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Date/Time: Tue, 26 Nov 2024 22:27:36 +0000



Flaky Market depth historical data on replay

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[2022-07-29 14:38:36]
KylieV1618 - Posts: 67
So I have a wierd situation.
Some days Ill do a replay and Ill have full data on all three DOMS, for all markets.
Some days Ill do a replay and 2 DOMS will have full and the other will be 1x1 with not depth.
Some days (like today) Ill do a replay and all DOMS will have 1x1 with no depth.

Nothing changes settings wise, it seems completely random too.

Any ideas why this might occur??

Ive tried deleting the data files to trigger a new download and restarting SC, but that ALWAYS makes it reset to 1x1 with no depth, so thats not a solution. Even though I have the Denali feed so it should be correctly downloading all the right information. And ontop of that.....if I watch the market for the first 30 mins, and then immediately replay it back, its always 1x1. Which is wierd, because I literally just watched it all, so it should be recording (and yes my settings are set to record)

Please help, this is frustrating.

Whats the most frustrating about it, is that its random. It would be fine if it was always broken, cuz then I know there might be a fix. But because its random, across the different markets, I know that finding the issue will be harder.

Any ideas programming wise? why this might occur?
Date Time Of Last Edit: 2022-07-29 14:40:15
[2022-07-29 18:11:18]
John - SC Support - Posts: 36309
The only thing we can think of is that you may not have the number of days to load set properly for all the DOMs. Start with the Chart that you are using to start the replay and take a look at how far back you are starting the replay. Then ensure that all the Trading DOMs have at least that number of days loaded. Then try the replay again and see what happens.

Beyond this, you can go through the information at the following link and the one after it for replaying the Trade DOM and replaying Market Depth:
Replaying Charts: Replaying Trade DOM Windows
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-08-01 09:43:39]
Sierra Chart Engineering - Posts: 104368
You have to use the Market Depth Historical Graph to see if you have historical market depth data available for the Date-Times you are replaying:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying

And then you need to follow the instructions here to download the market depth data if it does not exist:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

And another thing to be aware of is that when historical market depth data is being downloaded, the data that has not already been downloaded will not be visible in the chart until that download completes.
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: 2022-08-01 09:48:04

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