Support Board
Date/Time: Sun, 09 Mar 2025 00:54:24 +0000
How to filter MBO data on DOM
View Count: 2866
| [2022-02-22 15:00:04] |
| Bhupinderjhajj - Posts: 30 |
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Hello, I have the full package in-order to get MBO data on the Dom. I read through your instructions and set up the DOM using ''bid market order columns'' and ''ask market orders column''. But I noticed that the MBO is un-filtered as in it shows 5,4,64,3,3. If I just want to see lets say 10 or higher or 20 or higher, is there a way to filter that on the DOM? Thank-you Bhupinder |
| [2022-02-22 17:05:32] |
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Yes but this is done globally. How to do this is explained here: Market By Order Data: Adjusting Minimum Quantity to Display for Market by Order Data Make sure you reconnect to the data feed. 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 |
| [2022-02-22 17:18:51] |
| Bhupinderjhajj - Posts: 30 |
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Thanks it worked!
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| [2022-02-24 19:27:22] |
| Bhupinderjhajj - Posts: 30 |
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Hello Follow up question, I noticed that the MBO data isn't playing on the replay function. The rest of the DOM works just fine (limit orders/stacking and pulling) however just the MBO data is lacking. Any way to get it to work? Thanks |
| [2022-02-24 22:03:31] |
| John - SC Support - Posts: 38516 |
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The MBO data is not available during a replay. It is not recorded or stored at this time.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-26 01:50:22] |
| bdunn - Posts: 19 |
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I wanted to follow up on this as I believe the MBO data can be shown during a replay. You have to go to Global Settings, Symbol Settings, select the symbol from the list. On the right you want to enable Record Market Depth Data. You will need to collect that data on the next trading session. When you go to replay for that data, you will find the MBO data is visible in the DOM. Note that these files can build up in size and also when you open a chart that has several days to load in the Chart settings. Each MBO file will need to be reloaded which can take a while sometimes. I have learned to delete the dates I do not need MBO for anymore and that will speed things up quite a bit. I also have reduced the number of days to load on charts where I do not need to look back too far - so 3-5 days is plenty for me for most things. Also note that this does not affect longer range charges like historical charts as those do not use MBO data at all. I hope this helps. |
| [2022-02-27 23:41:22] |
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Market by order data cannot be replayed, but certainly market depth data can be replayed.
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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