Support Board
Date/Time: Fri, 14 Mar 2025 17:58:00 +0000
Problem with Nasdaq TotalView market depth recording
View Count: 518
| [2022-07-02 07:57:11] |
| ticinotrader - Posts: 409 |
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Dear Support, I am working on creating materials based on the request of members of my site, related to the Nasdaq TotalView datafeed that is now part of Denali. I am using a separate SC instance (installed in a separate folder) that is connected to the delayed feed to collect depth data for the major US stocks (namely the DOW 30 components and couple other bluechips). The goal is to use this data to create chartbooks that require depth information. I am running this instance on a server that is on 24/7. Every weekend, I archive the collected data to be used later. Collecting depth data worked very well in the past couple months, but when I checked the data now, the entire current week's data is missing. There were only dummy/empty depth files created during the week that do not contain any data (100-200 bytes only). See the attached screenshot. I haven't touched anything in the SC instance, I simply let SC run as usual. Another strange thing that happened in the meantime in the same SC instance (not sure if related): I am using a chartbook for collecting depth data. It is a simple chartbook containing a 1 tick chart for each NQTV symbols with the chart DOM enabled. Now, after I updated SC to the latest 2409 version, after restarting SC and reopening the chartbook, all the charts disappeared from it and only one chart is displayed instead of the ~30. Can you please explain what caused the missing data and what can I do to ensure that it does not happen in the future? Also do you have any idea why the charts suddenly disappeared from the chart? Thanks in advance. |
 20220702_093237.png / V - Attached On 2022-07-02 07:54:36 UTC - Size: 187.47 KB - 117 views |
| [2022-07-03 06:10:21] |
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Refer to item 3 in this post: New Important Good Information about NASDAQ TotalView Data Feed Regarding this: Now, after I updated SC to the latest 2409 version, after restarting SC and reopening the chartbook, all the charts disappeared from it and only one chart is displayed instead of the ~30.
Attach the Chartbook and we will test. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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: 2022-07-03 06:10:36
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| [2022-07-03 06:47:42] |
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However, we can provide delayed market depth data and we are going to start to maintain historical market depth data for NASDAQ TotalView stocks. We will get that done this week.
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: 2022-07-03 06:47:47
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