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Date/Time: Fri, 29 Mar 2024 10:59:10 +0000



300 Levels of Market Depth Available for CME Symbols with Sierra Chart Exchange Data Feed.

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[2019-06-15 04:11:43]
Sierra Chart Engineering - Posts: 104368
1. There are now 300 levels of market depth available for CME symbols when using the Sierra Chart Exchange Data Feed.

It is important that you update to the current version for proper support for this:
Software Download: Fast Update

To control the number of market depth levels that are subscribed to, select Global Settings >> Data/Trade Service Settings >> SC Server Settings. The setting is: Max Depth Levels. After changing this setting, reconnect to the data feed:
File Menu: Procedure to Reconnect to the Data and Trade Servers

It is recommended to set this only to what you require. The higher the setting the more bandwidth usage. If you want to get all market depth levels, set this to 0.

2. One nice feature about this extended depth is now there is the ability to control the number of market depth levels received by Sierra Chart anywhere all the way down to a single level.
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
[2019-06-16 08:52:33]
binaryduke - Posts: 351
These additional levels are great and appreciated.

It would be wonderful to provide access to the full book at each level using the MBO order IDs so that as well as position in queue, analysis of the individual orders at each price level can be undertaken - even just exposure in ACSIL would be ok. Example here: https://www.cmegroup.com/education/market-by-order-mbo.html (bottom image on the page). This capability already exists within Rithmic's API.
[2019-07-02 18:15:50]
101010 - Posts: 18
If you could at least get to 500 levels of depth for both bid and ask side this would be ideal. Is this something that is planned or do you anticipate stopping at 300 levels?
[2019-07-02 20:21:21]
Sierra Chart Engineering - Posts: 104368
We will see about going more. Not until we have our server infrastructure set up exactly as we want though. This still might be another 2 to 3 weeks away.
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: 2019-07-02 20:21:40
[2019-10-04 13:22:51]
Acro - Posts: 436
Any news about the increased levels ?
Thanks
[2019-10-04 14:01:22]
Sierra Chart Engineering - Posts: 104368
500 levels are provided now. To get more, refer to:
Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels (Controlling Number of Market Depth Levels)
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: 2019-10-04 14:02:04
[2021-04-23 10:42:41]
User631370 - Posts: 5
Sorry for a dumb question. I settled all the settings and still have aonly 10 levels :(
[2021-04-23 15:00:26]
John - SC Support - Posts: 30444
User631370:

You are not using the Denali Exchange Data Feed, you are getting your data from CQG. Follow these Setup Instructions to use the Denali Exchange Data Feed:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-27 22:18:07]
ShuvFlowTrader - Posts: 24
Hi,
To the original query, and which I have been struggling to find : Is there an API thru which I can access Realtime Live Marketdepth (not historical)
I can see there's a class named 'class c_ACSILDepthBars' but it seems to provide historical Market depths.

Pls let me know if there's an API or any other way (Spreadsheet study etc) which I can use to access the Live Marketdepth .

Thanks
Shuv
[2022-11-27 23:15:58]
Sierra_Chart Engineering - Posts: 13625
In ACSIL, you use these two functions:

sc.GetAskMarketDepthEntryAtLevel

sc.GetBidMarketDepthEntryAtLevel
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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