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Date/Time: Wed, 05 Mar 2025 01:47:28 +0000



DepthOfMarket missing

View Count: 583

[2022-01-10 14:53:01]
DCSaba - Posts: 113
Dear Sirs,

I have been successfully using Denali data feed for US Futures combined with my InteractiveBrokers account log-in into Sierra.
Sometimes in the past I had to Disconnect/Connect (Ctrl+F11, F11) because my DepthOfMarket "disappeared".
Today nothing helps, I just don't have DepthOfMarket.

Please help.

Regards,

DCS
[2022-01-10 15:32:17]
Sierra Chart Engineering - Posts: 104368
Refer to:
File Menu: Not Receiving the Full Number of Market Depth Levels

First thing to check is for market depth data in the File >> Open Market Depth Window:
File Menu: Open Market Depth Window (File)
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
[2022-01-10 15:33:34]
Sierra Chart Engineering - Posts: 104368
Actually we know what the problem in your case is. You are no longer getting data from the Denali Exchange Data Feed.

Refer to:
Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees
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: 2022-01-10 15:34:01
[2022-01-10 16:47:23]
DCSaba - Posts: 113
Thank you for the fast responses and all the ideas, but this might be deeper.

1. I have updated (from 2328 to 2342)
2. I have always had the correct Server and Chart Setting to be able to have DepthOfMarket (see pictures attached)
3. My login is InteractiveBrokers of course (see pictures attached), but the data comes from Denali, as always.

This last point is why I suggest that the issue must be deeper: even in the past, once I had my broker connected thru API , it was Sierra's own connected that provided the history as well as this DepthOfMarket.
imageServer1.png / V - Attached On 2022-01-10 16:46:52 UTC - Size: 22.72 KB - 135 views
imageServer2.png / V - Attached On 2022-01-10 16:46:57 UTC - Size: 17.75 KB - 140 views
imageES.png / V - Attached On 2022-01-10 16:47:02 UTC - Size: 7.87 KB - 123 views
[2022-01-10 17:21:52]
Sierra Chart Engineering - Posts: 104368
Make sure you are connecting Sierra Chart to your live Interactive Brokers account.
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: 2022-01-10 17:22:09
[2022-01-10 19:30:24]
DCSaba - Posts: 113
So, I have connected with my live account and this solved the issue for now.

Does this mean that I cannot use my Simulated Account @ InteractiveBrokers anymore when connecting Sierra?

What is the reason for this change? Could you restore this possibility please?
[2022-01-10 22:14:42]
John - SC Support - Posts: 38380
It has always been that you need to connect to your "Live" account with Interactive Brokers. There is no change here.

This is required by the CME Group and their data policy in order for you to get the CME Group data at the non-professional rate.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-01-10 22:20:05]
DCSaba - Posts: 113
What I meant is that I was able to use my Paper Trading Account to connect with Sierra up until now without losing DepthOfMarket.
And since a Paper Trading Account cannot exist without a Live Account, this would not breach any guidelines anyway.
So I was wondering if you could restore this possibility please, so it would work just as it did over the past months.
[2022-01-10 22:36:59]
John - SC Support - Posts: 38380
We have never allowed the connection to a Paper Trading Account to act as a verification of a live, funded, futures trading account in order to satisfy the CME Group requirement.

The only thing we can think is that you had connected frequently enough to your live account that you did not realize that this was occurring. Each time you connect to your live account it automatically updates the end-date of your verification.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-01-11 07:41:39]
Sierra Chart Engineering - Posts: 104368
You just need to connect to your live account once a month.
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
[2022-01-11 07:48:22]
DCSaba - Posts: 113
All clear.
Thank you for your work!

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