Support Board
Date/Time: Fri, 14 Nov 2025 17:10:34 +0000
Bid and Ask Depth Bars (Cumulative Bid-Ask) inconsistent live vs downloaded depth data
View Count: 45
| [2025-11-13 08:43:47] |
| ApexCapital1 - Posts: 2 |
|
Hi Sierra team, The bid and ask depth bars (cumulative bid-ask) is printing radically different data, at least visually, between live and downloaded data. The live data tends to be wick orientated and sideways, whereas downloaded data tends to have no wicks and trend aggressively with little to no wicks. A few points to simplify problem solving: - I am subscribed to CME Professional Data for NQ and GC - I am subscribed to package 11 of Sierra Chart - I have searched through the support boards and cannot find a similar issue, hence the new ticket - I have deleted and downloaded depth data between continuous and non-continuous contracts with the same result - I have ensured that the calculation method is consistent Please assist with: - why this is happening? - What can one do to obtain consistent data and calculation for this indicator, particularly with relevance to backtesting and live trading? Screenshots of chart (Bid and Ask depth 4th chart window) Live Data - wicky and sideways https://www.sierrachart.com/image.php?Image=1763022920818.png Downloaded Data - full body closes, gaps and aggressively trendy https://www.sierrachart.com/image.php?Image=1763023158162.png THANK YOU |
| [2025-11-13 16:44:57] |
| John - SC Support - Posts: 43003 |
|
Please do the following for us: - Once the live data has filled in a good portion of the Bid and Ask Depth Bars, take an image of that chart. - Then follow the instructions at the following link to delete the data starting at the far left edge of the chart then that data will redownload: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method) - Take another image of the chart, so it is showing the same times as the image taken previously, but now it has downloaded data and not "live". - Get us both of those images so we can see how it looks in both of these cases for the same times. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-14 10:24:15] |
| ApexCapital1 - Posts: 2 |
|
Hi John, Thanks for the speedy response. I have followed the instructions, see attached images presenting identical data: Live Data: https://www.sierrachart.com/image.php?Image=1763114382764.png Delete and Redownload: https://www.sierrachart.com/image.php?Image=1763115217169.png A few observations: - The data or calculation method that Sierra collects / uses when it is connected to live data is different from the data collected from the server when the indicator is not attached. - To put he idea into practice, I have chosen a day were the indicator was not connected to the chart and subsequently gone through the same process outlined in your prior message. Notice that the data remains unchanged similar to the above screenshots. Downloaded data (indicator not attached to chart on the day) https://www.sierrachart.com/image.php?Image=1763115538797.png Delete and Redownload: https://www.sierrachart.com/image.php?Image=176311566482.png - I also found the area where I logged off yesterday and noticed the data change again. Having deleted and redownloaded the data, I was again left with the contrast in data between live and downloaded. I take taken two screenshots as it is challenging to show both with the same detail given the difference in scaling / size. Live Data: https://www.sierrachart.com/image.php?Image=1763116464984.png Downloaded data (post log off) https://www.sierrachart.com/image.php?Image=1763116644581.png Happy to assist again where relevant. Date Time Of Last Edit: 2025-11-14 10:38:50
|
To post a message in this thread, you need to log in with your Sierra Chart account: