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Date/Time: Mon, 03 Aug 2026 16:50:48 +0000



[Programming Help] - ACSIL market depth and Time and Sales return no data while DOM and T&S windows work

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[2026-08-03 15:00:43]
ANIRFX - Posts: 1
Sierra Chart version: (Help >> About-оос бичнэ үү)
Data feed: Denali. Symbol: GCZ26_FUT_CME

Problem: In an ACSIL custom study, market depth and Time and Sales are both unavailable, while Sierra Chart's own windows for the same chart show full data.

In the study:

sc.GetBidMarketDepthNumberOfLevels() and sc.GetAskMarketDepthNumberOfLevels() both return 0 on every call
sc.GetTimeAndSales(TimeSales) returns an array where TimeSales.IsCreated() is 0 and Size() is 0 on every call

At the same time, on the same chart:

The Trading DOM window shows ~100 populated depth levels
The Time and Sales window shows trades arriving tick by tick
The DOM Graph draws correctly on the chart

Study configuration:

sc.UsesMarketDepthData = 1 in the sc.SetDefaults block
sc.AutoLoop = 0, sc.UpdateAlways = 1
Study was removed and re-added so sc.SetDefaults ran fresh

Chart Settings >> Market Depth:

Maximum Market Depth Levels = 100
Number of Levels for Bid/Ask Depth Calculations = 100
Maximum Market Depth Data Days To Load = 10

Global Settings >> Data/Trade Service Settings >> Common Settings:

Number of Stored Time and Sales Records = 5000
Maximum Time and Sales Depth Levels = 0

What additional chart, global, or service package requirement is needed for an ACSIL study to receive market depth and Time and Sales data?

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