Support Board
Date/Time: Thu, 21 May 2026 05:54:30 +0000
Assistance Needed: Displaying Current Heatmap Levels Using Market Depth in Sierra CHART
View Count: 626
| [2026-04-03 22:07:59] |
| User877866 - Posts: 22 |
|
Subject: Assistance Needed: Displaying Current Heatmap Levels Using Market Depth in Sierra Chart Hello Sierra Chart Support, I’m trying to better understand how to display and interpret current heatmap levels on my Sierra Chart platform using Market Depth data. I have included a youtube video on what I am trying to replicate here. https://www.youtube.com/watch?v=Lla8qzVJuyQ&t=455s Specifically, I would like guidance on: How to enable and properly configure the heatmap (market depth historical graph) so that current liquidity levels are clearly visible Whether I need to activate any specific settings or data feeds for accurate real-time depth visualization How to ensure I’m seeing the most up-to-date bid/ask stacking (current levels, not just historical) Any recommended study settings or chart configurations for tracking these levels effectively My goal is to use the heatmap alongside Market Depth to identify real-time support/resistance zones based on order book liquidity. FYI , I use 390 minute bar period timeframe bars Thank you for your time and support. Best regards, |
 data services.jpg / V - Attached On 2026-04-03 22:03:04 UTC - Size: 276.94 KB - 71 views studies .jpg / V - Attached On 2026-04-03 22:05:32 UTC - Size: 72.85 KB - 71 views example chart i dont see market dept.jpg / V - Attached On 2026-04-03 22:06:27 UTC - Size: 133.43 KB - 80 views |
| [2026-04-06 14:46:41] |
| John - SC Support - Posts: 46221 |
|
To start with, you are not using the correct symbol in order to view the Market Depth data. You do have the correct exchanges setup to get the data, but you need the correct symbol, which is the standard ticker with a suffix of _MBO (such as IBM_MBO). Refer to the following: Denali Exchange Data Feed: U.S. Equities Consolidated Tape with NASDAQ TotalView There is no "Magical" setup for the Market Depth Historical Graph that we can tell you to set to have it work. You need to determine what works best for you and it depends on the particular data for that symbol. The information for the Market Depth Historical Graph is here: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph The one thing we can state in relation to the question of "How to ensure I’m seeing the most up-to-date bid/ask stacking (current levels, not just historical)" is to make sure you set the Input for "Use Last Quantity Instead of Max Quantity for Bars" to "Yes". Refer to the following: Market Depth Historical Graph: Use Last Quantity Instead Of Max Quantity For Bars If you need one-on-one help, then we recommend contacting one of the people at the following link: Sierra Chart Personal Assistance For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-06 14:51:25] |
| User877866 - Posts: 22 |
|
Thank you, the MBO suffix part helps alot. Now , can the historical market dept work in replay mode?
|
| [2026-04-06 16:19:28] |
| John - SC Support - Posts: 46221 |
|
We have a little more than 6 months of data available for historical Market Depth data. To get this data, follow the instructions at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also refer to the following regarding replaying Market Depth data: Replaying Charts: Replaying of Market Depth Data 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: 2026-04-06 16:20:20
|
| [2026-04-11 13:48:08] |
| User877866 - Posts: 22 |
|
To start with, you are not using the correct symbol in order to view the Market Depth data. You do have the correct exchanges setup to get the data, but you need the correct symbol, which is the standard ticker with a suffix of _MBO (such as IBM_MBO). Refer to the following:
Denali Exchange Data Feed: U.S. Equities Consolidated Tape with NASDAQ TotalView Can i still pull the MBO and market dept data if the stock did a reverse split??????. for example CMCT_MBO on 1.22.26 |
| [2026-04-11 15:49:30] |
| Sierra_Chart Engineering - Posts: 23818 |
|
When there is a stock split, the historical market depth data is not adjusted.
