Support Board
Date/Time: Thu, 28 Nov 2024 01:43:18 +0000
Missing limit order book depth
View Count: 282
| [2023-06-12 15:01:50] |
| 12VMan - Posts: 44 |
|
I'm only receiving 2 levels of market depth in the DOM for all futures markets I'm subscribed to. How do I see the full depth of market? Fwiw, I have followed this instruction and nothing changed: The Max Depth Levels setting in the Global Settings >> Data/Trade Service Settings >> SC Server Settings needs to be set to 0, or equal to or greater than the Number of Levels for Bid/Ask Depth Calculations setting. Reconnect to the data feed after changing that setting. |
| [2023-06-12 16:41:54] |
| John - SC Support - Posts: 36350 |
|
You are not subscribed to an exchange that includes Market Depth data. You can change your exchange options at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges Just keep in mind that the Exchanges do not give refunds and they do not pro-rate. So if you "Deactivate" an exchange, you are only setting it to not renew for the next month, and you will not get any refund for unused time. Also, when you activate an exchange, you will pay the full amount for the month, regardless of when you activate the exchange within the month. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-12 17:01:59] |
| 12VMan - Posts: 44 |
|
To clarify, Denali does not include full market depth?
|
| [2023-06-12 17:17:28] |
| John - SC Support - Posts: 36350 |
|
There are multiple exchange options for the CME Group as part of the Denali Exchange Data Feed. You have enabled the "Full CME Group for Non-Professional Accounts" exchange, which does NOT include the Market Depth data. You would need to activate an exchange (or exchanges) that include the Market Depth data in order to get the Market Depth data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-13 15:38:00] |
| Sierra_Chart Engineering - Posts: 17199 |
|
Refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Adding Support for CME Market Depth Data 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: