Support Board
Date/Time: Thu, 28 Nov 2024 18:37:10 +0000
Market Replay - Problems with Market Depth
View Count: 1202
| [2023-04-04 16:25:34] |
| User13051990 - Posts: 26 |
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I am fairly new to Sierra Chart. Last week I used the Market Replay feature. I mainly use the DOM. I use a live denali data feed. In the beginning I could see 10 limits above and below the current price. Everything worked fine. Since Friday I only seen 1 limit order on both sides that doesn't even change anymore. I have already tried the following: -Sierra Chart Server Settings - Support Downloading Historical Market Depth Data - Yes -Sierra Chart Server Settings - Max. Historical Depth Days to Download - 100 -Chart Settings - Market Depth - Maximum Market Depth Data Days to Load - 100 Do you have any additional idea? Thanks! |
| Attachment Deleted. |
DOM.png| [2023-04-04 17:48:14] |
| John - SC Support - Posts: 36350 |
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Refer to the following regarding replaying Market Depth data: Replaying Charts: Replaying of Market Depth Data And also refer to the following regarding downloading historical Market Depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data And, just in case, refer to the following for replaying the Trading DOM: 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 |
| [2023-04-08 11:08:28] |
| User13051990 - Posts: 26 |
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Thanks for your response. I spent the last two days working through the posts. Unfortunately, the replay still does not work properly. Can it possibly be related to the new update? Yesterday I talked to a trader friend who also has the same problem. Can you test it by yourself?
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| [2023-04-08 11:29:22] |
| User13051990 - Posts: 26 |
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I now have an idea of what it could be. Once Sierra Chart downloads historical data, the download will begin on March 16, 2023. However, the download will end on March 17, 2023. From this point on, no historical data for Market Depth will be downloaded.
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| [2023-04-08 12:00:49] |
| User13051990 - Posts: 26 |
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I think I've solved the problem. The problem is that historical data is often not downloaded properly since the update. You have to insert a corresponding shortcut that the data is downloaded manually. Then it works.
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| [2023-04-08 12:05:25] |
| User13051990 - Posts: 26 |
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How to download market depth data
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| [2023-04-09 00:40:46] |
| Sierra_Chart Engineering - Posts: 17204 |
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No this could not be the case: . The problem is that historical data is often not downloaded properly since the update.
There must be another explanation going on in your case. Unless the issue relates to using a sub instance and downloading of historical market depth data there. There should not be a problem, but we would have to look into that. 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: 2023-04-09 00:41:45
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| [2023-04-09 10:45:00] |
| User13051990 - Posts: 26 |
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Thanks for your answer. The problem is that downloading historical data interrupts for no reason. This seems to be a new problem after installing one of the last updates. |
| [2023-04-09 11:10:09] |
| Sierra_Chart Engineering - Posts: 17204 |
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This could not be a problem in a newer version. There must be an issue in your particular case. You must be experiencing a connectivity problem for some reason. Refer to this help topic: Data/Trading Service Connection and Symbol Issues 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 |
| [2023-04-10 14:38:35] |
| John - SC Support - Posts: 36350 |
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Also keep in mind that unless you have explicitly set a symbol to record the Market Depth data, or if you have the Market Depth Historical Graph displayed for the symbol, the Market Depth will not be stored, therefore you would have to manually download it. Refer to the following: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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