Support Board
Date/Time: Sat, 01 Feb 2025 19:35:02 +0000
Bid and Ask Depth Bars (1950) showing spikes and incorrect values
View Count: 5438
| [2019-07-23 08:10:11] |
| User132748 - Posts: 159 |
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Yes that's totally clear. But I was asking about T&S data structure in general. Not regarding previous implementation of depth bars. Does T&S data structure records EVERY depth change? |
| [2019-07-23 12:19:22] |
| samual sprat - Posts: 343 |
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For some reason 1955 and 1956 are causing my charts to lock up and i have to kill sierra and restart it. I've rolled back to 1941 and they're working fine again I tried safe mode but that didn't help Date Time Of Last Edit: 2019-07-23 13:05:34
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| [2019-07-23 14:10:59] |
| User41727 - Posts: 124 |
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B&A is not working for me at all with 1956. It just shows 0.0 as the value.
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| [2019-07-23 14:31:54] |
| samual sprat - Posts: 343 |
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Yup i had that issue too (post 27)
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| [2019-07-23 15:11:35] |
| User41727 - Posts: 124 |
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1953 works, but I find that there are a lot of 0.0 values too, at least for stocks. I wonder if this has something to do with the aforementioned filtering if there is too large an imbalance.
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| [2019-07-23 16:49:40] |
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In regards to post 27, 28 and 29, this was a small logic mistake made, related to validating the data. We are releasing a new version in about 20 minutes to resolve this. Does T&S data structure records EVERY depth change? No.For some reason 1955 and 1956 are causing my charts to lock up and i have to kill sierra and restart it. I've rolled back to 1941 and they're working fine again This is a concern when using CQG with CL with 500 levels of market depth due to the calculations being performed on the primary thread. You really need to use the Denali Exchange Data Feed:Denali Exchange Data Feed For more detailed information, refer to: Sierra Chart Exchange Data Feed These are much higher performance data feeds with market data processing done on a background thread. Unless there is some other cause that we are not aware of. But nevertheless this is something we have been concerned with. Also, with advanced market depth data processing which exists now with all the market depth functionality in Sierra Chart no other data feed is going to provide the best results and performance other than the Sierra Chart data feeds. The performance and the connectivity is very superior when using the Sierra Chart data feeds rather than CQG. 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: 2019-07-23 17:03:21
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| [2019-07-23 17:45:02] |
| User41727 - Posts: 124 |
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I'm still not seeing any B&A data for equities when using 1957.
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| [2019-07-23 17:48:07] |
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For the time being you will not for those symbols because there is no market depth data for them. There is only the best level and the calculations are not being performed when there is only a single level of depth. We will work out a solution 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 |
| [2019-07-23 17:59:32] |
| User41727 - Posts: 124 |
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Brilliant. This is a deal breaker for me, and I will have to continue using an old version or outright switch to another platform. There are several solutions for this: 1) Simply calculate the ratio for the top of the book depth similar to how Cumulative Delta works 2) Properly allow the use of broker-provided L2 data while using the Sierra feed for L1. This does not currently work with IB for instance even when explicitly setting the exchange code. 3) Offer L2 for equities with the Sierra feed |
| [2019-07-23 20:30:01] |
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We will work out a solution in the next couple of days. Also what we said previously in regards to the data feed and market depth data processing on a background thread, is true with the Sierra Chart data feeds but the calculations for Bid and Ask depth bars during real-time updating of the chart is done on the primary thread. We will provide more details about this and explain how to reduce CPU usage. 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: 2019-07-23 20:30:36
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| [2019-07-25 13:57:52] |
| caligola - Posts: 116 |
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Dear support, today I have installed the latest current version which is the 1957 I'm missing a couple of inputs: Source Data Maximum Depth Levels to Use 1957 https://i.imgur.com/UvviAj6.png the latest version where it is working as always it used to work is the 1941 https://i.imgur.com/NWU4xXR.png I can see in your guide that I should be able to choose between different data sources and the maximum depth levels to use Bid & Ask Depth Bars: Inputs Please check this study output, with the same DEPTH file there is a substantial difference between SC 1957 and SC 1941 Thank You |
| [2019-07-25 14:55:28] |
| User657944 - Posts: 173 |
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Hi Caligola, sorry to ask but do you have a Transact account or a sierra account? I ask because I'm with Transact and the only way to have correct volumes is to use 1941. thx |
| [2019-07-25 15:04:59] |
| caligola - Posts: 116 |
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Hi User657944 , I'm using the Sierra Chart Real-Time datafeed with a sierra account
