Support Board
Date/Time: Thu, 21 Nov 2024 09:56:23 +0000
Problem with depth data
View Count: 542
| [2024-02-29 17:50:12] |
| User765147 - Posts: 9 |
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Recently there is a problem downloading depth data for replay chart It does not download the data beyond two days from the current date It shows as if it takes five days, but in reality in the replay chart you see in the list of buyers selling only one price line Only when I make a replay chart for the next two days to the current date does it work properly Now the date is 02/29/2024 so only when I do a replay to 02/27/2024 it works properly I tried to check from several accounts and several servers the result was similar I have also heard that there are other customers who have encountered this problem |
| [2024-02-29 18:05:20] |
| John - SC Support - Posts: 36174 |
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Are you using the option to "Download Depth Data from Date-Time" and are you saying that this is not downloading all the data you are asking for? Otherwise, make sure you go through the items at the following link regarding historical Market Depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data And also refer to the following regarding replaying of Market Depth data: 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 |
| [2024-02-29 18:18:30] |
| User43 - Posts: 101 |
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In addition I suggest also to check out the following article Replaying Charts: Replaying Trade DOM Windows I often also have problems with it but, it always has turned out that I missed some little detail in my settings. Especially when you try to replay the trading DOM. For debugging I suggest to keep it simple. - replay only the current chart! not a chart book, or linked charts - when the above works try two linked charts, any problems hint to some setting issues - add charts one by one as needed. Any issue after adding an additional chart to the linked group hints to a chart settings problem. Look also at the possibilities to link chart settings to eliminate market depth issues on replays with several charts. |
| [2024-02-29 18:51:22] |
| User765147 - Posts: 9 |
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I think I did everything everything I followed the instructions shown in this video https://www.youtube.com/watch?v=g2aGMczxqKQ I reinstalled the software several times and also talked to the person who taught me trading, he claimed that he heard a lot of traders and something went wrong with the software in the last few days Actually I set a 20 day depth data download and download depth data In practice only the files of the last five days appear in the MarketDepthData folder and in practice it only works for the last two days regardless of the number of days I downloaded Does it work properly for you? |
| [2024-02-29 19:00:23] |
| User765147 - Posts: 9 |
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example I'm trying to download depth data from 04/02/2024 I'm trying to download only two days back starting from 04/02/2024 But when I check the MarketDepthData folder the days I tried to download do not appear there Please check if it works properly for you Does the depth data you downloaded appear in the MarketDepthData folder Does the DOM window in replay chart mode show you all the buyers and sellers? |
| [2024-02-29 19:11:31] |
| User43 - Posts: 101 |
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Yes the DOM Window does show me in replay chart the whole market depth (buy orders and sell orders for each tick). Keep in mind, you never start a replay from a DOM window. You have to have a chart window, and link a DOM Window to it, or, a chart book with only one chart window and a DOM window. When you got this to work you can add or link more charts. For me all information needed was available on the Sierra Chart website. What symbol are you trading? When you trade futures, you need to consider the contract time. Market depth data is only loaded for the current contract, as described in the documentation. Did you try to just replay a single chart? Please take the time to go to the provided instructions about replaying market depth data as well as replaying the market DOM window. Simplify your setup. |
| [2024-02-29 19:36:28] |
| User765147 - Posts: 9 |
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Please explain to me how it is possible that if I choose replay shrt date 02/28/2024 everything works fine But if I choose to replay the date 02/27/2024, no depth data appears |
| [2024-02-29 20:22:19] |
| User43 - Posts: 101 |
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I try to help, but it would be helpful if you would answer the questions in my earlier posts, as well as studying and following the provided documentation. As you can see in attached screenshot, market depth is working for me. To answer your question Please explain to me how it is possible that if I choose replay shrt date 02/28/2024 everything works fine
Looks like you have market depth data downloaded for 2/28 and 2/29 but nothing else.But if I choose to replay the date 02/27/2024, no depth data appears Only the live chart will download the market depth data automatically as needed (e.g. showing chart DOM) If you don't have the past market depth data downloaded your replay will not be able to show market depth. Which market depth data you already have you can see in you Sierra Chart installation. For me it is in C:\SierraChart\Data\MarketDepthData That process is described in the documentation (already shared by John earlier). Market Depth Historical Graph: Downloading Of Historical Market Depth Data |
