Support Board
Date/Time: Thu, 14 May 2026 11:17:09 +0000
Market depth historical depth bid ask values not matching after tick sized changed
View Count: 201
| [2026-04-30 19:34:36] |
| User625582 - Posts: 14 |
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hello, I changed the tick size on NQ to 1 and have the market depth combine increment in chart setting at 1. Also have the 'combine increment in ticks' set to 1 on the market depth historical graph. However, now the bid ask values at last bar and the actual corrected combined bid ask from the chart dom do not match. I want to have the market depth values from the historical graph to match the same one the chart dom which is accurate. Can we have the market depth graph combine those values to reflect the same? I have seen many posts on this and none has the solution - the volume multiplier does not work for this case. I want to keep the tick size at 1 because i am using it with the large voulume trade indicator view and having a 0.25 tick size results in a very elongated impractical plot for NQ. Here are some screenshots of the issue. Thank you. https://www.sierrachart.com/image.php?Image=1777576348932.png |
 Screenshot 2026-04-30 141120.png / V - Attached On 2026-04-30 19:31:56 UTC - Size: 232.78 KB - 23 views |
| [2026-04-30 19:41:05] |
| John - SC Support - Posts: 46122 |
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Due to changes in how we handle items in the DOM, you can not change the Tick Size and have the items in the DOM display properly with recent releases. The way to handle this is explained at the following link: Global Trade Settings Windows: Combining Price Levels for Market Data Columns in the Chart/Trade DOM The "Market Depth Historical Graph" also has an option for "Combine Increment in Ticks". Set this to the same value as you have for the chart to have these match up. The Large Volume Trade Indicator has an option in the last few releases for "Automatic Combining of Price Levels for Markers". Refer to the information for this in this section: Large Volume Trade Indicator: Inputs For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-30 23:07:29] |
| User625582 - Posts: 14 |
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"The "Market Depth Historical Graph" also has an option for "Combine Increment in Ticks". Set this to the same value as you have for the chart to have these match up." - with reference to this suggested solution, the problem here is that changing this to match the combined tick value results in 'only' the bid ask values at the spaced out level to be shown and not the combined value. For example if the combined tick value is 4 and we have 4 values of say 1,2,3,4, the combined value should be 10 but instead it is showing '4' and 1,2,3 are not visible in the market depth historical plots. This is shown in my screenshot and is what i am requesting a fix for. Thanks.
Date Time Of Last Edit: 2026-05-01 20:20:46
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| [2026-05-01 13:30:08] |
| John - SC Support - Posts: 46122 |
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There is no image attached, so we can not see what you are referencing. One thing we thought about is that you may be displaying the "Maximum" market depth and not the "Last" market depth. In this case, you would only see a value of '4' before and after the combining. Refer to the following Input for the study: Market Depth Historical Graph: Use Last Quantity Instead Of Max Quantity For Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-05-01 15:12:10] |
| User625582 - Posts: 14 |
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I am actually using the last depth settings and it shows the same value as the DOM when the tick is NOT combined. I showed this and the settings in the first messaage with the screenshot. The problem occurs when it is combined in the settings.
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| Screenshot 2026-04-30 141120.png / V - Attached On 2026-05-01 15:10:08 UTC - Size: 232.78 KB - 11 views |
| [2026-05-01 16:21:15] |
| John - SC Support - Posts: 46122 |
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We do not understand this last image you supplied. If you set the Tick Size to 1, then this will be a problem for the Market Depth Historical Graph. But, as we stated, you should not be doing this. You should use the "Combine Increment in Ticks" for both the Market Depth (as defined in "Chart >> Chart Settings >> Market Depth") and for the Market Depth Historical Graph (Combine Increment in Ticks Input). Attached is an image of what you should see when you have these set to the same value with a Tick Size set to the standard Tick Size for the symbol (in the image, the ES has a tick size of 0.25 and a Combine Increment in Ticks set to 4). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| ESM26-CME[M] 1 Min #1 2026-05-01 11~18~29.823.png / V - Attached On 2026-05-01 16:21:11 UTC - Size: 136.62 KB - 10 views |
| [2026-05-01 18:13:58] |
| User625582 - Posts: 14 |
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Thank you for taking the time to look into this. Yes, the approach you suggested works fine but like i stated in my first message, the objective was to have the market depth and dom aligned with the large volume trade indicator(LVTI) data. Changing the tick size from 0.25 to 1 reduces the LVTI height by 1/4 and allows it to fit better on the screen improving technical anlaysis. I am including a chart image link to show the LVTI with your suggested approach (tick size 0.25 and market depth and chart settings combined to 4). In this case, the market depth/DOM is accurate but parts of the 'uncombined' areas of the LVTI do not have any market depth data as expected but this impacts the analysis. I would like to have the LVTI reduced by a factor and also have the market depth and DOM data aligned. A possible solution might be to add a feature request to combine ticks on the LVTI itself if the Market depth indicator is not able to combine it accurately while on an increased tick setting. I hope i have tried to explain this a bit better. Thanks John. https://www.sierrachart.com/image.php?Image=1777658534866.png Date Time Of Last Edit: 2026-05-01 19:34:12
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| [2026-05-01 18:50:45] |
| John - SC Support - Posts: 46122 |
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We understand the issue regarding the Large Volume Trade Indicator in relation to the other items. We have noted this as a Feature Request. We can not say when we would get to any particular request, but we do understand how this is being impacted due to other changes. So we will bring this up with Engineering to see if something can be done sooner than later. But, we do want to point out again, that the Large Volume Trade Indicator does have an option to combine the data as the scale is changed. It is not as controllable as the other items with the "Combine Increment in Ticks", but it does accomplish some of this. Refer to the Input for "Automatic Combining of Price Levels for Markers" in the following section: Large Volume Trade Indicator: Inputs For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-05-01 19:19:19] |
| User625582 - Posts: 14 |
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Thank you for adding that as a priority feature request. The compress setting is good but does not provide a perfect correlation and alignment to the other values. Overall Sierra chart is still unmatched in its capabilities. The only limitation is our imagination. Amazing team out there.
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| [2026-05-05 19:03:22] |
| Sierra_Chart Engineering - Posts: 23752 |
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In the next release there will be this new Input setting for Large Volume Trade Indicator: "Fixed Combine Increment in Ticks. 0=disabled" 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 |
| [2026-05-05 21:13:18] |
| User625582 - Posts: 14 |
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That's impressive from Sierra Engineering!
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