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Direct MessagesDate/Time: Tue, 16 Apr 2024 18:36:42 +0000
[Locked] - New Feature: Market Depth Historical Graph
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| [2016-05-25 00:08:57] |
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This thread is going to be the discussion thread for a new upcoming feature called Market Depth Historical Graph which will display at each chart column the last, highest, or average quantity at each market depth price level as a color-coded rectangle which existed at that chart bar. It will also support showing multiple columns of market depth quantities per chart bar as you expand the bar spacing, for further detail. We think we can have the basic functionality out by the end of June. We have more than enough to work with now so please avoid making any feature requests related to this because we cannot keep up with those and we have to focus on just the basics right now. Replaying market depth will also be supported. Although not totally certain when that will be released. Probably later. Also Sierra Chart already has a historical Bid and Ask Prices study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s355 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 Date Time Of Last Edit: 2016-05-25 00:11:03
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| [2016-05-25 00:09:53] |
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Sierra Chart Exchange Data Feed will not be providing historical market depth data because the storage and bandwidth requirements of this is too extreme for us to be involved with at this time especially at the current price offering. It will be considered next year. 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 |
| [2016-06-09 02:51:03] |
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We are making good progress with the storage of market depth data and the Market Depth Historical Graph. Next week we should be able to release the storage part but it will not really do much good because it is not going to be ACSIL accessible yet. That requires more work. We should have the graph capability out in about two weeks. So we expect to be done with the basic functionality before the end of June. Keep in mind, for some of the more advanced functionality, like multiple market depth columns per chart bar, takes more work. So it still probably is going to be another two months before all of the capabilities are fully released. But the basic functionality will be out very soon. 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 Date Time Of Last Edit: 2016-07-19 11:34:14
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| [2016-06-11 12:22:07] |
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You can begin to use the Market Depth Historical Graph feature in Sierra Chart prerelease version 1428 and higher. This feature is not yet complete, but it is functional. It may not work completely perfect yet and there is still a lot more related development we are doing to it. Follow the below steps. 1. Update Sierra Chart following these instructions: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 2. After the update is complete, select Global Settings >> Symbol Settings. 3. Locate the Symbol pattern for the symbol in the list of symbols, that you want to use the market Depth Historical Graph study with. 4. Select the Intraday tab. 5. Enable the Record Market Depth Data option. 6. Press OK. 7. Reconnect to the data feed with File >> Disconnect and File >> Connect to Data Feed after altering the symbol settings. 8. Go to the chart. 9. Select Analysis >> Studies. 10. Add the Market Depth Historical Graph study. 11. Press the Settings button. Set the colors as you require. 12. Press OK. Press OK. 13. As the market depth data begins to become active you will see the color-coded rectangles on the chart. 14. The market depth data is permanently recorded in depth files. One for each day. This feature is available currently to all users on Sierra Chart service package 5. For users with direct accounts, it will continue to be available. For those with accounts that are through brokers, a higher service level will be required but that is still yet to be finalized. Most importantly, do not ask for any enhancements to this feature because we are still not yet done with it. And we may not respond to any questions about it or reports of problems with it because it is still under development. If you encounter any problems with it, just wait rather than making a posting about it now. 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 Date Time Of Last Edit: 2016-06-14 05:55:13
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| [2016-06-13 10:45:24] |
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Version 1427 has been removed. There is a problem that needs to be resolved. It can cause Sierra Chart to freeze 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 Date Time Of Last Edit: 2016-06-13 10:49:14
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| [2016-06-14 05:56:38] |
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As you may have known, the release of 1427 did not go well. There was a serious stability issue with it and it was removed . Also, the Market Depth Historical Graph feature was not fully functional due to some restrictions that we had in place that we had forgotten about in the release build. 1428 solves all of this. The Market Depth Historical Graph feature can now be used in version 1428. 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 |
| [2016-06-24 05:57:27] |
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Here is the documentation we have started for the Market Depth Historical Graph study: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php It is still a work in progress. 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 |
| [2016-07-06 05:12:33] |
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The Market Depth Historical Graph documentation has been updated. Refer to: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php There was also a technical error with the description for one of the Study Inputs and that is now corrected: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#StudyInputs_ExtendLastKnownDepth 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 Date Time Of Last Edit: 2016-07-06 05:26:40
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