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Date/Time: Tue, 03 Dec 2024 16:48:07 +0000



Help for setting

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[2024-11-11 17:49:04]
User518468 - Posts: 7
hi guys, it's the first month and I already love your platform... I'm setting everything up but I've encountered two difficulties... the first is setting the tickchart in this way (red circle in the photo), next to and synchronized with the Sun. the second is to set the delta like this (blue circle in the photo)... I'm running out, I tried until the end before writing to you but I couldn't, thanks for your attention.
Private File
Private File
[2024-11-11 17:50:39]
John - SC Support - Posts: 36415
We are not understanding the issues or the images. The images are also very blurry.

We need more information on exactly the issues. And please follow these instructions to get us an image:
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-12 22:00:41]
User518468 - Posts: 7
I know the picture have a really low quality ,because it isn’t my chartbook; it’s a screenshot from YouTube. I can link the videos if it could be helpful:

https://youtu.be/X4K0c-ssQo4

https://youtu.be/W1yEfNsIVUw

As you can see from the video, I want the DOM to have this tick chart attached , the tickchart it’s tracked by the current price on the DOM and it’s auto-setted to follow the DOM price box.
The problem is that, I can’t find any study or setting that allows me to do this…I tried almost every studies but nothing.
I’d like to understand if it’s a custom study that needs to be programmed, or if it’s configurable by adjusting some settings.


The same goes for the small number at the bottom on the left(real time delta volume).
https://youtu.be/tUK9s8eps4g


Sorry for the confusion.
[2024-11-13 16:43:35]
John - SC Support - Posts: 36415
With regards to the tick chart, that just looks like a standard chart with the DOM turned on. Open an Intraday chart for the symbol you want and set the parameters for the chart through "Chart >> Chart Settings >> Bar Period". Specifically, if you want a 1 tick (every trade) chart, then set the Bar Period to be "Number of Trades per Bar" and the value for that to be "1". Refer to the following:
Chart Settings: Intraday Chart Bar Period >> Bar Period Type >> Number of Trades Per Bar (Chart >> Chart Settings menu)

To turn on the DOM, select "Trade >> Trading Chart DOM On" or "Trade >> Show Market Data Columns" depending on whether you want the chart to be Trade Mode or not. Refer to the following:
Trade Menu: Trading Chart DOM On (Trade menu)

With regards to the Delta Volume in the bottom right, that display is from the "Text Display for Study" study. You just need to figure out what study you want to use in order to view the delta. There are a number of different delta values that you could be wanting, so we can not say for sure. For instance, if you add the "Cumulative Delta Volume" to the chart and then reference the "Last" subgraph from that study, you will get that Cumulative Delta value displayed.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-18 20:58:10]
User518468 - Posts: 7
I’m always me,I’m encountering a few issues related to Cumulative Delta Volume and Text Display for Studies, as well as the Replay mode.
  
1- Cumulative Delta Volume and Text Display for Studies:
In the settings for Cumulative Delta Volume, I saw under [Based On], there are only two options available: MainPriceGraph and Other Studies.
However, I read that it should be Bid/Ask (or am I mistaken?).
Also, I have configured the following settings:
  •  [PerformRollingCalculation]: Yes
  •  [RollingCalculationLength]: 10
  •  [ResetAtStartOfTradeDay]: Yes
  •  [ResetAtBothSessionStartTime]: No

In TextDisplayForStudy, under [StudySubGraphToDisplay], I selected Cumulative Delta-Volume and, for the display setting, I chose Volume.
However, when I select Volume, the Delta remains 0 and does not change.
I tried refreshing the data, but it didn’t help.
When I select the other options based on price, the Delta works correctly.

2.Replay Mode:
In Replay mode, the DOM is empty. I downloaded historical data through [DownloadDataForAllHistoricalCharts], then selected [FromLastDate in ChartFile], clicked [OK], but nothing download window appears… I once saw a yellow message on the chart, but I no longer see it.
In the Replay menu, I selected [ReplayMode] = CalculateAtEveryTickTrade, Random [Data] (which seems random as I believe I downloaded all the data),[Speed]=0.01 for better accuracy with real-time conditions, [Method]= By Number Of Trades, [Unit]= 1, and [Enter Processing StepSecond 0.1]. All because I need to view the chart tick by tick.
However, as soon as I press Play, the tick chart freezes. I only see the first two levels of Bid and Ask, each with one contract, and above the second Ask, I see 0.25, which I believe is the ticksize of the ES contract. Additionally, I see four orders in the Time and Sales panel, but everything is stuck. In short, it doesn’t work.

I have read that my data feed might not be suitable for Replay mode. I am using delayed data, which is included in the platform cost. Could you please clarify if this is the issue, or provide guidance on how to resolve it?

Thank you for your assistance and patience.
[2024-11-18 21:55:35]
John - SC Support - Posts: 36415
1. The "Cumulative Delta - Volume" needs to be set to reference the "<Main Price Graph>".

The "Text Display for Study" needs to be set to reference the study that has the data you want, in this case it should be set to the "Cumulative Delta - Volume". But the actual subgraph you want to use is the "Last" not the "Volume". The Last contains the most current delta data.

