Support Board
Date/Time: Tue, 28 Jul 2026 06:40:09 +0000
Apparent Depth Data Issue with Certain Servers
View Count: 374
| [2026-06-10 14:46:24] |
| CC208 - Posts: 7 |
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Yesterday and today, I and several people I trade with have been having problems with depth data on NQ with Denali data feed. There are two main problems: 1) There are orders showing up at certain places on the DOM that don't appear to be real (they are not showing up on one of our trader's CQG data feeds 2) The bid & ask depth bars do not add up to the totals shown in the market depth window I do not have the log from yesterday, but you can see a screenshot of the issue (20260609_1.png). Today, I was initially connected to these servers, per the message log: 2026-06-10 09:14:21.234 | Denali Data Feed | Connecting to the server ds28.sierracharts.com. Port 10048 2026-06-10 09:15:49.729 | SC Data with Depth | Connecting to the server ds12.sierracharts.com. Port 443 See the attached screenshot with the depth issue (20260610_1.png) I disconnected, and reconnected to: 2026-06-10 10:17:12.345 | SC Data with Depth | Connecting to the server ds4.sierracharts.com. Port 10048 2026-06-10 10:17:12.387 | Denali Data Feed | Connecting to the server ds25-2.sierracharts.com. Port 443 I deleted and redownloaded data and the depth issue is not apparently present now (screenshot 20260610_2.png). Others that I trade with tried to connect manually to the second servers above but the issue remained for them. Could this be related to a fix that was previously performed and detailed in this thread? CME Data Freezing | Post: 436098 Thank you in-advance for your help in resolving this issue. |
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| [2026-06-10 15:38:35] |
| John - SC Support - Posts: 47358 |
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When the number of Market Depth levels is at the Sierra Chart limit of 1400, then the Bid and Ask Depth bars have problems with some of the calculations. If you set the following to be 1399, then this should resolve it: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-10 15:56:37] |
| zippyzip - Posts: 310 |
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major issue with depth and dom on denali there are multiplies of orders adding up on dom that are not there , example this 110 lot or that group of orders i circled is not there on any other data like cqg or rithmic and this has been happening since yesterday at multiple prices on dom with orders adding to each other , post 436098 was similar issue that was addressed by you guys . please advise as this is unacceptable
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| 2026-06-10_11h51_52.png / V - Attached On 2026-06-10 15:54:43 UTC - Size: 73.02 KB - 73 views 2026-06-09_10h25_25.png / V - Attached On 2026-06-10 15:55:55 UTC - Size: 53.98 KB - 77 views |
| [2026-06-10 16:20:38] |
| GPM2000 - Posts: 18 |
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Hi John, I have the number of levels set to 1000 on one chart and 0 on the second chart included. This is still showing incorrectly on the depth. The first chart was previously at 1399 with the same issue (to avoid the 1400 issue). The total on the depth is swinging between 80,000 and -80,000. I do not believe this is a calculation issue on the chart. It looks more like a data issue. Please could you advise on how to resolve this? |
| DepthIssue0610.png / V - Attached On 2026-06-10 16:13:13 UTC - Size: 70.84 KB - 79 views DepthIssue0610_2.png / V - Attached On 2026-06-10 16:19:55 UTC - Size: 78.31 KB - 61 views |
| [2026-06-10 18:26:27] |
| John - SC Support - Posts: 47358 |
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zippyzip: We have absolutely no idea what you are trying to show us with the data so condensed as it is. Also, we do not compare ourselves to other systems, as too often the other systems are the ones that are wrong. If you can give us a specific example of where the data is incorrect, and show it to us in a way that we can understand where it is occurring, then we will look into it. But you would need to have the data from the exchange itself for us to compare. Or have a good reason as to why the value would be incorrect at that level. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-10 18:30:53] |
| John - SC Support - Posts: 47358 |
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GPM2000: Please try setting the number of levels in "Chart >> Chart Settings >> Market Depth >> Number of Levels for Bid/Ask Depth Calculations" to a value of 1200 or 1300 and let us know if you still have this issue. We have let Engineering know of these posts so they can take a closer look if they feel something needs to be done. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-10 18:59:26] |
| zippyzip - Posts: 310 |
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John i made it very clear and even gave u the post number from the last time this happened . This is part of reason the depth numbers are off as well as the dom is adding orders on top of prev orders so the pictures I sent you are of the nq dom where those aren't the actual orders that are there . Please refer to cc208 refers to as you verified issue there .we are just trying to help you fix issue we are not bashing our platform.
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| [2026-06-10 20:45:18] |
| John - SC Support - Posts: 47358 |
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zippyzip: CC208 and GPM2000 are referencing issues with the Bid and Ask Depth Bars, for which we knoww there is an issue when the number of depth levels gets to our limit of 1400. We have asked them to try a couple of different settings to resolve this. CC208 does mention a problem with depths not being real, but they did not supply anything specific to this, so there is nothing for us to look into related to it. We simply can not tell anything from the images you supply. It may be obvious to you, as you were watching your charts, but we are looking at a snapshot. To us, it just looks like some single very large value at a certain price level. We can not tell that the numbers are being overwritten. We would need an image that has that area expanded so we can see the individual numbers that are being displayed at that level. It's not that we don't appreciate help, but we have to deal with the indivdiual items and help where we can. Those images and the information simply were not specific enough for us to look into anything. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-10 20:55:11] |
| zippyzip - Posts: 310 |
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We are all referencing similar issue as we all are having same issue . This is a massive issue on your part and should be top priority. To blow it off like its not important is wild.
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| [2026-06-11 09:13:09] |
| GPM2000 - Posts: 18 |
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Hi John, I'm very happy to try any settings, but this is not the issue. There are orders that are remaining on the order book that do not exist. Here are a few screenshots of a heatmap of the order book using Denali data. In the first screenshot, there is an offer at 28785 that appears above when price is below this level. Then there is a bid which appears below price at 28761 when price is above this level. As you can see in the middle of the screenshots, as soon as price passes through these levels, the order disappears, then reappears. These snapshots were at 11:45 and 11:56 ET. The last screenshot is of the same "ghost" order from another chart just for confirmation. This order is not on other users platforms that have a different data feed. |
Private File Private File Private File |
| [2026-06-11 14:41:43] |
| Sierra_Chart Engineering - Posts: 24319 |
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This has been resolved. It was the result of packet loss we had on one server yesterday which is an unusual condition. We took several steps, after the market close yesterday to resolve the problem at that time. We are confirming the problem is resolved. We recommend re-downloading the data, since Tuesday to ensure accurate volume: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart You definitely should not see any problem today. If there is, reconnect with File >> Reconnect. Yes it is a top priority, and we were working on it yesterday but only could take action at the end of the day. We did not want to do anything during the day in order to avoid, interrupting the data feed for users and potentially creating a worse problem. This is a massive issue on your part and should be top priority.
Also really it is impossible or very difficult for us to understand nearly all the screenshots provided. They are all a very condensed, and we do not know in some cases what market data column is what and impossible for us to match up with what is being described. However, none of those screenshots are even necessary. Once there is a report of a problem where market by order data quantities, are exceeding the market depth quantity at a particular price level. Or the market depth quantities beyond the first 10 levels do not match other services, that is more than enough for us to be aware of a problem. But we were already aware of the problem ahead of time anyway and analyzing the issue and working out a solution. This is why, we were slow to respond here because we were working on the issue at the time. 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: 2026-06-11 15:09:58
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