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| [2019-07-25 15:17:42] |
| User657944 - Posts: 173 |
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Thx
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| [2019-07-25 18:15:18] |
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In regards to post #35 you need to post images of the charts following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage Repost those images following the above instructions. In newer versions with the Bid and Ask Depth Bars study, the number of levels used in the calculation is controlled with this Chart Setting: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) 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: 2019-07-25 18:15:25
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| [2019-07-25 19:42:21] |
| caligola - Posts: 116 |
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1957 http://www.sierrachart.com/image.php?Image=1564083380349.png 1941 http://www.sierrachart.com/image.php?Image=1564083398963.png same DEPTH file the chart is the same, I did a copy of the SC 1941 chartbook so all chart settings are the same |
| [2019-07-26 06:01:01] |
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We are trying to reproduce the condition that is causing the out of range values as shown in this chart image here: http://www.sierrachart.com/image.php?Image=1564083380349.png So far we cannot reproduce this condition. Provide us that chart by following these instructions here: Support Board Posting Information: Providing Chartbook with Only a Single Chart And is that chart from a sub instance of Sierra Chart? 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: 2019-07-26 06:03:21
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| [2019-07-26 09:12:05] |
| caligola - Posts: 116 |
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the chart is from a Destination instance as described here https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierraChart_Instructions At the time of the screenshot this was the setup: Source instance 1941 Destination instance 1957 Please find attached the chartbook I have also experienced the issue having 1957 on Source and Destination instance but the downgrade didn't solved --------------------- I have noticed that if I add a Market Depth Historical Graph study, there is an hole in the DEPTH data but the file is the same (previously recorded in the Destination instance 1957) 1941, no hole http://www.sierrachart.com/image.php?Image=1564131488804.png 1957, there is a hole http://www.sierrachart.com/image.php?Image=1564131447703.png |
Private File |
| [2019-07-26 19:14:16] |
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the chart is from a Destination instance as described here This is not a technically correct set up for the Bid and Ask Depth Bars study in the latest version. We would have to analyze why specifically you get the result that you do, but the study will not have the necessary data with this configuration. We will not spend further time analyzing this.https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierraChart_Instructions At the time of the screenshot this was the setup: Source instance 1941 Destination instance 1957 Please find attached the chartbook The study is only assured to show data and be correct, when using the latest version of Sierra Chart. Which is currently 1957. You must be using this version or higher consistently. Data from an older version will not work properly with this study. I have noticed that if I add a Market Depth Historical Graph study, there is an hole in the DEPTH data but the file is the same (previously recorded in the Destination instance 1957) 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: 2019-07-26 19:17:03
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| [2019-07-27 08:59:47] |
| caligola - Posts: 116 |
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Data from an older version will not work properly with this study. this is the relevant part.It means that my .DEPTH files archive is useless and I have to setup two Source instances side by side, one with a 1941 and the other one with the latest version available in order to try to replicate what I'm currently using. Now I understand the great improvement you did, but please let us distinguish the number of levels used in Chart Setting from the number of levels used in the calculation of the Bid and Ask Depth Bars study. I'm asking this because I'm used with the full depth in the ChartDOM while in the Bid and Ask Depth Bars study I need a much smaller number of levels. Thank You Date Time Of Last Edit: 2019-07-29 06:29:57
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| [2019-08-02 09:08:57] |
| caligola - Posts: 116 |
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please let us distinguish the number of levels used in Chart Setting from the number of levels used in the calculation of the Bid and Ask Depth Bars study.
The problem is to use the same setting for ChartDOM and Bid and Ask Depth Bars study. I'm asking this because I'm used with the full depth in the ChartDOM while in the Bid and Ask Depth Bars study I need a much smaller number of levels. Please reintroduce specific setting for Bid and Ask Depth Bars in the study itself as it was in the past full depth http://www.sierrachart.com/image.php?Image=1564736483808.png less levels due to Bid and Ask Depth Bars study calculations with impact to chartDOM too http://www.sierrachart.com/image.php?Image=1564736504937.png Date Time Of Last Edit: 2019-08-02 09:12:48
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| [2019-08-04 02:57:22] |
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It cannot be on the study itself. It would need to be a separate chart setting. We will work on that.
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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