening in your case. We are not observing 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: 2019-01-21 10:34:20
[2019-01-21 15:02:32]
John - SC Support - Posts: 31044
From what we see, it looks like this is simply due to the settings you have for Maximum Quantity for Coloring and for Graph Only Quantities Greater Or Equal To. Set those values to 0 and see what you get. You should have the 200 levels centered around the Last Price. Then adjust those values to what you want and you should see how they change due to the settings.

Also, just for information, the setting for Maximum Levels to Display is for the total number of levels, not just bid or ask. So if you have this set to 200, you will see 200 total levels (about 100 Bid and 100 Ask).

For completeness, here is the documentation for the study:
Market Depth Historical Graph
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-21 15:56:44]
John - SC Support - Posts: 31044
One other thing we noticed is that if you use a Real-Time Price Multiplier and do not adjust the Tick Size accordingly, then this will cause the Market Depth at the top or bottom to be displayed rather than centered on the Last price value. Please check to see if this is possibly the reason you are seeing what you are.

Refer to the following information about changing the Tick Size when adjusting the Real-Time Price Multiplier:
Chart Settings: Real-Time Price Multiplier (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-01-21 17:52:50
[2019-01-21 17:52:58]
John - SC Support - Posts: 31044
Updated the previous post.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-21 21:15:51]
User132748 - Posts: 159
My chart settings are standard for crude. No modifications there. Also settings for depth study colors are not a problem here (i set both to 0 as you asked).

Here you have some screens with different levels setting. No real logic there.

Also im not sure about your number of levels exlpanation. If I set it to 200 I expect to have 100 bids and 100 offers starting from current price. Of course it doesnt mean that it will show all 100 prices up and down as depth at some prices can be zero so it should iterate all 100 available levels from price up/down. It should be excatly same logic as in sc.GetAskMarketDepthEntryAtLevel() and sc.GetBidMarketDepthEntryAtLevel() and where I can call sc.GetAskMarketDepthNumberOfLevels() function to look for actual depth levels available here you should just set this as constant value (study input) and just iterate up and down from price.
imagesettings.JPG / V - Attached On 2019-01-21 21:02:25 UTC - Size: 119.43 KB - 256 views
imaged1.JPG / V - Attached On 2019-01-21 21:02:30 UTC - Size: 148.11 KB - 277 views
imaged3.JPG / V - Attached On 2019-01-21 21:03:52 UTC - Size: 156.96 KB - 269 views
[2019-01-21 21:26:29]
John - SC Support - Posts: 31044
Can you please attach the Chartbook that is having this issue to this thread following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-21 22:43:34]
User132748 - Posts: 159
Sure
Private File
[2019-01-22 19:08:23]
John - SC Support - Posts: 31044
We found where the problem is and have fixed it. It will be resolved in the next Pre-Release (v 1865). When available you can upgrade using these instructions:
Software Download: Fast Update
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-22 21:23:28]
User132748 - Posts: 159
Yes, 1865 works perfect. Thank you

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account