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Direct MessagesDate/Time: Thu, 25 Apr 2024 01:05:06 +0000
market depth cannot be limited to 10
View Count: 2105
| [2019-12-11 13:36:00] |
| freestyler - Posts: 35 |
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I recently switched from IB to Ironbeam with CQG data. I'm currently getting unlimited market depth it seems. But I need to limit it to 10 only, for calculation for depth percentages. This is what I've set so far: Global settings -> Data/Trade Service settings -> Max Tim & sales depth Levels = 10 Chart Dom Settings -> max bid/ask depth pulling/stacking levels = 10 Disconnected/reconnected, closed/restarted SC many times to see it makes a difference. None of them have worked. Still getting unlimited market depth with NO depth percentages showing. Please help. |
| [2019-12-11 13:45:07] |
| User907968 - Posts: 802 |
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- individual chart or DOM Chart Settings->Advanced Settings 3->Maximum Market Depth Levels Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) or - data feed Global Settings->Data Trade/Service Settings->SC Server Settings->Max Depth Levels https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels Hope this helps |
| [2019-12-11 13:52:51] |
| freestyler - Posts: 35 |
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Ah, your first suggestion fixed it. Thank you User907968! |
| [2019-12-11 14:02:55] |
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That is not a proper solution. It is nothing more than an inefficient hack. You are referring to CQG CL market depth that is problematic and inefficient. We recommend using the Denali Exchange Data Feed: Denali Exchange Data Feed Where you can properly manage the number of depth levels: Real-Time Exchange Data Feeds Available From Sierra Chart: 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: 2019-12-11 14:03:04
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| [2019-12-11 22:28:55] |
| User132748 - Posts: 159 |
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Does it have to be a global setting for whole datafeed though? I need different depth levels settings for different instruments I trade and currently the only way is to use different sierra instances with different SC Server setting which is far from comfortable.
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| [2019-12-11 23:15:11] |
| Sierra_Chart Engineering - Posts: 14076 |
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It is a global setting yes. We could make it a symbol specific setting. The protocol does support 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-12-12 10:22:15] |
| User132748 - Posts: 159 |
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That would be great! Thank you.
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| [2019-12-14 00:36:31] |
| Sierra_Chart Engineering - Posts: 14076 |
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This is coming out in version 2027 as a new symbol setting.
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 |
| [2019-12-23 19:11:13] |
| T44 - Posts: 363 |
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It is possible for the SC data feed to receive all levels (or at least the first 50 prices or so) so that the Position In Queue is more accurate, but turn the display of the additional levels (say beyond the first 10) off in the DOM? (edit - or is the position in queue taken from TT/the exchange for CME group products now? I believe MDP 3 supports showing the actual queue position. Not sure on ICE or Eurex.) It seems that setting 50 in Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels and 10 in Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) would work, but wanted to double check and also clarify any likely performance impact. Date Time Of Last Edit: 2019-12-23 19:31:29
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| [2019-12-25 00:36:58] |
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You can make adjustments to this and it will not affect the position in queue calculations: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) The setting mentioned here does affect the position in queue calculations: Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels a 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: 2019-12-25 00:37:32
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| [2019-12-25 15:52:42] |
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It is possible to determine the queue position because all of the orders with IDs are provided on the MDP feed and the actual exchange order ID is provided when using TT. But implementation of all of this is involved.
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: 2019-12-25 15:52:53
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| [2019-12-31 19:11:39] |
| T44 - Posts: 363 |
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You can make adjustments to this and it will not affect the position in queue calculations:
Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) The setting mentioned here does affect the position in queue calculations: Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels Thank you - so I have set the Data Feed option to 50 levels (not all for performance reasons) and the display for charts to 10 as I don't need to see the far away levels just want my queue position calculated. This seems to work, except sometimes there are several "blank" depth levels outside of the best 10 and then a far away level on the same side populated with a quantity. This causes an unpleasant flickering as all the intermediate levels are coloured with e.g. the bid depth background. This can flick on/off several times a second. Screenshot attached. Perhaps this is related to the other market depth issue I posted yesterday on the US Bonds? |
 10342-2019-12-31-1907.png / V - Attached On 2019-12-31 19:11:34 UTC - Size: 16.23 KB - 290 views |
| [2019-12-31 20:47:20] |
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Make sure you reconnect to the data feed after limiting the depth levels to 50. No we do not think this is related. But might be. We have already implemented a solution to that and can release it after testing. Be sure to reconnect the data feed. The issue you are showing, should not be happening as long as you reconnect to the data feed. 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: 2019-12-31 20:48:12
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| [2020-01-03 09:56:16] |
| T44 - Posts: 363 |
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I have upgraded to v2028 and restarted SierraChart and the issue is persisting on multiple instruments. Edit: for more detail I had the main instance set at 50 and a sub instance set at 10. The sub instance had the flickering issue. I was able to work around it by setting each of the dozen or so DOMs to 10 levels using the option in Chart Settings | Advanced Settings 3. I'm not seeing the problem any more so please make this low priority if not affecting other users. Date Time Of Last Edit: 2020-01-03 12:40:04
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| 10348-2020-01-03-0954.png / V - Attached On 2020-01-03 09:55:46 UTC - Size: 13.56 KB - 308 views 10347-2020-01-03-0952.png / V - Attached On 2020-01-03 09:55:50 UTC - Size: 15.74 KB - 286 views |
| [2020-01-04 05:17:37] |
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Ok we now have more of a clue about why there is a problem. We will work on 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 |
| [2021-12-15 11:24:05] |
| David Elstob - Posts: 10 |
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Should the above info work on delayed data? I've tried all 3 x solutions restarted each time and it still shows full market depth rather than 10, as I'd like. |
| [2021-12-15 13:40:29] |
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This is an old thread. We will not go back and review. What is the issue you are having?
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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