Support Board
Date/Time: Tue, 22 Apr 2025 02:18:41 +0000
Replay Chart Market Depth/Trade DOM
View Count: 396
| [2024-11-10 23:27:31] |
| User781731 - Posts: 49 |
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I’m trying to use the Replay function so that I can go back and replay the DOM. I have used the “Download Depth Data from Date-Time” option by right clicking on the chart. However when I replay the chart, the DOM does not actually replay. I have tried using both “Standard Replay” and “Calculate Same as Real Time” in the Replay Mode setting. See screenshot for the rest of the settings. The date I’m trying to replay from is only 10 days ago. The standard charts replay correctly but the DOM itself isn’t. Something I noticed is when I first initialise the replay, the charts will “reload” similar to how they do whenever you open the chartbook for the first time, whereas the DOM doesn’t reload at all. See screenshot for what I mean. In the screenshot you can see there are two charts and in the middle is the DOM. Both charts reload upon clicking “play” but the DOM chart doesn’t do this. I think this has something to do with why it isn’t working. For your information, I clicked “send for analysis” on the Message Log in case you need to review it for this. |
 Screenshot 2024-11-11 at 10.19.31 am.png / V - Attached On 2024-11-10 23:19:44 UTC - Size: 77.14 KB - 78 views Screenshot 2024-11-11 at 10.21.48 am.png / V - Attached On 2024-11-10 23:22:08 UTC - Size: 283.43 KB - 81 views |
| [2024-11-10 23:34:29] |
| User781731 - Posts: 49 |
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I also tried “Reload and Recalculate” but this didn’t fix the issue.
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| [2024-11-11 04:41:35] |
| User781731 - Posts: 49 |
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I can also see that the depth data is downloaded because it’s saved in the MarketDepthData folder. See screenshot
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| Screenshot 2024-11-11 at 3.40.18 pm.png / V - Attached On 2024-11-11 04:41:04 UTC - Size: 234.43 KB - 78 views |
| [2024-11-11 04:51:47] |
| User781731 - Posts: 49 |
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Ok I just worked it out. I needed to increase the “days to load” in Chart Settings > Data Limiting. Do you know if the MBO data works in replay? i.e. being able to display single orders greater than N number of contracts. |
| [2024-11-11 06:00:33] |
| Sierra_Chart Engineering - Posts: 19290 |
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There is no market by order data during a replay. It does not exist at all and there is no support for that.
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: 2024-11-11 06:01:49
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| [2025-02-05 00:29:41] |
| barucho - Posts: 13 |
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Is there any talk on supporting MBO for market replay in the near future? I think this could be a huge benefit for implementing some automated trading strategies (backtesting). Thanks!
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