Support Board
Date/Time: Thu, 28 Nov 2024 03:44:01 +0000
Depth data issue while replaying
View Count: 407
| [2023-05-05 23:53:58] |
| User785723 - Posts: 57 |
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Depth data is loaded on my Sierra and Market Depth Historical Graph shows no issues with the data quality. However, as soon as a replay is started, depth data becomes inconsistent which can be seen clearly from the attached chart (replay started from 5-3 05:30). What is the reason for this behavior? |
 Screenshot 2023-05-04 230630.png / V - Attached On 2023-05-05 23:53:38 UTC - Size: 173.57 KB - 96 views |
| [2023-05-06 00:15:02] |
| User785723 - Posts: 57 |
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Attached is the screen-record of what happens to the depth data while replaying.
Date Time Of Last Edit: 2023-05-06 00:16:17
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Private File |
| [2023-05-07 01:24:08] |
| User785723 - Posts: 57 |
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What I replay with speed 10, this does not happen. However, it happens with faster replays. Any clue about this?
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| [2023-05-08 19:53:43] |
| Sierra_Chart Engineering - Posts: 17199 |
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We have to look into this, and with our current workload, we are not going to get to this for some time. It could be weeks from now. Does not really make much sense why there would be a problem. We really do not know what is happening.
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: 2023-05-08 19:54:03
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| [2023-05-09 10:54:19] |
| Sierra_Chart Engineering - Posts: 17199 |
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We did a replay at 480 times with market depth data, and the market depth data displayed by the Market Depth Historical Graph was 100% identical for replayed data, as compared to the market depth data loaded when using Chart >> Reload and Recalculate. We do not know what is happening in your case. Maybe there is some out of memory condition occurring or an issue caused by a custom study. Run Sierra Chart in Safe Mode: Sierra Chart - Software Login Instructions: Using Safe Mode What is the Replay Mode set to: Replaying Charts: Replay Mode 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: 2023-05-09 10:54:34
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| [2023-05-28 13:11:27] |
| User785723 - Posts: 57 |
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Did you replay with single or multi chart mode? I found out that the issue happens only in multi chart replay and wonder if there is any known market depth data issue with this type of replay. |
| [2023-05-30 15:37:33] |
| John - SC Support - Posts: 36350 |
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We are not able to reproduce this even with All charts in Chartbook and Accurate Trading System Back Test Mode. Please try running in Safe Mode and see if the problem exists then.
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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