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Date/Time: Fri, 29 Nov 2024 12:30:05 +0000



Replay not working and Re-Download Data help needed

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[2021-06-07 09:17:17]
User471548 - Posts: 27
Hi,

I tried replaying 10-yr TSY for data in Jan, Feb and Mar. I have set the charts to Continuous Contract - Date Rollover, Back Adjusted. However, there is no data showing up in the DOM. I then tried to re-download all the data for the symbols being replayed for all contract months by following the steps in https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloadingContinuousFuturesContractData. After I clicked Delete All Data and Download, the chart seemed to hang with a message just showing "Downloading Continuous Contract Data". I waited for about 15 min, but nothing happened. So I had to disconnect to the data feed. However, when I reconnected again, my historical intraday data between Feb and May were gone. Please help. Thanks.
[2021-06-07 16:54:53]
John - SC Support - Posts: 36350
Depending on how much data you were trying to get, it could take awhile to get all the data, especially if you are were also trying to get the Market Depth data from that time.

It sounds like you need to redownload the data. Refer to the information here:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying Downloading of Intraday Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-08 02:47:34]
User471548 - Posts: 27
Hi,

Thank you so much. I have managed to re-download all the data. I can now see the Jan data in my chart when I scroll back.

However, when I replay the chart on, say 8 Jan, which I have recorded and verified the .depth file was captured, the bid and offer columns in the DOM only should "1". Why is this so? How can I get the replay to show the bids and offers?

Thanks.
[2021-06-08 07:14:09]
Sierra Chart Engineering - Posts: 104368
Refer to:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying
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
[2021-06-08 09:38:39]
User471548 - Posts: 27
I have added the Market Depth Historical Graph study and it is displayed nicely on my 5-min intraday chart. However, the bid and offer columns in the DOM still show only "1" when I replay on those recorded dates/times with the graph showing. Please help. Thanks.
[2021-06-08 15:27:57]
John - SC Support - Posts: 36350
If you are looking at a separate Trading DOM, then refer to this information for replaying the Trading DOM:
Replaying Charts: Replaying Trade DOM Windows

If this is on the Chart DOM for the chart that you are replaying, then you need to make sure you that you have the Market Depth data for the particular times that you are replaying. To verify where you have actual market depth data that will reflect in the Chart DOM, set the option in the Market Depth Historical Graph for Extend Last Known Depth to No. Then you will see exactly where the data is present and where it is not. Then when you are replaying a time where the data is present, you should see it in the Chart DOM.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 04:09:12]
User471548 - Posts: 27
Thanks, John. I followed the steps in the link and discovered that I had not enabled the Continuous Contract option in the Trade DOM. Once I enable the option to be the same as the chart, I am now able to see the bids and offers. Thanks very much, John, for your help.

For a few symbols, I discovered I did not have the .depth files for March. Maybe this was because I forgot to enable the Record Market Depth Data setting in the Symbol settings, or maybe I had accidentally deleted the March .depth files for these symbols. Is there any way to download the .depth files for March for ZF and ES?

Thanks again.
[2021-06-09 13:51:38]
John - SC Support - Posts: 36350
Right now it is only possible to download the Market Depth data for the past 30 days.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 14:52:28]
User471548 - Posts: 27
Looks like I just have to work with the data I have for now.

Regardless, thanks again for your help, John.

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