Support Board
Date/Time: Wed, 12 Mar 2025 11:54:39 +0000
Studie Market Depth Historical Graph refreshed with Bar Period Type
View Count: 784
| [2022-05-02 10:55:19] |
| AC109756 - Posts: 18 |
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Hello, Is it possible to create an option that updates the Studie "Market Depth Historical Graph" against the "Bar Period Type" and not against the "Time and Sales Windows"? For example, if I set the "Bar Period Type" chart to 25 milliseconds, the Studie "Market Depth Historical Graph" does not refresh every 25 milliseconds, but only when a new impression appears in "Time and Sales Windows". This is not a problem if the file is very large, hence an option being disabled by default to avoid filling up the SSD. Thanks in advance. |
| [2022-05-02 16:08:43] |
| John - SC Support - Posts: 38598 |
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We are not sure exactly what you are looking for. The Market Depth Historical Graph is going to update with the Chart Update Interval, along with all other studies. Refer to the information here: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-05-02 18:29:58] |
| AC109756 - Posts: 18 |
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Thank you for your reply. Effectively, window updates are only done when there is new market data (1 additional contract in the "Time and Sell" or "Numbers Bars" or a price shift). Otherwise the window is not updated. All my graphics are set to 10 milliseconds. Where is the problem is that the DOM changes every 10 milliseconds, but not the "Market Depth Historical Graph" studie because the "Market Depth Historical Graph" studie will only update when a trade arrives (1 additional contract in the "Time and Sell" or "Numbers Bars" or a price shift). This means that if there is no trade for 5 seconds (no new contract in "Time and Sell" or "Numbers Bars" for 5 seconds), the colors of the Studie "Market Depth Historical Graph" will be frozen for 5 seconds on the chart, even if the chart window is set to 10 milliseconds and the DOM changes every 10 milliseconds. So if in this 5 second interval, a DOM contract goes from 297 to 897, then goes down to 297, we will only see the color change during a new trade and not immediately. Date Time Of Last Edit: 2022-05-02 18:35:26
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| [2022-05-09 03:38:57] |
| User839162 - Posts: 87 |
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This is exactly the same issue I’m trying to explain to them in my ticket I opened - Your Market Depth Studies have a MAJOR flaw! It’s a big issue when trying to time trades in slower instruments. Hopefully this gets looked at. The Depth graph should be identical to the DOM and it’s not. |
| [2022-05-09 15:03:36] |
| AC109756 - Posts: 18 |
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I posted a video on VIMEO, it will be easier for understanding. There is no sound, I displayed rectangles and crosses in red. When Bid/Ask contracts are above 400, a line should appear. In summary, as long as there are no real trades made, the "Market Depth Historical Graph" study will remain frozen. https://vimeo.com/707834264/0331a2a6b8 Date Time Of Last Edit: 2022-05-09 15:26:17
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| [2022-05-09 20:20:58] |
| Sierra_Chart Engineering - Posts: 18750 |
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We are working on a solution for this and this will be out tomorrow along with more details.
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: 2022-05-09 20:21:14
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| [2022-05-10 14:39:40] |
| Sierra_Chart Engineering - Posts: 18750 |
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This actually is not true as you describe it: because the "Market Depth Historical Graph" studie will only update when a trade arrives (1 additional contract in the "Time and Sell" or "Numbers Bars" or a price shift).
The actual behavior is described here: Market Depth Historical Graph: Market Depth Historical Graph Timing in Relation to Chart Bar Date-Times If you have a very short timeframe per bar like 1 second, the behavior would look like you are describing. In the case of a chart bars with a length of like 5 or 10 minutes, there will not be an issue until the bar actually completes. There is a solution by using a special data recording which is documented in the section linked above. Here is an example of this: https://www.sierrachart.com/image.php?Image=1652192303728.png You must be running the very latest release which is 2393. This recording mode has been enhanced for this specific purpose. 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: 2022-05-10 14:40:26
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| [2022-05-11 08:29:14] |
| AC109756 - Posts: 18 |
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By putting the suffix -BID_ASK_TRADE_SYNC it works, thank you very much. For those who have trouble understanding, do F5 then put -BID_ASK_TRADE_SYNC after the symbol text. Example: FESXM22-EUREX-BID_ASK_TRADE_SYNC But you have to do it for all charts if you use studies associated with the chart like "Study Price/Overlay". |
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