Support Board
Date/Time: Wed, 27 Nov 2024 02:37:18 +0000
Current Order Book data
View Count: 972
| [2023-07-19 02:58:32] |
| User382039 - Posts: 7 |
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I'm using jigsaw DOM and not seeing the full order book both up and down the ladder. Only the current pricing at the market. Not sure what I'm missing to turn this on? |
 No COB.jpg / V - Attached On 2023-07-19 02:58:02 UTC - Size: 96.5 KB - 191 views |
| [2023-07-19 14:51:00] |
| John - SC Support - Posts: 36309 |
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We are not understanding - are you using Sierra Chart or Jigsaw? We can not help you with Jigsaw. With regards to Sierra Chart - you are not setup to get any Market Depth data. The exchange you have active is the "CME non-professional top-of-book". You would need to have an exchange active that includes the Market Depth data (it is stated in the names of the exchanges that include this). You can change your exchange selections at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges Just be aware that the exchange fees are not pro-rated and there are no refunds. So if you deactivate the "CME non-professional top-of-book", you will not get any money back - the exchange actually stays active through the end of the month. And if you activate a new exchange, you will pay the full amount for that exchange to have the data through the remainder of the month in which you activate it - so if you activate it today (July 19, 2023) you will pay the full amount for the remainder of July and then pay again on August 1 to get the data in August. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-27 15:07:24] |
| User382039 - Posts: 7 |
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I recently turned on MOB and having difficulty finding the indicator to see the market depth adding it to my charts like I see others have. See attachment for explanation of what I'm wanting to do show the visual bar and also adding the column on DOM to see all resting orders. |
| Resting Orders.jpg / V - Attached On 2023-09-27 15:07:12 UTC - Size: 38.11 KB - 146 views |
| [2023-09-27 16:00:29] |
| John - SC Support - Posts: 36309 |
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What you are showing in your image is not the MBO data, it is just the Market Depth data displayed as the "DOM Graph". Refer to the following for the DOM Graph: Trade Menu: Draw DOM Graph on Chart (Trade menu) What is available to view the MBO data is done by adding columns to the DOM for "Market Orders". Refer to the instructions for the Market By Order data at the following link: Market By Order Data: Step-by-Step Instructions Also, you are not setup to get any data with Market Depth from us, therefore you will not be able to see any Market by Order data. If you want to change your exchange selections for the CME Group, then you can do so at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges Keep in mind that the exchanges renew on a calendar month basis and they are not pro-rated. This means that if you activate an exchange today (September 27, 2023), you will pay the full amount for the exchange to get data for the remainder of September (3 days). Therefore, you may want to wait until October 1 before you activate a new exchange. If you are going to stop an exchange, then you will want to "Deactivate" it as soon as you can. This really sets the exchange to not renew, as you will still have the data through the end of the month. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-28 17:32:14] |
| User382039 - Posts: 7 |
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Thank you for the information. When setting up the Draw DOM graph on chart only shows the current bid/ask bar there is no historical or prior levels. Can you please help point me in the right direction for that. |
| [2023-09-28 18:03:55] |
| John - SC Support - Posts: 36309 |
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As we stated above, you are not setup to get Market Depth data from us. Therefore, you only have the Best Bid/Ask (1 level) of data. You need to change your exchange options if you want to get the full Market Depth data.
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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