Date/Time: Fri, 22 Sep 2023 14:19:39 +0000
Post From: Limit Orders not appearing on DOM Replay/Simulation Trading
|John - SC Support - Posts: 26451|
To begin with, given that you are on the trial and that your setting for Global Settings >> Data/Trade Service Settings >> Current Selected Service is set to SC Data - All Services, then you would be getting the Delayed Data for the CME Group symbols (CL and ES).
This is not a problem, as the delayed data includes the Market Depth, so you should not have any trouble replaying the market depth data.
So the first question is simply - are you getting Market Depth data with your base data? You should be, but as you noted, make sure that you have the correct columns displayed and that you are actually getting the data.
The next question is how far back are you starting your Replay? Keep in mind that the Market Depth has to have been recorded for the time in question.
As part of the above, have you also gone through and setup your system to get the historical market depth data? You will find the instructions at the following link, if you have not already done this, then we recommend getting this setup right away, as it will allow you to get the previous 15 days of market depth data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing