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Date/Time: Mon, 26 Aug 2019 09:49:17 +0000



Milisecond support for recorded market depth data with Replay

Support Request:
[2019-07-21 20:57:15]
ticinotrader - Posts: 163
Dear Support,

Can you please comment on this new feature announced with v1949?

Is it backward compatible with MD files recorded before today (21 July 19) or is available from now on only?

Also can you please confirm that _any_ server connections will collect the milisecond timestamped data when using the Sierra realtime Datafeed? Just to make sure that my setup is correct - I'm continually collecting Depth data on various futures contracts.

Thank you.
[2019-07-21 23:34:46]
Sierra Chart Engineering - Posts: 75464

Is it backward compatible with MD files recorded before today (21 July 19) or is available from now on only?
No. Yes. So not backward-compatible. Only effective with that version(1949) and higher. There are going to be some additional improvements with this effective with 1954.

Also can you please confirm that _any_ server connections will collect the milisecond timestamped data when using the Sierra realtime Datafeed? Just to make sure that my setup is correct - I'm continually collecting Depth data on various futures contracts.
Not sure we understand the question but the millisecond time stamping support and overall best optimized handling of market depth data is only assured to be working with Sierra Chart provided data feeds like the Sierra Chart Exchange Data Feed and the Denali Exchange Data Feed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-21 23:36:16
[2019-07-22 12:09:36]
ticinotrader - Posts: 163
I use SC Exchange Data Feed and I was just asking my second question (servers related) based on the announcement you made here:

https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1949

'All servers will be updated by July 21 assuming no technical issues.'

I'm just about to update to 1954 now.
[2019-07-23 04:18:41]
Sierra Chart Engineering - Posts: 75464
The updates have been done, but there are further updates we are doing which will not be completed until one or two more days but the millisecond time stamping is in place.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-07-23 10:18:37]
ticinotrader - Posts: 163
I have just realized that after upgrading to the latest version 1953, 54 and 56, my depth data collecting sierra instance stopped collecting depth data.

I am using a separate chartbook that is running continually - collection of different symbols with a 1 tick chart and chart DOM turned on.

Now I found that all the previously enabled recording options were turned off by default in symbol settings.

I manually adjusted/enabled (turned on) the market depth data recording option for all symbols I track and still run the same chartbook with the DOMs visible, but no data is recorded in the depth folder (no files).

Can you please confirm if there is any other setting that affects the recording of depth files?

Or is it mandatory from now to overlay the historical market depth study to collect data? Is not the DOM or chart DOM enough?

Thank you in advance.

Edit: I have tried adding the Historical Depth study and now it records the data. Would it be possible to add support to record depth files with DOM only?
Date Time Of Last Edit: 2019-07-23 10:50:49
[2019-07-23 16:53:04]
Sierra Chart Engineering - Posts: 75464
Refer to the information here about 1953 in regards to Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1953

Also make sure you have enabled Global Settings >> Symbol Settings >> Use Custom Symbol Settings Values.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-23 16:54:45
[2019-07-23 19:42:04]
ticinotrader - Posts: 163
Followed the instructions, enabled 'Use Custom Symbol Settings Values', updated to 1957, re-created the chartbook that I use to collect depth data (simple tick charts with chart DOM enabled) and everything works perfectly. No need to add the Historical Market Depth Study - enough to display the DOM.
Thank you!!

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