2. What is the symbol of the chart?

Is this a standard chart with a DOM turned on, or is this actually a Trading DOM?

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
[2024-11-18 23:10:48]
User518468 - Posts: 7
It’s a standard chart with dom turn on

Symbol is ESZ24
[2024-11-19 16:34:14]
John - SC Support - Posts: 36415
Then follow the instructions in the previous post for replaying 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 19:49:00]
User518468 - Posts: 7
Hi John,so:

I have set the option Support Download Historical Market Depth Data to Yes, and I have configured Max Historical Days to Download to 31. The Download of Historical Market Depth Data is set from 20/10/2024 to the end.

Initially, I could see data from 18:38 on 20/11/2024 to 14:38 on 19/11/2024. During this time range, starting from the current time:
1. If I go one hour back from the current time, the DOM works correctly.

2. If I go 5–10 hours back from the current time, I see many levels in the DOM, but some are completely empty, which seems odd—especially during the RTH session opening hours.

3. If I go 10 hours back, there are only a few levels, with gaps in between.

4. If I go 24 hours back, the book returns to the original state for which I contacted you. Additionally, sometimes in this state, market orders are executed automatically, but this seems like a random bug.


Furthermore, scrolling through the data from 20/11/2024 to 19/11/2024 and observing the Market Depth Historical Graph study, I noticed gaps of varying sizes where no orders are displayed—total liquidity absence. I’m wondering if this is due to news events or limitations of the data feed.

Additionally, I noticed sudden changes in the shading of the study. I believe these are due to liquidity variations, but it seems unusual to see such drops during the RTH session.

I also enabled Show Quantity Bars, and I selected “Bars.” I see 20 minutes of data in the Market Depth Historical Graph, but when I run the replay and go back in time, it stays the same as before.

Of course, I tried multiple times to re-download the historical data and used the Reload and Recalculate option, but the issue persists.

Lastly, I followed step 16 of the guide “Market Depth Historical Graph Not Displaying,” and in :C, I only see two files:

• ESZ24-CME:2024-11-20.depth

• ESZ24-CME:2024-11-19.depth

I think these correspond to my asset (ESZ24-CME) [M], but the download is supposed to start from 20/10/2024 to the end.

I’m Italian, and I don’t speak English very well. After all these attempts, I feel confused and don’t know what else to try.

I kindly ask if you could log in with my credentials and provide a video guide with all the possible solutions.


Thank you for your help.
[2024-11-20 21:51:26]
John - SC Support - Posts: 36415
Make sure you have followed all the steps at the following link to setup the ability to download historical Market Depth data. Note step #8 in particular which tells you how to manually start a download for the data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

When you are wanting to see what exists for the Market Depth data, be sure to use the Market Depth Historical Graph. The DOM doesn't really give enough information on its own to be used as a diagnostic tool, but the Market Depth Historical Graph does.

You should definitely have more files, and you should not have gaps in the data. You may need to retry downloading that historical data.

Also, you need to keep in mind that if you are using a Continuous Futures Contract, then the historical market depth data is not going to be downloaded for previous contracts, just for the front contract in that chart. You can get historical market depth data for previous contracts, but you would need to open a chart for a specific contract and then download the market depth data (again, refer to Step #8).

But, even given all this, you should have a decent amount of data downloaded for the Z contract of the ES. Please go through those instructions again, and scroll back about 10 days and follow Step #8 to download the historical market depth data from that point. Give it some time to download. And check your Message Log to see if the request was made for the historical market depth data.

Let us know if you continue to have issues.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-20 22:44:46]
User518468 - Posts: 7
Ok thank you I let you know.

I ask the last thing,during the Replay in Sierra Chart, I noticed an unusual issue. Around 16:19, trading activity appeared normal and slow. However, exactly at 16:20, the price movement suddenly became extremely fast and erratic, with each tick forming a new bar on the chart (this is a Tick Chart where each candle represents one tick of movement).

The movement seemed almost impossible to trade, as it was too fast to react. It felt like anyone trading in such conditions would either blow their account or face a massive drawdown.

Could this be due to incorrect Replay settings or data gaps in the historical feed (or a combination of both)? I’ve uploaded a video via WeTransfer and am sharing the link for your review. Please let me know what could have caused this behavior.

Thank you.

https://we.tl/t-arRhRsO2Aa
[2024-11-20 23:31:11]
John - SC Support - Posts: 36415
Is this a 1 tick range chart or a 1 trade per bar chart?

In either case, the bars are going to update very quickly. It looks like you had just started the replay at 16:19 and the slowness was actually due to the replay getting everything in place and not having actually started all the processing yet. Then at 16:20 what you see is normal (or at least more normal).

What is the Speed of your replay? To see like real-time, you need to have the replay speed set to 1.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-21 00:26:42]
User518468 - Posts: 7
Thank you, John! Everything is now sorted out,you’re truly a boss. Exceptional support!

It’s a one-tick range chart. The historical data is all in order and correct. I also reviewed the moment at 16:19 and 16:20, and now everything makes sense. I even checked how thin the book was during that time and looked at the time and sales..it’s all clear now, and I’ve stopped blaming the data feed or the replay for this (the speed was 3). Thank you again for your patience!

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