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Date/Time: Wed, 27 Nov 2024 04:56:24 +0000



Intraday chart VbP, HMDGraph

View Count: 469

[2023-06-19 14:47:19]
User427497 - Posts: 8
I was working on an orderflow heatmap analysis with intraday data but data loads for present day for HMarketDepth and VbP doesn't show altogether (set to show histogram for each day)
Tried with volume per bar period and time-based period, as well as changing range values but nothing seems to work.
Uploaded images on a different thread but problem unresolved.

https://www.sierrachart.com/image.php?Image=1687185976940.png

Thanks!
imageOrderflow and heatmap chart depth of market settings.JPG / V - Attached On 2023-06-19 14:42:11 UTC - Size: 111.61 KB - 109 views
imageOrderflow Heatmap Market Depth VbP not showing or loading on.jpg / V - Attached On 2023-06-19 14:42:58 UTC - Size: 180.19 KB - 117 views
[2023-06-20 11:36:49]
Sierra_Chart Engineering - Posts: 17190
The Market Depth Historical Graph will not work properly at all with EURUSD.

You need to use it, with futures, or NASDAQ TotalView data.

Also it must be displayed in Chart Region 1. It is displayed at the bottom of the chart in a different Chart Region. It will not work there.
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
[2023-06-20 17:42:08]
User427497 - Posts: 8
Thanks for the answer. Used the region as a test. I am still having the issue of not loading the historial data for the VbP and Market Depth. It only shows for the period the chart settings (studies) are active without any previous information making it impossible to conduct analysis. Today I had data showing for NVDA, XAUUSD and others but as I changed to a different study collection and back it has disappeared again. Any clues as to how I can fix this?
CornF: https://www.sierrachart.com/image.php?Image=1687273249393.png
NVDA: https://www.sierrachart.com/image.php?Image=1687273535872.png (was actually working until I changed study collection, now doesn't show today's data)
[2023-06-21 14:58:43]
Sierra_Chart Engineering - Posts: 17190
You cannot use the Market Depth Historical Graph study with CFD symbols.

For help with the Market Depth Historical Graph study, refer to:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying

To use the Volume by Price study, refer to the documentation here:
Volume By Price Study

And it would not make any sense to be using it on a CFD symbol.
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: 2023-06-21 15:00:10
[2023-09-13 16:14:28]
User427497 - Posts: 8
Hi!
Here's the chart DOM showing no market data for tickers. How can I troubleshoot this? There's no depth or level 2...
Private File
Private File
Attachment Deleted.
[2023-09-13 16:37:36]
John - SC Support - Posts: 36309
Refer to the following:
File Menu: Not Receiving the Full Number of Market Depth Levels
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-13 17:40:53]
User427497 - Posts: 8
Thanks John. That's all been reviewed. Still no market depth.
image230913 NO depth of market instruments.JPG / V - Attached On 2023-09-13 17:40:27 UTC - Size: 200.25 KB - 73 views
[2023-09-13 17:57:35]
User427497 - Posts: 8
TSLA DOM either. Just 2 lines and a 0.xyz
image230913 NO depth of market TSLA DOM.JPG / V - Attached On 2023-09-13 17:57:24 UTC - Size: 21.91 KB - 72 views
Attachment Deleted.
[2023-09-13 20:39:06]
John - SC Support - Posts: 36309
The symbol TSLA will not have any market depth data. That symbol says to use our U.S. Equities Consolidated Tape data.

In order to view the Market Depth, you need to use the symbol TSLA-NQTV, which tells the system to get the data from our NASDAQ TotalView exchange. Refer to the information at the following link regarding this data:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

Please open a chart for "TSLA-NQTV" (no quotes) and then open the Market Depth Window and see what is shown in there.

--

We do not understand the symbols that you have for the DOMs that you show from the previous post. For instance the symbol "GC-202312-COMEX is an Interactive Brokers style symbol. And we have no idea about the other two.

It is always best to open a chart using the "File >> Find Symbol" option to ensure you have the correct symbol.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-14 22:28:02]
User427497 - Posts: 8
I picked a variety of symbols from the "find symbol" menu. Here's a shot of TSLA-NQTV as requested. Max Depth Levels is indeed at 0 by default. These past months I have been patiently reading through and went to the end of the instructions. Any clues?

I also have connectivity issues between Sierra and IBKR. Followed instructions and placed a couple trades successfully between platforms. But it doesn't work anymore. Would be great to get further instructions to troubleshoot that.

Thanks again
image2314tsla-nqtv NO MARKET DEPTH.JPG / V - Attached On 2023-09-14 15:20:51 UTC - Size: 179.8 KB - 73 views
image2314tsla-nqtv server settings.JPG / V - Attached On 2023-09-14 15:21:00 UTC - Size: 41.09 KB - 72 views
image2314tsla-nqtv market depth window.JPG / V - Attached On 2023-09-14 15:21:21 UTC - Size: 28.64 KB - 69 views
[2023-09-15 14:38:23]
John - SC Support - Posts: 36309
Our apologies, we thought you had the "NASDAQ TotalView" exchange active. The reason you are not getting any market depth data is because you do NOT have it activated. Without paying for it, you will not get the Market Depth data, even with the delayed data.

We do see that you have the "U.S. Equities Consolidated Tape" exchange active. Therefore, if you want to be able to get the bar data and volumes from the U.S. Equities Consolidated Tape along with the Market Depth from the NASDAQ TotalView, then you need to activate the "NASDAQ TotalView" exchange. Then since you will have both the exchanges active, you can open a stock symbol using the suffix of "_MBO" and this will give you this information (for example - TSLA_MBO).

You can activate the NASDAQ TotalView exchange at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeedNASDAQ#Exchanges

--

With regards to Interactive Brokers, the main thing to keep in mind is that when using any of these specialized symbols (such as TSLA-NQTV or TSLA_MBO), that IB will not recognize these. Therefore, you need to use the "Trade and Current Quote Symbol" option and enter the symbol that IB needs to see in that field. In this case you would also want to set the option for "Use as Trade Only Symbol" to "Yes". You will find the information for these settings at the following link:
Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu)

But, you also need to be aware that there are miscellaneous issues that can come up with IB. Refer to the following:
Interactive Brokers Trading Service: Trading Related Issues
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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