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Date/Time: Wed, 27 Nov 2024 14:25:34 +0000



Market Depth problems

View Count: 339

[2023-07-29 14:29:21]
navickas_deividas - Posts: 6
Good day Sierra,

I managed the market depth to show up and work okay on ES Futures on the DOM and the Market Depth Historical Graph study but I'm having nightmares with setting up the market depth to work as it should. Main three issues I am having is how to correctly download the market depth data, how do I select the date time from which I can download the market depth data, cause it is downloading not even a full day of it. Next issue is the market depth data skips over in some parts, doesnt seem to record for five minutes or so in random parts. And the last issue is I cannot for the life of me get the market depth to show on a different futures instrument. I tried it to show up for NQ Futures, I replicated the chart settings the same as it is in the ES charts but it doesnt want to work out.

If you need any more information please let me know

Thank you
[2023-07-31 14:01:40]
John - SC Support - Posts: 36310
Start by referring to the following instructions regarding downloading historical market depth data, and make sure your system is setup properly:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

With regards to the data missing - what is the bar period of your chart?

Replicating the settings for NQ may not be what is needed. You need to look at how the Market Depth Historical Graph is setup, as there can be widely different settings that are required. Start by turning on the display of the Quantity Values and setting them to a color that is obvious. This will help you to know if the Market Depth data is there at all or not. If it is there, then you would need to adjust the settings for the Market Depth Historical Graph to get what you want. Refer to the information on the study here:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-08-01 14:38:46]
navickas_deividas - Posts: 6
Thank you John,

I managed to get it working. I didn't know how to download the Depth Data correctly. I have some other questions though which are left for me to solve. I will make another post in the board.

Cheers

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