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: 2026-04-11 15:49:46
|
| [2026-04-12 20:25:21] |
| User877866 - Posts: 22 |
|
Im trying to download this historical market dept for this tickers which are in 180 day window. But when i attempt, the data does now show in replay market debt. Can u confirm that they indeed exist or what I am doing wrong? CJET 10/1/2025 SOPA 10/6/2025 SPRB 10/6/2025 LPTX 10/6/2025 UPC 10/8/2025 RNAZ 10/8/2025 BJDX 10/9/2025 GWH (NYZE) 10/10/2025 GWH (NYZE) 10/10/2025 GWH (NYZE) 10/13/2025 ELBM 10/13/2025 GWAV 10/14/2025 ELAB 10/14/2025 IBG 10/15/2025 WHWK 10/16/2025 AUUD 10/15/2025 XRTX 10/17/2025 YYAI 10/22/2025 RCT 10/27/2025 BKYI 10/27/2025 CMBM 10/29/2025 EPWK PTLE 11/4/2025 SLRX 11/12/2025 TNMG 11/13/2025 SOND 11/20/2025 CYPH 11/14/2025 TDIC 12/5/2025 BEAT 12/10/2025 MASK 12/15/2025 RADX 12/15/2025 PCSA 12/17/2025 HXHX (CHINA) 12/22/2025 PCLA 12/23/2025 |
| [2026-04-13 14:56:12] |
| John - SC Support - Posts: 46221 |
|
The historical market depth data exists for these. Make sure you have setup the ability to download the historical market depth data correctly by going through the items at the following link - noting Step #5 in particular: Market Depth Historical Graph: Downloading Of Historical Market Depth Data You will have to force the download by following the instructions at Step #8 in those instructions. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-18 12:27:54] |
| User877866 - Posts: 22 |
|
It is not working for me. for example, CMBM 10.19.25. I have downloaded the historical data, and when i go into replay mode, the market dept is now showing the data that was just downloaded. See screenshot below
|
| dept no data .jpg / V - Attached On 2026-04-18 12:27:05 UTC - Size: 79.62 KB - 23 views chart no market data order book .jpg / V - Attached On 2026-04-18 12:27:32 UTC - Size: 171.75 KB - 22 views Attachment Deleted. |
| [2026-04-20 14:23:01] |
| John - SC Support - Posts: 46221 |
|
We did not check all the symbols - we did a check of a few to ensure there was historical market depth data and there was. For CMBM, we are not seeing any current market depth. This is not a highly traded stock, so it appears there are no limit orders on the book for it, hence there is no historical data for it. Also, keep in mind, that the market depth data we have for equities is from our NASDAQ TotalView data, which is the trading and depth that is done on the NASDAQ exchange itself. 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: 2026-04-20 14:24:02
|
| [2026-04-25 00:39:24] |
| User877866 - Posts: 22 |
|
i just checked and saw nothing for GWH (NYZE) 10/10/2025 GWH (NYZE) 10/10/2025 GWH (NYZE) 10/13/2025 what am i doing wrong? all tickers from this year are working |
| [2026-04-27 13:33:07] |
| John - SC Support - Posts: 46221 |
|
We are able to see and download some market depth data for GWH, but we are not able to go as far back as October 2025. We can not say why we do not have data going back the full 6 months for this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-27 13:37:32] |
| User877866 - Posts: 22 |
|
okay, well if you find out the reason, let me know so I know the true cut off point so I can review names i trade, TY
|
| [2026-04-28 17:14:39] |
| User877866 - Posts: 22 |
|
also, what does this highlighted setting do? are my settings correct for historical market dept review?
|
| data settings.jpg / V - Attached On 2026-04-28 17:14:32 UTC - Size: 161.15 KB - 9 views |
| [2026-04-28 18:45:54] |
| John - SC Support - Posts: 46221 |
|
Refer to the following: Data/Trade Service Settings: Formula Symbols (Global Settings >> Data/Trade Service Settings >> Common Settings >> Maximum Historical Intraday Days to Download) 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: 2026-04-28 18:46:44
|
To post a message in this thread, you need to log in with your Sierra Chart account: