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Bid/Ask Pulling/Stacking data remain zero in Spreadsheet Study when in replay mode

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[2024-01-05 12:13:04] #1 [Go To First Post]
sabbers - Posts: 21
Hi, Question regarding Depth of Market Data Study and Spreadsheet Study in replay mode. When in replay mode, The columns Bid/Ask Stack/Pull values from Depth of Market Data remain zero in de Spreadsheet Study. I do see values for Bid size, Bid value, Ask size and ask value in replay mode. Also Bid/Ask pulling and stacking in DOM is working fine in replay mode. In live trading values for Bid/Ask Stack/Pull values from Depth of Market Data are visible. How can i get values for Bid/Ask Stack/Pull values from Depth of Market Data in the spreadsheet study when replaying? Regards, Tino

[2024-01-05 17:28:34] #2 [Go To First Post]
John - SC Support - Posts: 36286
We are not seeing any issue with this. When we run a replay with the full market depth data available and the Pulling/Stacking columns displayed, the pulling/stacking information is updated in the spreadsheet study during a replay. We do notice that if you do not have the market depth data for the period of time of the replay, then you will get the Bid/Ask updating with the 1 value, but you will not see any Pulling/Stacking. Is this the situation you are referring to? If so, then you would need to download the Market Depth data for the period you want to replay. Refer to the following: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-01-06 08:12:45] #3 [Go To First Post]
sabbers - Posts: 21
Thank you for reply. I do have market depth for the time of replay. See attached screenshot of yesterdays replay. There is market depth data on the chart, also Pulling/Stacking data on the DOM. In the spreadsheet there is output on all columns for Depth of Market data, except for Bid / Ask Stack / Pull Values. These remain zero. Regards, Tino


Attachment Deleted. Schermafbeelding 2024-01-06 jpg.jpg / V - Attached On 2024-01-06 08:12:31 UTC - Size: 645.25 KB - 84 views

[2024-01-08 15:46:59] #4 [Go To First Post]
John - SC Support - Posts: 36286
You do not have the Pulling/Stacking columns displayed in the chart that the Spreadsheet Study is on. You need to have those columns displayed on the same chart or you will not get the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-01-08 19:18:06] #5 [Go To First Post]
sabbers - Posts: 21
Got it, thx!

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