Support Board
Date/Time: Fri, 24 Oct 2025 03:17:02 +0000
MES 1-Tick: MDHG has gaps/no data on bars, but MD Window displays 12 levels consistently
View Count: 23
| [2025-10-23 09:28:18] |
| User778352 - Posts: 1 |
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Hi SC Support, On MES with a 1-Tick chart, the Market Depth Historical Graph shows blank/gap areas across bars (no depth blocks). On some ticks nothing is drawn, while File → Open Market Depth Window shows all 12 bid/ask levels in real time with existing consistent sizes and volume (see screenshot). Setup: Version 2803, Feed Denali, Symbol MESZ25-CME, chart update in Milliseconds 20 Symbol Settings: Record Market Depth Data = Yes, Depth Levels = 12 Chart Settings → Market Depth: Max Depth Levels = 12, Combine Increment = 0 MDHG Inputs: Maximum Levels = 12, Combine Increment = 1, Minimum Volume Intensity Percent = 2% Question What exact configuration ensures a per-tick snapshot so all 12 levels are shown on every 1-Tick bar? If relevant, please advise on any required flags (download/record/timestamp), suffixes (e.g., -BID_ASK_TRADE_SYNC), or storage interval settings. Attachments: MDHG example with gaps; Market Depth Window (12 levels). Thanks in advance. |
 screenshot MDHG 2025-10-23 1102.png / V - Attached On 2025-10-23 09:23:35 UTC - Size: 77.58 KB - 10 views Attachment Deleted. |
| [2025-10-23 21:57:11] |
| Sierra_Chart Engineering - Posts: 21194 |
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Every single trade, is not going to have all 12 levels from the bid and ask side update at the same time. So it makes sense that there is less or no data displayed for a 1 trade bar. This is completely normal. The only possible solution to this is to set this to Yes: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#StudyInputs_ExtendLastKnownDepthwhile 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: 2025-10-23 22:00:57
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