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BookMap

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[2016-06-13 09:34:46] #75 [Go To First Post]
amirN - Posts: 159
I have enabled it for ES, but still it is not saved. Where is the DOM data saved as nothing has been added in the data directory.

[2016-06-13 10:43:06] #76 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The data is stored in files with a Depth extension. Anyway, we are removing version 1427. There is a serious problem that can occur under certain conditions. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-06-14 11:48:07] #77 [Go To First Post]
apollofl - Posts: 95
1428 So Far So Good. Thanks support

[2016-06-14 12:53:20] #78 [Go To First Post]
amirN - Posts: 159
I using version 1428 and see that the .depth files are in the data directory now. However, when i do replay the DOM data is not replayed and only the two levels above and below the current price is shown. Do I have to set any option?

[2016-06-14 16:06:15] #79 [Go To First Post]
User023822 - Posts: 15
Regarding post #52 (SC heatmap), any idea when this might be ready? Thanks.

[2016-06-14 16:37:05] #80 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding post #78 and #79, start new Support Requests for these. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-06-15 00:59:44] #81 [Go To First Post]
User43623 - Posts: 9
I suggest you guys hold back on the release your maths is wrong in the current version as it stands. There is a discussion on traders.io worth reading. Shading needs to be done across the entire DOM, not side specific. ie sum all bids and offers together and assign the shade corresponding to the % of the entire DOM. 1000 contracts on the bid should be the same shade as 1000 contracts on the ask. Your version is shading bids vs the sum of bids and asks vs the sum of asks, which is pointless. I can send screenshots of your version vs what bookmap is showing

[2016-06-15 02:20:01] #82 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We can do this: Shading needs to be done across the entire DOM, not side specific. ie sum all bids and offers together and assign the shade corresponding to the % of the entire DOM. 1000 contracts on the bid should be the same shade as 1000 contracts on the ask. Easily changed. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-06-15 02:29:07] #83 [Go To First Post]
User43623 - Posts: 9
That is the true power of Bookmap to see real liquidity in the DOM. If you think about it logically 100 contracts (10% of 1000 on bid) should not be the same shade as 1000 contracts (10% of 10000 on offer)

[2016-06-15 05:32:28] #84 [Go To First Post]
Futurestrader77 - Posts: 126
Regarding the shading, it should be possible to shade the DOM manually as well (not automatically as it is done now by zooming in and out). Second the shading should be continued in the chart altough no market depth is showing up here. I attached a screen shot where you can see a two green dots. Market depth was showing up there before but leaved this area: Please just continue showing the previous market depth there so that it fill the space. I is hard to tell with the space when this big limit buy orders at 165.24 and 165.10 in this example entered the market with the space in between. Thank you!


Attachment Deleted. GBL-201609-DTB [M] 200 Trades #1 2016-06-15 07_29_09.107.png / V - Attached On 2016-06-15 05:31:31 UTC - Size: 176.13 KB - 1183 views

[2016-06-15 06:06:08] #85 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding Post #84 we will work on this but start a new discussion thread for this so we do not lose track because this thread is not closely monitored. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-06-15 07:58:48] #86 [Go To First Post]
nioko54130 - Posts: 108
QuantMap Version 6 is now available on my website : http://quantisme.webnode.fr --> a new full numeric colored map which let you see the liquidity evolution of the book for each level of depth --> a real footprint chart of the limit order of the orderbook --> a new tool who offer the ability to track the HFT activities : HFT trackers --> a new tool for calculating the speed of the total depth of the orderbook and the speed of the level 1 of the orderbook Please feel free to contact me if you are interesting for a trial ! http://quantisme.webnode.fr https://twitter.com/NicoooooooFX : skype : niokozzzzzz : facebook : https://www.facebook.com/profile.php?id=100010372865291 --> screen of the Version 6 of the Quant in attached files


bullish setup violent.JPG / V - Attached On 2016-06-15 07:58:35 UTC - Size: 242.89 KB - 1105 views result tout simplement setup bullish 2.JPG / V - Attached On 2016-06-15 07:58:41 UTC - Size: 325.66 KB - 957 views

