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Date/Time: Sat, 18 May 2024 13:54:06 +0000



Post From: market depth data recording limited by Maximum Depth Levels Displayed?

[2019-06-05 04:54:02]
Sierra Chart Engineering - Posts: 104368
1. The option referred to in the first post has been moved. You will find the option to limit the display of the Market Depth data in this option: Chart >> Chart Settings >> Advanced Settings 3 >> Maximum Market Depth Levels. Refer to the documentation for this here:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#top

2. As long as the chart for the symbol is open and you have specified in the Symbol Settings to store the Market Depth Data, then it will collect and store the data. It does not matter if the chart is running in Replay mode, it is still getting the data.

3. As noted in post #4, there is additional levels available from the CME, but it requires implementing a different data stream. Since Rithmic has additional depth levels, then they have simply implemented this and it should be accurate. We have also implemented this in our data feed, so you can now get 200 levels of depth with the major symbols when using the Sierra Chart Real-Time Exchange Data Feed. Refer to the following post about the additional levels in the Sierra Chart Real-Time Exchange Data Feed:
200 Levels (Now 300!) of Market Depth with Sierra Chart Exchange Data Feed
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: 2019-06-05 04:54:51