Support Board

Date/Time: Tue, 26 Nov 2024 16:21:18 +0000

How does Sierra Chart load and deal with market depth data?

[2023-11-10 06:13:41] #1 [Go To First Post]
User370531 - Posts: 55
On the one minute chart, I am able to easily load 200 days of market depth data for my custom study. It loads the market depth data 1 day at a time (takes a few minutes), and then my study calculates. However, I am trying to do the same on the 1 second chart (for 200 days, same symbol), but it gets stuck at some point, and hours later I get this error "Failed to add to the depth data, possible as a result of running out of memory.The depth data accounted for 55.5 gigabytes of memory. Depth data will be unavailable until the chart can be reloaded". I don't understand why Sierra Chart would be able to download 200 days for market depth data for the 1 minute chart, but do the same for the 1 second chart. Is the way that this data is loaded and processed such that the lower timeframe requires more of the depth data to be loaded? Does it only load the depth data needed to display depth for the visible bars and then discard the rest?

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