Support Board
Date/Time: Sat, 23 Nov 2024 20:01:24 +0000
Issues With Denali Market Depth - How Many Levels Are Available?
View Count: 215
| [2024-07-29 20:26:38] |
| User450463 - Posts: 122 |
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I traded with IBKR, but just the other day decided I wanted to go back with a different broker, and chose Denali for my data feed, and CQG for my order routing (they do not offer Teton). Now I only seem to have 50 ticks on either side of the current price showing orders. I used to have literally 50 POINTS or more (I never counted them, honestly). So something has changed. 1. The global symbol setting for both F.US.ENQ?## and F.US.EPU?## "Number of Depth Levels to Subscribe" are set to zero, which according to the documentation, should get everything available. 2. Chart >> Chart Settings >> Market Depth >> "Maximum Market Depth Levels" is also set to zero. 3. I've seen some support board posts that reference something called "Global Settings >> Data/Trade Service Settings >> SC Server Settings" but I can't even find that setting in the specified place. As regarding my data feed setup: 1. I am subscribed to CME data for $12.50 a month (not just the top-of-book option) 2. "Allow Support for Sierra Chart Data Feeds" is Set to Yes. It's been my experience that large orders on the book often dictate where price will migrate to (depending on current context), so, how do I get all my levels back? Date Time Of Last Edit: 2024-07-29 21:36:54
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| [2024-07-29 21:45:57] |
| John - SC Support - Posts: 36238 |
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For those particular symbols, you should be getting up to 1400 levels of data (typically 1400 is more than what is available on the market), as long as all your settings are correct, which it sounds like they are. Still, refer to the following for things to check on: File Menu: Not Receiving the Full Number of Market Depth Levels If you do not find the culprit in that documentation, then we would want to see an image of your "File >> Market Depth" window scrolled all the way to the bottom. This gives us the number of levels on each side listed in parentheses after the word "Total" for each side. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-07-29 22:00:02] |
| User450463 - Posts: 122 |
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Changing the setting in "Global Settings >> Sierra Chart Server Settings >> Max Depth Levels" did the trick. It was set to 100. I think you have some outdated documentation in places. It refers to this setting as "Global Settings >> Data/Trade Service Settings >> SC Server Settings". I imagine it was there at one time. At least it certainly seems like the same setting described in the docs you provided above. Here is what appears to be outdated information: Chart Settings To Wit: "There is also the Max Depth Levels setting in the Global Settings >> Data/Trade Service Settings >> SC Server Settings which is used by the Sierra Chart Exchange Data Feeds to control the number of levels of market depth subscribed to from the data server. The setting needs to be set to 0, or equal to or greater than the Maximum Market Depth Levels setting in the Chart Settings. Reconnect to the data feed after changing this setting." Date Time Of Last Edit: 2024-07-29 22:03:57
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| [2024-07-30 13:56:49] |
| John - SC Support - Posts: 36238 |
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It's hard to find all the places where updates to the documentation need to be made. We do our best. We have updated that particular item. Thanks for letting us know. 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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