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Date/Time: Sun, 08 Sep 2024 01:53:32 +0000

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DOM

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[2024-06-16 15:19:32] #1 [Go To First Post]
Crosshair - Posts: 21
How many price levels in bid/ask side I can view using package 3? Do I need to purchase level 2 data to see the full DOM?. If so, is pachage 3 support level 2 data?

[2024-06-16 15:43:45] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
It depends upon the symbol. For what symbol? If you need real-time market depth data, then you do have to pay the exchange fee for this. Otherwise, you you may be able to use delayed data but tell us the symbol. This is all very dependent on the particular exchange. 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

[2024-06-16 23:00:20] #3 [Go To First Post]
Crosshair - Posts: 21
ES/MES

[2024-06-17 09:38:46] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Up to 1400 levels are provided. But there are not necessarily that many levels. For delayed data you do not need to pay any exchange fee for market depth data. 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

[2024-06-17 11:23:03] #5 [Go To First Post]
Crosshair - Posts: 21
I would like to create a automated trading in spreadsheet using the DOM data volume(limit order) per price level but unfortunately only 1 price level appeared and volume =1.

[2024-06-17 13:40:29] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Provide a screenshot showing what you are seeing. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile And tell us the exact Symbol of the chart. 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: 2024-06-17 13:40:43

[2024-06-17 14:12:42] #7 [Go To First Post]
Crosshair - Posts: 21
https://www.sierrachart.com/image.php?Image=1718633467294.png This is SPX500/S&P500


sample.PNG / V - Attached On 2024-06-17 14:08:52 UTC - Size: 33.36 KB - 35 views Attachment Deleted.

[2024-06-17 14:15:38] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
That is a CFD symbol and provides no market depth data. For market depth data you need to use futures. You need to change the Symbol of the chart to: ESM24-CME Refer to: Changing the Symbol of a Chart More information: Delayed Exchange Data Feed 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: 2024-06-17 14:16:32

[2024-06-17 14:46:38] #9 [Go To First Post]
Crosshair - Posts: 21
Does DOM data involve in backtesting the automated trading?

[2024-06-17 14:50:36] #10 [Go To First Post]
Crosshair - Posts: 21
When I backtest the autotrade some signals appeared in the chart but when I look to the trading log>statistics there are no trade happens all are 0

[2024-06-17 17:06:15] #11 [Go To First Post]
John - SC Support - Posts: 34254
Make sure you have the correct settings in the "Settings" window for the Trade Activity Log. Refer to the following: Trade Activity Log: Viewing Historical Trade Activity If you are looking at the "Period Stats" page, then make sure that you have a period defined in the "Settings" for the Trade Activity Log. Otherwise, nothing will show there. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-06-18 04:15:27] #12 [Go To First Post]
Crosshair - Posts: 21
Does back testing includes full DOM? I noticed during back testing no data in DOM https://www.sierrachart.com/image.php?Image=171868585556.png the DOM data also in spreadsheet are zeros https://www.sierrachart.com/image.php?Image=1718686261670.png . but if I connect to data feed data in DOM appeared https://www.sierrachart.com/image.php?Image=171868614799.png https://www.sierrachart.com/image.php?Image=1718686367726.png Date Time Of Last Edit: 2024-06-18 04:53:03

[2024-06-18 14:17:47] #13 [Go To First Post]
John - SC Support - Posts: 34254
You have to have the market depth data saved in order for it to be available during a backtest/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

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