Support Board
Date/Time: Thu, 08 Jan 2026 22:02:47 +0000
market depth data not showing in certain period
View Count: 134
| [2025-11-19 20:38:22] |
| User6509932 - Posts: 4 |
|
Hi, I am viewing HSI future data using CQG as data source. the market depth is not showing from 00:00 to 9:30 est time. I did search for similar post and followed the steps suggested, but its not working. attached is the screenshot for my setting. Pls advise on further action . Thanks a lot.` |
 marketdepth3.png / V - Attached On 2025-11-19 20:38:12 UTC - Size: 184.66 KB - 30 views marketdepth2.png / V - Attached On 2025-11-19 20:38:15 UTC - Size: 130.64 KB - 28 views marketdepth1.png / V - Attached On 2025-11-19 20:38:18 UTC - Size: 115.7 KB - 31 views |
| [2025-11-19 20:42:16] |
| John - SC Support - Posts: 43862 |
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First, make sure whether you actually have data at that time or not. Your settings may be such that the trading during that time is not above a threshold value you have set in your study, and hence it is not displaying. The easiest way to do this is to set the following Inputs for your Market Depth Historical Graph: - Show Quantity Numbers: In Bars - Use Secondary Numbers Color for Quantities Greater Than or Equal to: 1 - Secondary Numbers Colors for Quantities Greater Than or Equal To: Set to a color that will stand out from the rest of your charts You should then see the quantity numbers displayed for each cell that makes up the Market Depth Historical Graph. If you do not see any numbers even where you do see a colored Market Depth cell, then this means that your scaling is too tight - you will need to expand your scaling so you can view the numbers. If you have numbers showing where you see the coloring but not in the time frame where you are not seeing anything, then you need to talk to CQG about this. We can not help with data from CQG. There simply is no reason for Sierra Chart to not display this data if it is there. Also, you probably need to be connected to CQG to get the Market Depth data, and if your system is turned off during that time, then this would be a reason you do not have that data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-20 18:28:17] |
| User6509932 - Posts: 4 |
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Thx John, I followed the steps you mentioned, but no numbers being seen at the time period . I contacted CQG , but seems they not familiar with Sierra Chart stuffs. May I know the data levels that required to generate market depth graph in Sierra charts? is "fullbook" required? and is the data level same as those I seen in DOM ,i.e 10 levels in bid and ask ?? please kindly advise the specification of data required so that I can make enquiry with CQG team thanks in advance Jack |
| [2025-11-20 19:07:35] |
| John - SC Support - Posts: 43862 |
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We do not know what the CQG requirements are for the Market Depth data. But, you are getting data for certain time periods, so you must have it setup properly with them to get that data. Our best guess is that you were not connected to the data feed at that time, so you did not receive the market depth data to the system. We do not know if CQG has historical Market Depth data available, but even if they did, we do not have a way to request this of them, so if you are not connected, there simply is no way to get that missing data. If you are connected and not getting data for a certain time every day, then you need to ask CQG about this. They must be doing something odd. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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