Support Board
Date/Time: Thu, 28 Nov 2024 18:45:19 +0000
Market Depth Historical Graph quantities do not match chart DOM
View Count: 374
| [2023-04-11 14:03:51] |
| sean3000 - Posts: 53 |
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I have a chart with the Market Depth Historical Graph study. Orders in the limit book are not represented correctly in the historical graph. Two examples from the screenshot: - 4134.75 has 132 contracts on the bid but the study shows 486 - 4142.00 has 405 contracts on the offer but the study shows 225 Depth Quantity Type to Display After Last Bar is set to Last Depth. Maximum Levels to Display is set to 0 for all. |
 sierra chart market depth historical graph chart.png / V - Attached On 2023-04-11 13:59:36 UTC - Size: 163.62 KB - 95 views sierra chart market depth historical graph settings.png / V - Attached On 2023-04-11 13:59:42 UTC - Size: 149.33 KB - 81 views |
| [2023-04-11 15:44:40] |
| John - SC Support - Posts: 36350 |
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Please set the Input for "Extend Last Known Depth" to "No". We are not sure how you took the screenshot, but be sure to select "File >> Disconnect" before comparing the numbers. This ensures that both the DOM and the Market Depth Historical Graph have had a chance to update to the last information and should be in sync. Let us know what you see when you do the above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-11 18:38:27] |
| sean3000 - Posts: 53 |
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I changed "Extend Last Known Depth" to "No" and disconnected from the data feed but the issue is still present. The first screenshot was taken while SC was running normally with with a 250ms refresh. |
| sierra chart market depth historical graph chart 2.png / V - Attached On 2023-04-11 18:37:39 UTC - Size: 353.2 KB - 84 views |
| [2023-04-11 20:59:43] |
| John - SC Support - Posts: 36350 |
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Are you using a "Trade and Current Quote Symbol" with the option for "Use as Trade Only Symbol" set to "No"? This would explain the situation, as the Market Depth in the DOM is from the "Trade and Current Quote Symbol", but the MDHG is from the main symbol. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-11 23:44:48] |
| sean3000 - Posts: 53 |
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That was the issue. Thanks, John.
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