Support Board
Date/Time: Thu, 20 Aug 2026 05:11:43 +0000
No Level 2 Data Feed eventhough I have Activate US Equities Consolidated and Nasdaq TotalView
View Count: 388
| [2026-07-03 22:37:21] |
| User275304 - Posts: 2 |
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Service Package: 11 (Integrated Sierra Chart with Advanced Features) Data Feed: Denali Exchange Data Feed Symbol: BOXL_MBO I am attempting to view Market by Order depth data for BOXL using the Denali feed, but my Market Depth window shows all zero values across every row (Bid Price, Bid Qty, Bid Orders, Ask Price, Ask Qty, Ask Orders all display 0.00 / 0). Requesting market depth updates for: boxl_MBO if supported. NumLevels=1400 Denali Data Feed | Clearing market depth for boxl_MBO No error is thrown, but no depth data is ever populated afterward. Per your documentation (Market By Order page), I understand MBO access via Denali is limited to Service Package 12. However, a fellow trader I know is currently on Service Package 11 and is successfully receiving fully populated Level 2 / depth data for a different symbol. Is my colleague's populated depth window showing true Market by Order data, or is it standard aggregated Level 2 depth (price-level, not order-level)? The columns in their screenshot are not fully visible/labeled, so I want to confirm whether this is actually MBO or a different depth type that happens to look similar. If my colleague is genuinely receiving MBO on Package 11 through Denali, why is my account being blocked from the same data on the same package tier? If the discrepancy is because my colleague is receiving depth from a different data feed (e.g., Rithmic, CQG, IB) rather than Denali, can you confirm that Denali specifically enforces the Package 12 requirement for MBO, while other external feeds do not? Is there an account-level entitlement, exchange activation (NASDAQ TotalView, US Equities Consolidated Tape), or symbol subscription step I may be missing that's separate from the Service Package tier itself? What I've already verified/ruled out: Symbol/replay naming is correct (BOXL, not a mismatched ticker) Depth recording files exist locally (BOXL_MBO.scid, BOXL_NQTV.scid) NASDAQ TotalView (_NQTV) depth data is reaching the Denali service correctly for this symbol "Maximum Time and Sales Depth Levels" setting does not affect DOM population (confirmed via your documentation — it only affects Time & Sales total size calculations) Any clarification on the Package 11 vs 12 entitlement for MBO via Denali, or confirmation of what my colleague is actually viewing, would help me determine whether an upgrade is required or whether this is a configuration issue on my end. Thank you, |
| [2026-07-04 16:11:17] |
| Sierra_Chart Engineering - Posts: 24607 |
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You are not going to see market depth data for NASDAQ TotalView when the market is closed. There is a difference between market depth data, and market by order data. These are two different categories of data. The Market Depth data is the market by order data all consolidated together into individual price levels. First thing is to wait until the market reopens Monday morning. You will then have both market depth data and market by order data. You do need service package 12 for market by order data but not market depth data. 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 |
| [2026-07-04 18:21:30] |
| User275304 - Posts: 2 |
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Thanks for your response. Unfortunately, this is during Replay mode. Shouldn't it work in that instance if I download the data for the ticker at that date for replay mode, I should be able to see the market depth data (Level 2)?
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| [2026-07-05 20:12:44] |
| Sierra_Chart Engineering - Posts: 24607 |
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You need to add the Market Depth Historical Graph to the chart, and actually see the market depth data before doing any replay, to make sure you actually have historical market depth data for a particular period of time. Refer to: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying 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: 2026-07-05 20:13:13
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| [2026-07-06 15:09:13] |
| John - SC Support - Posts: 47554 |
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And also refer to the following regarding replaying market depth data: 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 |
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