Support Board
Date/Time: Tue, 26 Nov 2024 15:35:23 +0000
DOM totals
View Count: 425
| [2023-11-02 22:23:35] |
| User357195 - Posts: 123 |
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I have the DOM totals setup and they are working fine. However, when I try to do a replay, then the totals no longer display, nor does the entire 10 levels that I have the SC software displaying for the inside market bid and ask columns. Can I see the total size when using the replay function?
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| [2023-11-03 01:53:48] |
| Sierra_Chart Engineering - Posts: 17182 |
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When you say "DOM Totals" are you referring to the sum of all of the market depth quantities, for the bid and ask side independently, currently displayed?
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 |
| [2023-11-03 16:46:27] |
| User357195 - Posts: 123 |
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Correct. Here is a screenshot. https://www.sierrachart.com/image.php?Image=1699029948482.png The 174 total is the number of bids I have displayed, and, the 131 is the total number of the ask size. When I try to replay the chart, the bid/ask totals and all the sizes of the bid/ask are not displayed on the DOM. Let me know if you need to do a screenshare and I will show you what I mean. Sierra Charts are the best, in my opinion. Date Time Of Last Edit: 2023-11-05 22:57:20
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| [2023-11-06 15:27:22] |
| John - SC Support - Posts: 36295 |
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It sounds like you do not have the Market Depth stored for when you are running a replay. Refer to the following: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-06 23:08:41] |
| User357195 - Posts: 123 |
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John - SC Support: If I follow those instructions for market depth, will it cause my performance of Sierra Charts to slow enough to where it will affect my order fills? |
| [2023-11-07 02:56:53] |
| Sierra_Chart Engineering - Posts: 17182 |
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Recording of market depth data is not going to affect order fills. You do not have to use the Market Depth Historical Graph. Instead just enable the recording of market depth data for the symbol pattern in the Global Settings >>Symbol Settings. 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: 2023-11-07 02:57:18
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| [2023-11-07 18:06:35] |
| User357195 - Posts: 123 |
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I tested the ES, NQ, CL and GC even with the Market Depth Historical Graph study and I could notice no difference in my order fills. I did remove the Market Depth Historical Graph study from my charts. No need to take up resources if the info is not used. One thing.... if I have the market depth data set to 10 levels on a chart, and if there are only 9 levels either on the bid or the ask, then the software is not displaying the total of the 10 levels. It just goes blank instead of counting the total number of 10, as set in this instance. However, it should then just calculate and display the total and assume the 10th level above the inside market is 0 or NULL. For example, if the ask sizes are 1,2,3,4,5,6,7,8,9 then the software will display a blank instead of the total, in this example, a total of 45 would be the correct total ask size to display. Instead, it waits for the tenth level to display, and assuming 10 in this example is the ask size of the 10th level, then the total ask size is and should be correctly displayed as 55. The best way to see this is with a slow moving time of day on the GC or CL contracts. I hope that makes sense. Is there a setting to correct the above? Sierra Charts are the best, in my opinion. Date Time Of Last Edit: 2023-11-07 18:19:15
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| [2023-11-07 20:43:52] |
| John - SC Support - Posts: 36295 |
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We think that what you are seeing is that when you specify only 10 levels and if there is a gap in the Market Depth data, then that 10th level may be outside the visible range of the chart and therefore the Total is also displayed outside the visible range. The next time you see this situation, compress your scale to find the "missing" level outside of view along with the total. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-07 21:37:08] |
| User357195 - Posts: 123 |
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Ok. Thanks. So it probably is just way, way above or below the inside bid and ask. Is there anyway to make the total number always be visible on the chart....even if the rogue bid/ask is way above the inside bid/ask market? Maybe the total bid/ask size would be displayed at the very bottom or top of the chart in view. But, when the bid/ask price for the selected number of depth is met, then the total bid/ask is just after the 10th level, assuming the software is set to total 10 depths. |
| [2023-11-09 16:18:13] |
| User357195 - Posts: 123 |
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I take it that no response means that there is no way to keep the market depth total size for the levels requested displayed on the chart as it is sized?
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| [2023-11-10 18:42:21] |
| Sierra_Chart Engineering - Posts: 17182 |
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There is no guarantee the total will always be within view.
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 |
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