[2016-06-15 10:33:50] #87 [Go To First Post]
User64630 - Posts: 19
VisualBook : a "Bookmap" for Sierra Chart - Choice of colors (black & white, or others) - Specific choice of the intensity for the bid and ask side or for 2 - Volume Dot et Volume Number : is a Tape in the Dom etc... With trades explained in the blog section http://visualbook.fr


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[2016-06-15 10:59:17] #88 [Go To First Post]
nioko54130 - Posts: 108
Very good job my friend :) Big thank's for it ! but you should add the quantity of the limit order for each level of the depth ;) it is powerfull and bookmap don't do it... lol then it will be more easy to read exactly the limit order evolution (the limit order action) and you will win a good precision with this, because you will be able next to see in which quantity the limit order add/remove process is going on. You know that the limit order action is happening before the price action, so it's very important to observ that, and watch how limit order and market order are reacting about of their own activities. The result of these activities make the price action, the price movment. Beautifull website! :) http://quantisme.webnode.fr/ Date Time Of Last Edit: 2016-06-15 11:00:40


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[2016-06-15 11:01:56] #89 [Go To First Post]
User43623 - Posts: 9
Its amusing to see all the rats coming out of the woodwork. :)

[2016-06-15 11:17:15] #90 [Go To First Post]
nioko54130 - Posts: 108
That's the business dude you know, and we have worked hard to get this. I'm proud of that :)

[2016-06-15 11:23:21] #91 [Go To First Post]
nioko54130 - Posts: 108
And thank's for this kind of message that you have noticed on the post guy.... It offers me some FREE advertising and more visibility, please feel free to continue ;)

[2016-06-15 11:41:51] #92 [Go To First Post]
User63439 - Posts: 83
visualbook looks best imo these high volume dots with numbers shouldnt miss in the sierra version

[2016-06-15 11:45:40] #93 [Go To First Post]
User64630 - Posts: 19
@Nioko54130 thank you to my website. For the limit order evolution, the intensity of the color allows me to identify in the current book and keeps a record in the historical. I prefer it to be very very visual because very confortable but it is my choice and I respect your research direction and if it gives you an advantage then all the better. whatever the areas of research, all reduced to the study of the order flow :)

[2016-06-16 02:31:20] #94 [Go To First Post]
User15952 - Posts: 132
How do you get those dots extending into the future, what is the indicator or settings used. Thanks See image below http://i.imgur.com/DPp7Ngq.png

[2016-06-16 04:42:37] #95 [Go To First Post]
User15952 - Posts: 132
Any reason why you cannot display market profile on Sierra Bookmap version? http://i.imgur.com/rCTYhFs.png

[2016-06-16 12:10:42] #96 [Go To First Post]
User20450 - Posts: 330
can i have link to directions for this update as i can not get any of it to plot , thanks

[2016-06-17 04:35:55] #97 [Go To First Post]
User15952 - Posts: 132
Sierra support; Any reason why you cannot display market profile on Sierra Bookmap version?

[2016-06-17 04:43:46] #98 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In response to post #97 start a new Support Request about this and let us know exactly what Studies you are using. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-06-17 07:02:33] #99 [Go To First Post]
User15952 - Posts: 132
I am not sure if you guys understand the shading for Bookmap. It scans the entire DOM (bid and ask) volume and assigns 100% (white) to the max volume. In the example attached, the max volume is 429 at 2071 and 2066.75, that gets assigned white (100%), the lowest volume in the DOM is 16 at 2068.75, that gets assigned black 0%. Everything else is a grey scaled using the max and min. I have also attached the config settings available in BookMap


Private File Private File Attachment Deleted.

[2016-06-17 07:07:08] #100 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Post this through a separate Support Request. We will not accept this in a User Discussion thread. Also how you describe it is how it should be working but we will check again. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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