Support Board
Date/Time: Mon, 23 Jun 2025 18:51:47 +0000
Depth of market / pulling stacking not working with Teton
View Count: 1152
| [2022-02-01 16:28:30] |
| nosast - Posts: 313 |
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I updated from v2346 to the current release v2351 and found an issue with "Depth of market" and an external Pulling/Stacking-study not updating. After deep analysis it is clear, that when I switch to SC Data from Teton as my data feed the studies print properly. With Teton this stopped working on versions greater 2346. I think this has to do with the mentioned perfomance improvements for market depth. Although I have "support for SC data" activated in Teton settings it is not getting updated. Strangely the pulling and stacking column on the DOM is working fine. |
| [2022-02-01 16:34:45] |
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We will check on this.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-02 20:42:09] |
| nosast - Posts: 313 |
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Did you find the issue? If you need anything e.g. a chartbook where the issue is showing up please let me know.
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| [2022-02-03 20:49:29] |
| nosast - Posts: 313 |
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This bug is still present in current prerelease v2352
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| [2022-02-04 18:49:59] |
| nosast - Posts: 313 |
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SC Engineers: Any feedback would be appreciated as my trading is very dependent on this pulling/stacking data and I don't want to separate execution (Teton) from data (SC all data) with two separate instances.
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| [2022-02-06 00:45:35] |
| Sierra_Chart Engineering - Posts: 19989 |
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Checking again.
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 |
| [2022-02-07 18:38:56] |
| nosast - Posts: 313 |
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Did you find the root cause for this? Should I try v2353 or still stay on v2346?
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| [2022-02-07 19:57:43] |
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We did not observe any problem with this using version 2353. So we did not even identify a problem to begin with. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-02-07 19:58:05
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| [2022-02-07 20:07:41] |
| nosast - Posts: 313 |
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Sounds good. I will update in an hour and test it out.
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| [2022-02-09 21:17:05] |
| @sstfrederik - Posts: 406 |
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Hi SC. There seems to be an issue with pulling stacking study using Teton. I recompiled a custom study against current stable version (dll version indicates 2347), but this doesn't seem to solve the issue for one of my custom studies. Any pointers as the SC built-in P&S numbers now seems to work on 2353. Thanks Fred |
| [2022-02-14 14:14:46] |
| @sstfrederik - Posts: 406 |
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I compiled the SC study Depth of Market against the latest SC version. When Teton is used the pulling and stacking numbers are not available for this study as described by the user that started this thread. This can easily be verified on your end. Are you working on a solution? |
| [2022-02-15 00:01:38] |
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Refer to this code example: int BidArrayLevels = min(MaximumMarketDepthLevels, sc.GetBidMarketDepthNumberOfLevels());
for (int Level = 0; Level < BidArrayLevels; Level++) { int OutputIndex = sc.ArraySize - 1 - Level; s_MarketDepthEntry DepthEntry; sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level); Subgraph_BidSize[OutputIndex] = (float)DepthEntry.Quantity; Subgraph_BidValue[OutputIndex] = DepthEntry.AdjustedPrice; float StackPullValue = (float)sc.GetBidMarketDepthStackPullValueAtPrice(DepthEntry.AdjustedPrice); Subgraph_BidStackPullValue[OutputIndex] = StackPullValue; } Notice the use of adjusted price: DepthEntry.AdjustedPrice
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-15 06:11:03] |
| @sstfrederik - Posts: 406 |
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Thanks. See that the struct s_MarketDepthentry now has AdjustedPrice. And what's the difference between Price and AdjustedPrice? How can one know of such changes? Would save a lot of time knowing about this. |
| [2022-02-15 15:25:50] |
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Adjusted Price has the Real-time Price Multiplier applied. We do apologize for not putting out information about this change. We will put it on the What is New page now.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-02-15 15:57:58
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