Support Board
Date/Time: Thu, 28 Nov 2024 15:45:13 +0000
Dom Not Replaying
View Count: 1497
| [2023-04-08 03:52:50] |
| MMH31 - Posts: 8 |
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Hi - While utilizing the replay mode on Sierra Chart my dom will not replay and only displays a 1. I've been going through previous support tickets and I have been following the suggestions given by SC technicians to the best of my ability and I am unable to rectify the issue. I went through the Sierra Chart/Data/MarketDepthData and I have noticed there are many days where the file size is very low compared to what was recommended. I've tried downloading new data on serval occasions and I have also added the Market Depth Historical Graph study as recommended. Can you please assist? |
| [2023-04-08 03:54:01] |
| Sierra_Chart Engineering - Posts: 17201 |
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So is the issue that you are not seeing market depth data during the replay but otherwise the replay is occurring on the Trading DOM? And when you add the Market Depth Historical Graph study to a chart of the same symbol, do you then see market depth data for the Date-Times you are replaying? 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: 2023-04-08 03:54:13
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| [2023-04-08 05:24:45] |
| MMH31 - Posts: 8 |
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Thank you for replying. Correct. I am not seeing market depth data during the replay. The dom will stay stagnate as per the image I have attached while the remainder of my chartbook charts replays as normal. Yes, I see market depth data for the date and time I'm replaying, but only on the chart where the Market Depth Historical Graph Study has been applied. https://www.sierrachart.com/image.php?Image=1680931171227.png https://www.sierrachart.com/image.php?Image=1680931352745.png |
| [2023-04-10 13:45:45] |
| John - SC Support - Posts: 36350 |
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Refer to the following: 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 |
| [2023-04-10 19:59:27] |
| MMH31 - Posts: 8 |
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It looks to be the data that is the issue. I was able to replay today's session on the DOM. I've been through the help sections on downloading missing data over the weekend and it still doesn't appear to be downloading the data correctly for me to replay on the Dom. I can see an obvious file size difference in today's session versus every other session that is recorded in the Data/MarketDepthData file. Any idea what might be causing the issue?
Date Time Of Last Edit: 2023-04-10 20:47:30
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| [2023-04-10 21:43:05] |
| John - SC Support - Posts: 36350 |
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Make sure you have gone through the information we have linked to above for replaying the Trade DOM. In particular, the number of days to load. Particularly if you are certain you have the depth data for the time for which you are replaying the chart/Trade DOM. Also check the setting for Global Settings >> Sierra Chart Server Settings >> Max Historical Market Depth Days to Download and ensure this is large enough to cover the time period you are trying to replay. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-10 22:16:09] |
| MMH31 - Posts: 8 |
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I spent all weekend going through the links you've put up and others I've found with similar issues. I believe it to be a data issue. For example, I wanted to replay the Dom for the 22nd of March 2023, and according to my market depth data file and the market depth historical graph study I had the data. Yet, the replay sent me to the 03rd of April 2023 which I had no file in the market depth data file or data on the market depth historical graph study. I followed the instructions to ensure my computer's time and date matched Sierra's as well. I apologize if I am missing something so simple, but I just can't seem to find a fix.
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| [2023-04-11 14:32:04] |
| John - SC Support - Posts: 36350 |
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Is it just a Trading DOM where you are having the issue? If so, then have you set the "Days to Load" for the Trading DOM such that it goes back far enough for how far back you are wanting to replay? For instance, if you want to replay starting on March 22, 2023, then you would need to have at least 23 days of data loaded. Have you tried seeing if a Chart DOM is replaying properly? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-12 00:26:53] |
| MMH31 - Posts: 8 |
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I have done the above. I deleted the previous downloaded market depth data and reloaded the data. Multiple days in succession are missing spanning over a period of 186 days that I selected for the new download attempt of market depth data. I can now use the replay feature on the dom, but it only allows me to replay the regular trading session times only. What am I missing here? |
| [2023-04-12 07:49:15] |
| MMH31 - Posts: 8 |
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I've completely sorted the issue with the dom now. I must have messed with session times on the dom while trying to figure out why the dom would not replay. There are still some issues surrounding downloading historical market depth data, but I have enough data to work with to backtest. I appreciate your time and guidance.
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| [2023-04-12 15:06:09] |
| John - SC Support - Posts: 36350 |
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One of the things to keep in mind with downloading the historical market depth data, is that if you are going far enough back, then you must be using a Continuous Futures Contract, and to get the market depth data for the previous contracts, you would need to load that specific contract and then download the Market Depth for it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-13 19:24:53] |
| MMH31 - Posts: 8 |
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Will do John. Thanks again.
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