 SierraChart_64_f745b52Z3d.png / V - Attached On 2024-02-29 20:12:06 UTC - Size: 90 KB - 53 views |
| [2024-02-29 21:46:40] |
| John - SC Support - Posts: 36174 |
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Also, are you using a Continuous Futures Chart and did you recently rollover, such that the previous days for which you trying to get data are from a different contract? The historical market depth data is only ever going to be downloaded for the front contract. Therefore, if you are looking at data from a previous contract and you are missing (and want) the depth data for that contract, then you would need to open that contract specifically and force the download of the Market Depth data for that time. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-11 18:14:59] |
| User765147 - Posts: 9 |
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After downloading the data of the previous contract to the computer, do I have to change the contract to an old contract every time in order to view the depth data of the previous contract Or is there a way to do it automatically? |
| [2024-03-11 18:46:29] |
| John - SC Support - Posts: 36174 |
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You would only have to change to an old contract in order to download the data for that contract. Once it is there, then when you have a Continuous Futures Contract, you will be able to see the data from that contract in the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-12 05:44:48] |
| User765147 - Posts: 9 |
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I'm asking you after I tried I can't see depth data in the DOM window as soon as I'm not on the contract for that quarter I am also writing this about the 2023 contracts until the beginning of March And even now that I'm already trading the June contract, I can't see the depth before March I have continuous data set up |
| [2024-03-12 15:29:26] |
| John - SC Support - Posts: 36174 |
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Is this a Chart or a Trade DOM?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-17 12:27:51] |
| User765147 - Posts: 9 |
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No it's not a chart it's a DOM window
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| [2024-03-18 15:07:21] |
| John - SC Support - Posts: 36174 |
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Refer to the following items: Replaying Charts: Replaying Trade DOM Windows 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 |
| [2024-11-20 19:17:23] |
| User601016 - Posts: 12 |
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Hi John I am having related problem (i am not in replay mode; I am in Sim mode). Sierra Chart stops responding/Stalling for past 2 days . Nothing has changed. I have reduced number of studies on charts, deleted any custom studies, run in safe mode, deleted some charts, reduced days to load to mostly 7 days etc, deleted market depth study on all charts but nothing is working. I must have tried at least 2 dozen times above mentoined troubleshooting methods and also these: restarting SC, restarting windows10 Pro, shutting down machine . The needle gets stuck in loading data. Attached are windows task manager and sierra chart screens. I have no idea what to do.... Please let me know. Thank You! Sierra chart Version 2700 |
| Screen Shot 2024-11-20 at 2.13.25 PM.png / V - Attached On 2024-11-20 19:16:42 UTC - Size: 212.86 KB - 7 views |
| [2024-11-20 21:37:18] |
| John - SC Support - Posts: 36174 |
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Everything on your account looks good, so you should be getting the delayed streaming data for the ES (as shown in your image). Your image is showing that data is loading. Is that loading notice stopped and not updating any further, or does it continue to move? Also, please get us your Message Log by following these instructions: Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log Close all of the Chartbooks with "File >> Close All Chartbooks". Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-20 22:00:24] |
| User601016 - Posts: 12 |
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Hi John Thanks for the response. I was able to finally load charts successfully after struggling for several hours of frozen screen by: #1 Restarting SC for the Nth time #2 Creating a new chartbook and adding ES Symbol that was freezing up, the symbol loaded just fine.. (not sure if this step cleaned up any .scid and .depth [maybe corrupted???]files) #3 I opened the chartbook that was freezing up while loading ES charts. I immediately hit the Cancel button on each and every chart that had loading progress bar. Strangely enough, one of the charts immediately loaded properly after clicking on onscreen cancel instead of freezing . This encouraged me to hit Edit>> Reload and recalculate for the other charts. And it worked!!! #4 One daily chart of ES did not even have right click option available because I had canceled it when I opened the chartbook. So I deleted the chart and recreated it. It worked!!! It's working now. Thanks again! |
| [2024-11-20 22:21:15] |
| John - SC Support - Posts: 36174 |
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We are glad everything is working now, but we really can not say what happened or why. You should not have had issues like that. Let us know if something similar happens again.
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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