Support Board
Date/Time: Sat, 01 Mar 2025 08:51:19 +0000
Market Depth - my lack of clarity
View Count: 1338
| [2021-08-24 06:58:12] |
| User740709 - Posts: 153 |
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Hello, I am sorry to bother you with a question that seems like my lack of knowledge of how to set a Study. But I have gone through the help and found no way. I am attaching a screenshot of my Market Depth aside a DOM with my settings of the Market Depth. Could you please explain what to change in the settings is necessary to be made so that my Market Depth shows "correctly" (for a lack of better word)? You can see that there is a grey rectangle over several prices despite that the DOM does not show even the minimum threshold set and on the contrary, the one high ask price on the DOM is not visible in the Market Depth at all. As Market Depths constantly changes, I am completely at loss of what to do with the settings. Thank you. H. |
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| [2021-08-24 07:32:36] |
| User740709 - Posts: 153 |
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Hello, I am attaching other two screenshots. The first one is today again just a few minutes after the first one above was taken. As you can see, suddently, the grey box disappeared and the grey/colored lines jumped lower. I thought that the lines representing the thresholds should envelope the price based on the number of "Maximum Levels to Display". The second screenshot is from yesterday. Here you can see the "jump" - the Market Depth is sort of "empty" and suddenly, at 11:04:30 it displays. Could you please help and advice? Thank you. |
 MDToday.png / V - Attached On 2021-08-24 07:32:21 UTC - Size: 28.38 KB - 288 views MDYday.png / V - Attached On 2021-08-24 07:32:28 UTC - Size: 46.16 KB - 266 views |
| [2021-08-24 17:27:29] |
| John - SC Support - Posts: 38292 |
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There is a LOT that goes into setting up the Market Depth Historical Graph (MDHG), so it's not really possible for us to cover all of the possible situations you are seeing, but we will give you some pointers to help. First, in the situation where you have the large grey bar, we can't say for sure, but most likely that was caused since your system was in the process of downloading the previous historical Market Depth. As such, since you have the option for Extend Last Known Depth set to Yes, it is just extending the last known depth data that it had forward, which created that group of data. Then, it sounds like the data downloaded and updated and that is when it changed and updated to what is a more "normal" view. It's hard for us to say what is happening in the second screenshot where the data is now showing before 11:04, but since you are using "Actual Color Thresholds", anything that is lower than 400 is going just be black. It would be best to turn on the display of the Quantity Numbers so you can see what the individual data looks like and whether there is actual data there or not. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-24 18:37:01] |
| User740709 - Posts: 153 |
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Hello and thank you for your answer. I understand that it is very complicated because of so many elements that are in it. So I set the numbers to see them. Now, I am even more surprised as it looks that the downloading of the previous historical Market Depth data took longer than 60 minutes. I switched on the Sierra Chart at approximately 7:30 CET and the data did not update in the Market Depth until 8:49 CET. All that despite the fact that all was running, and the numbers were clearly seen on the DOM. Could you please advise on that? Is there a way how to speed up the download? Thank you. I was also looking into what you said about the threshold of 400 and I can say that the lines are never black when the numbers are below 400 probably because the Lowest Quantity for Coloring is set to 0. So could you please have a look and advice? Thank you. Regards, H. |
| [2021-08-24 18:44:29] |
| John - SC Support - Posts: 38292 |
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As to how long it took to download the Market Depth, it depends on how much data it needed to download. We really do not have enough information to know. Just keep an eye on things going forward and see how it works out. If you are not keeping the MDHG study on the chart, then you will want to set the symbol to always store the Market Depth Data. Refer to the following and follow steps 1-7: Replaying Charts: Replaying of Market Depth Data I was also looking into what you said about the threshold of 400 and I can say that the lines are never black when the numbers are below 400 probably because the Lowest Quantity for Coloring is set to 0.
