Support Board
Date/Time: Mon, 08 Jun 2026 08:52:20 +0000
Bid and Ask Depth Bars
View Count: 235
| [2026-05-21 15:08:36] |
| cesium932841 - Posts: 175 |
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Hello, I am getting periodic bar barcoding, when i right click on the chart -> Download Depth Data from Date-Time, the historical download of the depth data fixes the depth bars to look correct. But in realtime streaming on ES, sometimes i get the barcoding. The screenshot attached will show the barcoding phenomenon with periods of correct looking data. Version: 2895 64-bit Checked drive health, it says GOOD, space decent, 14% space on that drive remaining. What do I need to do on my end to fix this? Thank you |
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| [2026-05-21 15:23:11] |
| cesium932841 - Posts: 175 |
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Here i will send you the same time period of the region after rightclick -> Download Depth Data from Date-Time If I need to provide anything else please let me know, thank you Date Time Of Last Edit: 2026-05-21 15:39:20
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| [2026-05-21 17:07:51] |
| John - SC Support - Posts: 46532 |
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There is a known issue when using a Calculation Method of "Ask - Bid", when the actual number of levels at the exchange exceeds 1400, which is the amount that Sierra Chart can handle. In this case, we see the numbers typically getting very large. We wonder if what you are seeing may be due to this same thing, but perhaps you are using a different Calculation Mode. Please set the following setting to 1399 and see if this resolves the issue for you: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-01 18:41:40] |
| cesium932841 - Posts: 175 |
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Ok, thank you! I am seeing the Depth Bars study update with time and sales fill records as opposed to with Market Depth pull stack in Chart Dom. Chart update interval set at 10ms. Clarification: Expected behavior: Depth bars study updates as fast as pull stack market depth columns, producing a very smooth behavior to the study Observation: Depth bars study ONLY UPDATES/redraws when a new Volume event comes in on timeandsales (it can be closed or open, doesnt matter in my observation). I observed with both do not combine and combine time and type, showbid ask records off. I zoomed very much in and matched it up exactly. I will include the Chartbook here Has this been changed or have I not noticed this before? Is this an issue on my end? v2895 Date Time Of Last Edit: 2026-06-01 19:17:10
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| [2026-06-03 21:53:29] |
| Sierra_Chart Engineering - Posts: 23960 |
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Regarding post #4, is this during a chart replay? Or with live updating? 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 |
| [2026-06-04 19:17:53] |
| cesium932841 - Posts: 175 |
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Hey SC Engineering, Live Updating
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| [2026-06-04 23:34:51] |
| Sierra_Chart Engineering - Posts: 23960 |
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We have tested this, and knowing the internal design we have written this new documentation: Understanding updates to this study during a chart replay and with real-time streaming data: The bars of the Bid & Ask Depth Bars study continuously update, when there is new market depth data, when the chart is updating with real-time streaming data. However, there is an exception to this. When a chart bar completes based upon its timeframe and there is no trade for the next chart bar in the next timeframe, then the Bid & Ask Depth Bars study study will no longer update until there is a new chart bar. When a chart is replaying, only market depth updates with timestamps up until the point in time of the timestamp of the last trade, will be included in the Bid & Ask Depth Bars study bars.
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 |
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