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Date/Time: Mon, 10 Mar 2025 22:16:47 +0000



MBO data issue - Not seeing what others are

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[2022-04-08 13:59:34]
TraderX703 - Posts: 14
Currently I'm subscribed to package 12 and receiving MBO data, however when doing a zoom call with an associate with the exact same Denali feed and package level with teton ordering, I noticed his MBO columns showed more levels of MBO data. We have the same config on market depth an in the "Minimum Market by Order Quantity" in global symbol settings for ES, we are both set to "50". Not sure where else to look. I've attached the screen images of both of our DOMs during the same time period.
image1 - MyMBOs.png / V - Attached On 2022-04-08 13:59:06 UTC - Size: 194.43 KB - 196 views
image2 - MBO-MoreNumbers.png / V - Attached On 2022-04-08 13:59:16 UTC - Size: 189.78 KB - 246 views
[2022-04-08 15:55:18]
John - SC Support - Posts: 38547
First of all, we are not seeing the MBO columns in either image. The MBO will have multiple orders showing in a row. Refer the image here:
https://www.sierrachart.com/image.php?Image=1649433054712.png

To get the MBO data into your chart, follow these instructions:
Market By Order Data

With regards to the number of Market Depth Levels showing, refer to the following:
File Menu: Not Receiving the Full Number of Market Depth Levels
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-08 17:41:39]
TraderX703 - Posts: 14
Sorry labeled differently in header. For image myMBOs--extreme right columns (BOT/SLD header). For the MoreNumbers image. Again,extreme right column. The diff. is he did cumulative instead of separate columns. I'll review your docs but I've been through those. I'll see if I missed anything.
[2022-04-08 18:42:50]
John - SC Support - Posts: 38547
Sorry, you did state that your minimum display was 50. We just did not think of it when we were looking at the images. That would explain the lack of data.

We do not know why you would be seeing different information. Assuming everything is the same, including the times that the images were taken, then we can not think of any reason why there would be a difference.

We will ask the Senior Engineer to see if he has any insight on what may be occurring.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-11 11:38:06]
Sierra Chart Engineering - Posts: 104368
The first thing we want you to do is set the Minimum Market by Order Quantity to 0 in the Global Symbol Settings and reconnect to the data feed:
File Menu: Procedure to Reconnect to the Data and Trade Servers

Make sure then you see market by order data down to a quantity of 3.
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: 2022-04-11 11:56:59
[2022-04-12 12:56:08]
TraderX703 - Posts: 14
Minimum MBO quantity set to 0. I see 3's. See right hand side of image circled.
imageMinQuantMBO-0.png / V - Attached On 2022-04-12 12:55:14 UTC - Size: 254.47 KB - 159 views
[2022-04-12 17:46:44]
Sierra_Chart Engineering - Posts: 18736
And the other user you are comparing with also has Denali real-time data?

What is the Symbol for that Trading DOM screenshot?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-04-12 17:47:17
[2022-04-13 00:23:09]
TraderX703 - Posts: 14
We were on ES. June Expiry. ESM22_FUT_CME

Yes we're both using Denali and Teton with package 12, MBO.
[2022-04-13 17:50:31]
Sierra_Chart Engineering - Posts: 18736
This is what we currently see with the market by order minimum quantity of 50:
https://www.sierrachart.com/image.php?Image=1649872193600.png


The time of the screenshot is in the chart and it is US Eastern time.

Do you see the same or similar?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-04-13 17:52:37
[2022-04-13 17:58:46]
Sierra_Chart Engineering - Posts: 18736
Here is another screenshot:
https://www.sierrachart.com/image.php?Image=1649872708337.png
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-14 00:36:51]
TraderX703 - Posts: 14
Will try this again tomorrow as I was away from office at that time. I will grab a screen shot in the am when the cash market opens after 9:30am eastern

-James

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