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Date/Time: Fri, 31 Jan 2025 10:46:27 +0000



Market Depth Historical Graph incorrect

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[2019-04-29 20:39:58]
User351605 - Posts: 82
Hello,

I have very often the issue that the Market Depth Historical Graph is misprinting a value, mostly a very large order.
I can see the large order clearly on another chart in Sierra in the DOM graph or the DOM itself.
For example, today on ES at 2948.75, in the DOM showing up 1174 contracts, on Market Depth graph 547.
I double checked the large order with ATAS and the 1174 are correct.
How is this possible? It's very annoying always to double check if the graph shows correct data.
I also have screenshots..
[2019-05-01 08:33:55]
User351605 - Posts: 82
hello? any news on this?
[2019-05-01 22:23:21]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. This is not going to be technically possible for any data to be missed with the Market Depth Historical Graph study as long as the market depth data is being recorded at the time of the chart bar.

Make sure this Input is set to No:
Market Depth Historical Graph: Use Last Quantity Instead Of Max Quantity For Bars

The other thing is to make sure the bar spacing in the chart is wide enough so the numbers are not getting cut off:
Working With Charts: Changing Bar Spacing

If you still have a problem post an image of the chart at the time and let us know where you see this issue:
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
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: 2019-05-01 22:24:08

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