Can you give us a screenshot of that same area of the chart but with the quantity numbers displayed so we can have a better idea of what is occurring. We can then comment on what we see. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-24 20:17:58] |
| User740709 - Posts: 153 |
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Thank you. I have Market Depth Data storing enabled (I enabled it when I started to use the Market Depth study some months ago). Please find attached the screenshot with the numbers. I am unable to set the numbers in any way except for "In Bars and After Last Bar". Any other option leaves the numbers out (none are displayed). Thank you. |
| MDwithNos.png / V - Attached On 2021-08-24 20:17:52 UTC - Size: 32.49 KB - 210 views |
| [2021-08-24 20:29:30] |
| John - SC Support - Posts: 38292 |
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The reason you can not see the numbers is because your bar spacing is too tight. You need to expand your spacing in order to be able to see the numbers. Also, we recommend using the Use Secondary Numbers Color for Quantities Greater Than and enter a value of 1. This will color the quantities red by default which tends to be a visible color (and definitely will be with the grey background you have). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-25 07:41:57] |
| User740709 - Posts: 153 |
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Hello again, Thanks for clarifying, yes you are right. However, I do not need the numbers to be displayed, that is secondary. I need the Market Depth study to display properly. I am attaching three screenshots. The first one is from today European morning. The software is running for approximately an hour and the numbers in the Market Depth study do not correspond to the DOM and do not update. And again, there is a rectangle of bright colors that I have in my settings, however, they have not been in the DOM - in fact could not have been as the market traded at the prices. This is untradable and there must be something wrong. Also, this is the first time I encountered this problem, I have never had it before. The only change that I applied to my account was that I wanted to try MBO datafeed so I activated a trial. Even though I did not find it useful for my style of trading and I stopped displaying it after just one day and reverted the settings for MBO support in Sierra Chart Server Settings in General Settings back to "No", it seems that something has not been right since. The second and third screenshots are from yesterday. The first one is from the same time as the one I attached yesterday (above), however, as you can see, the picture is completely different. The second screenshot is from the time that yesterday showed correct data (correct lines) in the Market Depth study corresponding to the DOM but today, they are gone. How is that possible? I also thought that since the tickdata are stored for 15 days, it should repair, shoud it not? I am really at a loss here. Could you advice? Thank you. Regards, Hana |
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| [2021-08-25 08:08:19] |
| User740709 - Posts: 153 |
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Sorry for posting once again. I am not sure if that may be connected, but my message log contains lots of strings saying Out of order timestamps detected. Drawing tools.... And see what it does in one of my charts (only 2 are affected from the total of 7). Thank you. H. |
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| [2021-08-25 09:01:04] |
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Regarding the time stamp errors, re-download the data for all contract months following these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data And re-download the historical market depth data following these instructions: Market Depth Historical Graph: Downloading Of Historical Market Depth Data 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: 2021-08-25 09:05:55
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| [2021-08-25 09:38:10] |
| User740709 - Posts: 153 |
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Hello, Thank you for the advice. That has been done several times. In the meantime I found the reason. It is because in Graph Settings, Advance Settings 3, I selected the option Combine Trades Into Original Summary Trade. As soon as I unticked it, it stopped messing up with the Market Depth as well as incorrect timestamps. However, and this is quite a big however for me, I need to combine the trades as what is what I am used to. It is a necessary part of my trading. Is there a way how to solve it? Thank you. Regards, Hana |
| [2021-08-26 09:42:01] |
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We need some time to look this over.
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 |
| [2021-09-02 07:57:30] |
| User740709 - Posts: 153 |
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Hello, I am attaching another screenshot from today showing incorrect data. You can see two arrows, one showing a volume of 699 supposedly traded at 175.46 in the TandS and the other pointing to the same price at a NumbersBars chart showing that such volume is not registered there. There is also one circle in TandS showing a number of 2 even though that TandS is filtered to show trades above 100. Could you please have a look? Thank you. Regards, H. |
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| [2021-09-02 14:52:55] |
| John - SC Support - Posts: 38292 |
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One of the things to check is whether you have the option to combine trades in the Time and Sales and not in the chart or vice versa and also that they are set the same (note that within the chart there is only the one option to combine into original summary trade). Refer to the following settings: Time and Sales Window: Combine Records >> Do Not Combine Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) And then is there any filtering in the chart that is different from the Time and Sales. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-06 07:51:21] |
| User740709 - Posts: 153 |
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Hello John, Thank you but I cannot do it for both the chart and Time and Sales because of the issued described above that you said you need more time to look into that (post no. 12) and I do not have any update from you on that. Could you please let me know if there is anything new? Thank you. H. |
| [2021-09-29 16:10:39] |
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The option Combine Trades Into Original Summary Trade which is causing incorrect timestamps in the chart, for EUREX data, is resolved in the latest Sierra Chart version.
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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