Support Board
Date/Time: Thu, 06 Mar 2025 09:38:18 +0000
Trade DOM Replay Speed/Price Action and Replaying Non-Recorded Data
View Count: 747
| [2022-01-29 02:48:59] |
| Steve Leon - Posts: 311 |
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I was trying to replay a Trade DOM with market depth information that i had set to being recorded. The problem i encountered was that he speed at which the DOM was playing was very fast even though it was set for 1x speed. I also tried to change the speed in the advanced settings using either 10 ms or 0=global setting. Can you help with this. I had used this successfully in the past with relatively good reproduction of the price action but i have not used it in a while and not sure what i am doing incorrectly now. I also wanted to know how i replay data that i may not have recorded ? I am under the impression that this can be done somehow Market Depth Historical Graph ? Can you clarify this for me and give me instructions on how to do if it is possible. Thank you Steven Leon |
| [2022-01-31 15:42:44] |
| John - SC Support - Posts: 38425 |
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If you were running a "Standard Replay" then the DOM should be updating at the same rate as it did in real time. You can change the Chart Update Interval to try and slow it down, so you would want to set this to something around 500 or higher. We do not know what your global default is, so we do not know what setting it to 0 would do (the default for the default is 500). Also, keep in mind that what you are stating is very subjective, so it's hard to say there is anything wrong. -- With regards to replaying data that is not recorded, you can not do this. But, with the Denali Exchange Data Feed, you have access to Historical Market Depth Data. So, if there was a time for which you had not recorded data, then that data should automatically download - if you have set it up. Refer to the information and instructions at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-01 01:09:32] |
| Steve Leon - Posts: 311 |
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After i wrote you i tried 100 and 200 mss and that seemed to work. Definitely at 10 ms (which is what i have it set to for real time data) and global (=0) did not seem to play in a similar fashion to the real time data. Where can i check what my global setting is set to ?; out of curiosity. I also was able to set the Historical Market Depth Data and I was able to replay a day that i do not believe i recorded. I am wondering with this function is it even necessary to record the data ? Is there any advantage to recording the data over using Historical Market Depth Data ? Could you provide some insight on this issue. I am tempted to stop recording the data with access to this feature ? As always, Thank you fro your help Steven Leon |
| [2022-02-01 14:51:21] |
| John - SC Support - Posts: 38425 |
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Where can i check what my global setting is set to ?; out of curiosity.
Refer to the following: General Settings Window: Chart Update Interval (Global Settings >> General Settings >> General >> Update Intervals) I am wondering with this function is it even necessary to record the data ? Is there any advantage to recording the data over using Historical Market Depth Data ? Could you provide some insight on this issue. I am tempted to stop recording the data with access to this feature ?
It really depends on what you need. You could get away without "recording" the data and then downloading the data for the period you want, but doing the download will take some time, as opposed to just recording the data as it goes along and then filling in small gaps with the downloads. Also, there is only so many days of downloadable market depth data (15 days right now). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-01 15:16:34] |
| Steve Leon - Posts: 311 |
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ok. thank you that is very helpful my global is set to 10 ms for chart update interval which is what i had it set to manually. thats why i was seeing similar type movement in the DOM Seems like settings of 100, 200 and 500 work much better on replay fro whatever reason Thanks again |
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