Support Board
Date/Time: Tue, 28 Jul 2026 22:53:55 +0000
DOM REPLAY ISSUES
View Count: 10
| [2026-07-28 20:20:51] |
| User110225 - Posts: 29 |
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Hi Sierra Chart Version 2882. I am replaying an Intraday chart with a Trade DOM. Live DOM works correctly with full market depth and Pulling/Stacking. Replay of Monday 27 July 2026 works correctly with full historical market depth and Pulling/Stacking. Replay of Tuesday 21 July 2026 and Friday 24 July 2026 only shows a 1x1 DOM (best bid/ask only). No historical depth and no Pulling/Stacking. The Market Depth Historical Graph clearly displays historical market depth for both dates. The corresponding MarketDepthData files exist and are approximately 35 MB in size. Replay is started from the chart (not the DOM), using Calculate Same As Real-Time and Replay All Charts in Chartbook. Is there any known reason why the Market Depth Historical Graph would display correctly but the Trade DOM would not replay the historical depth for those sessions? Thanks for your help Chris |
| [2026-07-28 20:27:00] |
| John - SC Support - Posts: 47375 |
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[/quote]Is there any known reason why the Market Depth Historical Graph would display correctly but the Trade DOM would not replay the historical depth for those sessions?[/quote] There is no reason for the Market Depth to not replay properly in the Trade DOM if everything is setup properly. A few items of note: - Refer to the following regarding replaying a Trade DOM (in particular the number of days to load): Replaying Charts: Replaying Trade DOM Windows - The "Market Depth Historical Graph" has an option for "Extend Last Known Depth". If this is set to "Yes", then you may have spots where you actually are missing Market Depth, but you are not aware of it. When replaying over those times, you will only see the Best Bid/Best Ask update. - Refer to the following regarding replaying Market Depth in general: 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 |
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