Support Board
Date/Time: Mon, 26 Oct 2026 18:26:52 +0000
Post From: Apparent Depth Data Issue with Certain Servers
| [2026-10-18 18:41:00] |
| Sierra_Chart Engineering - Posts: 25280 |
|
1399 is not necessarily correct. The problem is, NQ is a much higher value than ES (About 4 times), and still has the same .25 Tick Size. Since the number of levels that Sierra Chart supports is fixed at 1400, as the market moves up and down, there are a large number of levels that are just no longer being included in the calculations. Either on the bid side or ask side depending on the direction of the market. You need to look at the market depth window: File Menu: Open Market Depth Window (File) And scroll through all the levels looking at the numbers, and reducing the number of levels based on the above understanding. We do not know what would be correct and what would be correct would be changing based on market activity. In general, the safest thing to do would be to use a significantly smaller number of levels. Maybe 500 but just experiment. You definitely want to exclude levels, which have abnormally high quantities further out. The proper solution would be for us to increase the number up supported market depth levels. We will need to look at what needs to be done for that. 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: 2026-10-18 18:42:42
|