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Date/Time: Wed, 19 Feb 2025 00:00:23 +0000



MBO Data in Denali

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[2020-12-29 22:42:11]
John Mc - Posts: 32
I have upgraded SC to version 2207 (64 bit)
I have gone through the setup process for showing MBO data from Denali (which I have setup and working) but do not see an option "Subscribe Market by Order Data When Market Depth Subscribed' under the Global Settings>>Sierra Chart Server Settings windows.

I am assuming this prevents me from seeing The Bid Market Orders Column, Ask Market Order Column, or the Combined Bid Ask Market Orders Column.

What do I need to do to get these options to appear?

Thanx - John

Reading Internal Order ID file. | 2020-12-29 15:51:37.701
Reading Trade Orders file. | 2020-12-29 15:51:37.819
Reading Trade Positions file. | 2020-12-29 15:51:37.819
Reading Account Balance file. | 2020-12-29 15:51:37.819
UDPListener (1640). Port 22904 | Listening on UDP port 22904. | 2020-12-29 15:51:37.840
Software version: 2207 64-bit | 2020-12-29 15:51:37.840
Primary Thread ID: 8232 | 2020-12-29 15:51:37.840
Usage end date: 2021-07-09 | 2020-12-29 15:51:37.840
Enabled for: Advanced Features 2. | 2020-12-29 15:51:37.840
Enabled for: Sierra Chart Historical Data Service. | 2020-12-29 15:51:37.840
Enabled for: Denali Real-Time Exchange Data Feed. | 2020-12-29 15:51:37.840
Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-12-29 15:51:37.840
Enabled for exchange2: CME (Trading Account Required) | 2020-12-29 15:51:37.840
Enabled for exchange2: CBOT (Trading Account Required) | 2020-12-29 15:51:37.840
Enabled for exchange2: COMEX (Trading Account Required) | 2020-12-29 15:51:37.840
Enabled for exchange2: NYMEX (Trading Account Required) | 2020-12-29 15:51:37.840
Allow Support for Sierra Chart Data Feeds is enabled. | 2020-12-29 15:51:37.840
Current selected Data/Trading service: SC Data - All Services | 2020-12-29 15:51:37.840
Custom symbol settings values: enabled | 2020-12-29 15:51:37.840
Chart Update Interval: 500 | 2020-12-29 15:51:37.840
Intraday Data Storage Time Unit: 0 | 2020-12-29 15:51:37.840
Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-12-29 15:51:37.840
2020-12-29 21:51:37 Local computer time in UTC | 2020-12-29 15:51:37.841
2020-12-29 15:51:37 Local computer time in SC Time Zone | 2020-12-29 15:51:37.841
2020-12-29 21:51:37 Server time in UTC | 2020-12-29 15:51:37.841
Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-12-29 15:51:37.841
Program path: C:\SierraChart\ | 2020-12-29 15:51:37.841
Data Files path: C:\SierraChart\Data\ | 2020-12-29 15:51:37.841
OS Version Number: 10.0 | 2020-12-29 15:51:37.841
Locale Setting: C | 2020-12-29 15:51:37.841
DLLs: ETG Audio.dll, ETOFSv3_64.dll, openal32.dll, sst_FreeBundle.dll, sst_FreeBundle_2151.dll, sst_FreeBundle_2151_64.dll, sst_FreeBundle_64.dll, UserContributedStudies_64.dll, VerbalJournal.dll, VerbalJournal_2151.dll, VerbalJournal_2151_64.dll, VerbalJournal_64.dll | 2020-12-29 15:51:37.841
Allowed protected custom studies: ETG Audio, SST_FreeBundle, VerbalJournal | 2020-12-29 15:51:37.841
Date Time Of Last Edit: 2020-12-31 19:13:29
[2020-12-29 23:19:56]
Sierra Chart Engineering - Posts: 104368
Update to the prerelease with Help >> Download Prerelease.
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
[2020-12-30 14:29:30]
John Mc - Posts: 32
I upgraded to the current version (and I verified) it worked. When I go to the customize screen I still do not see any MBO items under the Hidden Items.

Any other suggestions?

Thanx - John
[2020-12-30 14:38:38]
John - SC Support - Posts: 38036
We assume you mean the "Customize Trade/Chart DOM Columns" screen. You want to select the items on the left named the following:
- Bid Market Orders Column
- Ask Market Orders Column
- Combined Bid/Ask Market Orders Column

Then use the -> button to add the columns to the right. You will find the instructions for this at Step #4 of the instructions here:
Market By Order Data: Step-by-Step Instructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-30 16:42:32]
John Mc - Posts: 32
I added those columns to my screen but nothing appears in them. I understand thoat it filters for a certain size. I do not even see orders come through given any size. I am watching for size on a different software package so I can tell when orders come through. Also, no sure if it should be showing but when I add the MBO columns nothing appears for a column title.

Let me know if I need to do anything.

Thanx - John
[2020-12-30 17:12:29]
John - SC Support - Posts: 38036
What symbol are you doing this on? The ES doesn't tend to have many large orders, in fact, we just took a look and do not see any MBO data larger than 10, so nothing is showing up for that symbol.

Try a different symbol like 6B, which does have a lot of larger orders.

As you stated, it will only show orders greater than 10 by default.

There will not be a column title unless you add it (this is true for all columns). Refer to the information here:
Global Trade Settings Windows: Custom Title (Trade >> Customize Chart/Trade DOM Columns)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-31 19:12:26]
Sierra Chart Engineering - Posts: 104368
There are definitely plenty of orders on ES above 10, at least at this time. Here is what we see currently:
http://www.sierrachart.com/image.php?Image=1609441926612.png
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
[2021-01-04 16:44:44]
John Mc - Posts: 32
I checked today and I do not see anything in the MBO columns I added to my DOM. I restarted Sierra today so it would have the most current data.
What should I try next?
[2021-01-04 18:34:43]
John - SC Support - Posts: 38036
Please go through these Instructions and see if anything is not set correctly:
Market By Order Data: Step-by-Step Instructions

Let us know if you are still having an issue after doing this.

Also, the ES is showing a lot of large trades right now in the MBO data, so you should be able to see the information for that symbol.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-01-05 12:43:30]
John Mc - Posts: 32
That did it. Thanx for the help.

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