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Date/Time: Mon, 29 Apr 2024 00:31:55 +0000



[User Discussion] - Market Depth Historical Graph

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[2016-07-05 23:29:36]
Sierra Chart Engineering - Posts: 104368
Nothing has changed performance wise with the Market Depth Historical Graph study in the newer versions.

If you remove this study from the chart, do you notice the performance is much better?

When the spacing between the bars is reduced, there is going to be a lot more drawing which occurs and the performance will not be as good when using this study.

When you notice the performance problem start a new Support Request and provide an image of the chart following these instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image
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: 2016-07-05 23:30:24
[2016-07-06 01:24:53]
Acro - Posts: 436
I haven't noticed performance slowdowns in this prerelease and I agree it is much better than the last iteration !

Another idea is to be able to display buyside and sellside total bid ask volume percentages in the region data line.

Eg if buyside total percentage was 60% and sellside was 40% then there may be a clear imbalance causing prices to be magnetically attracted to that higher level of liquidity.

I can get these totals on the Trade DOM/Chart DOM but I feel they would be better placed in the region data line of the chart with the depth bands.
I also find that if you put the graph DOM on a chart and there is a lot of activity in those bid ask depths then it can get very distracting and take your focus away from the wider picture.
That's why I would love to see it isolated above in the region data line.

EDIT - I've started using "Time and Sales Total Ask Size Depth" and it does the job nicely thank you - this works really well with the historical depth graph
Date Time Of Last Edit: 2016-07-07 00:49:51
[2016-07-06 17:45:03]
User94199 - Posts: 13
Hello, great idea, some comments

1. can you make a setting where you do not allow Market Depth Historical Graph extend into "Lock fill space" Right now it draws over market volume.
2. can you make an option where it draws under other drawings? Right now it draws on top of drawings like extending rectangle, rectangle, elipse. It would be great if this functionality would be base background.
3. can you add this functionality to be drawn into Trading DOM window?

Thank you for your hard work SC team

EDIT #2
I also noticed that coloring is based on what is visible.
Picture #1, where level 2091 is visible, colors this level as strongest. Second picture where I moved graph lower, and 2091 is not visible, changes coloring. This variability can cause confusion or wrong decision. Can you anchor the coloring to biggest price level at that time regardless whether it is visible on chart or is not? (I do not mean there is no data for that level, it is just that graph is moved the way this level is not visible)
Date Time Of Last Edit: 2016-07-06 18:32:29
imageMessy.png / V - Attached On 2016-07-06 17:44:29 UTC - Size: 76.96 KB - 1200 views
image2091 visible.png / V - Attached On 2016-07-06 18:31:09 UTC - Size: 99.35 KB - 1235 views
image2091 not visible.png / V - Attached On 2016-07-06 18:31:14 UTC - Size: 92.87 KB - 1156 views
[2016-07-07 07:41:14]
User61622 - Posts: 8
+1 with User94199
[2016-07-07 11:18:51]
chris12 - Posts: 51
hi
i have an amp future account with CQG feed, but i can't use the Market Depth Historical Graph anymore ??? for the moment or avalaible next ??

thx
[2016-07-07 18:07:24]
Sierra Chart Engineering - Posts: 104368
In response to post #54, you will require a direct account:
https://www.sierrachart.com/index.php?page=doc/doc_DirectAccount.html

We do not expect this will be available anytime soon for broker provided accounts.
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
[2016-07-07 22:04:40]
chris12 - Posts: 51
ok but how connect my future account with CQG feed and sierra platform ???
i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
[2016-07-08 05:57:24]
Sierra Chart Engineering - Posts: 104368
Post 52 is going to be reviewed.

Follow the instructions here for CQG:
CQG Trading Platform Service: Setup Instructions


i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
Yes this is exactly what you need to do.

Here are instructions:
Sierra Chart - Software Login Instructions: Login with a Different Sierra Chart Account Name
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
[2016-07-10 02:49:30]
User15952 - Posts: 132
Version 1442 is looking good, is it possible to add division lines, it looks much cleaner. I have attached a bookmap screen shot with the lines separating the prices.
imageLines.png / V - Attached On 2016-07-10 02:49:19 UTC - Size: 859 B - 1047 views
[2016-07-10 04:52:11]
User92787 - Posts: 8
Hello, I'm having the same problem as described in the post above regarding the AMP broker enabled account post, e.g.
Follow the instructions here for CQG:
CQG Trading Platform Service: Setup Instructions
i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
Yes this is exactly what you need to do.
Here are instructions:
Sierra Chart - Software Login Instructions: Login with a Different Sierra Chart Account Name
But from your instructions it is not clear what needs to be done in order to enable the Market Depth Historical Graph with AMP FCM and CQG data feed? Thank you
[2016-07-10 05:08:05]
User92787 - Posts: 8
following my previous post above, may be it is just simplier to register a new Sierra chart direct account in order to have Market Depth Historical Graph enabled? thank you
[2016-07-11 09:26:41]
Sierra Chart Engineering - Posts: 104368
Regarding post #58, we have no other requests for this.


following my previous post above, may be it is just simplier to register a new Sierra chart direct account in order to have Market Depth Historical Graph enabled?
Yes this is what you need to do.

Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_DirectAccount.html
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: 2016-07-11 09:28:01
[2016-07-13 04:25:53]
Sierra Chart Engineering - Posts: 104368
2. can you make an option where it draws under other drawings? Right now it draws on top of drawings like extending rectangle, rectangle, elipse. It would be great if this functionality would be base background.
3. can you add this functionality to be drawn into Trading DOM window?

Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_ChartStudies.html#StudyDisplayOrder


https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#AddingStudiesTradeDOM
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
[2016-08-23 03:59:26]
2garin - Posts: 184
+1 for post# 29
[2016-08-23 16:43:44]
Sierra Chart Engineering - Posts: 104368
This is from post #29:

The trade dots feature mentioned above would also be great.

One of the reasons is to see where there is a large "collision" with resting paper/liquidity, shown where there is a big circle at a very bright area that has been present for some considerable time. As mentioned above, it is much more useful if the trade dots/circles have a diameter that reflects the actual trade size rather than a one sized dot fits all.

This capability is coming. Although the markers to identify trades over a certain volume would be the same size.

Another idea would be to have a shortcut hotkey to turn off and on the depth brightness bands so you could for the majority of the time have a clean chart and occasionally hit that hotkey to see where resting liquidity was in relation to what else is on your chart. That way you could get the best of both Sierra and Bookmap without having to take your eyes off the chart you were watching.

This can be done with Analysis >> Hide/Unhide All Studies:
http://www.sierrachart.com/index.php?page=doc/AnalysisMenu.html
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: 2016-08-23 16:44:18
[2016-08-24 07:40:48]
Acro - Posts: 436
Thanks for the update.

Post #29 was mine (made before I renewed my direct subscription).

I have achieved a button to turn the study on and off by programming an ACS button and putting it on the main toolbar.

Re the trade dots, it would be amazing if they somehow showed the proportion of "at ask" vs "at bid" volume.
[2016-12-13 20:13:46]
equinox - Posts: 11
Would it be possible to have an option to set a certain depth quantity as the minimum intensity/background color, instead of always assigning the lowest intensity to a depth quantity of 0?

This would bring out/highlight the large orders more.

Also, when is the already announced study for displaying volume dots with e.g. a coloring/intensity according to traded size coming?


BTW, thank you for bringing historical market depth to Sierra. It is a great, if not awesome, feature!
Date Time Of Last Edit: 2016-12-13 20:14:08
[2016-12-15 02:18:32]
Sierra Chart Engineering - Posts: 104368
You can use this Input with the Market Depth Historical Graph study which is related to color intensity:
http://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#StudyInputs_GraphOnlyQuantitiesGreaterOrEqualTo

Sierra Chart does now have a Large Volume Trade Indicator study but it is still under development. It will be documented 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
[2016-12-15 07:43:48]
equinox - Posts: 11
Regarding historical market depth, I was thinking it would be nice to have an option to assign the lowest intensity color to the cut off value that can be specified under "Graph only quantities greater or equal to". This way, intensity would start with the lowest displayed value. This is also what I believe post #1 was referring to.

If I am not mistaken, one competitor (BookMap) does it this way and leads to more contrast between displayed bars/blocks when displaying the historical order book. Although seemingly minor, the output looks different, much more intuitive in my humble opinion!
Date Time Of Last Edit: 2016-12-15 18:01:43
[2017-03-06 11:07:57]
User829216 - Posts: 15
@Chris12
thx for the video on youtube
[2017-03-06 17:56:43]
Sierra Chart Engineering - Posts: 104368
What is described in post #68 should already be the case and we will confirm.
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
[2017-04-02 16:01:45]
ephi144 - Posts: 54
User41683

can you share your chart book? i am new to sierra charts and having hard time figuring it out. would appreciate it!
[2017-04-03 20:01:32]
User41683 - Posts: 37
Ephi144,

Here you go.
attachmentBookmap look-a-like.cht - Attached On 2017-04-03 20:00:52 UTC - Size: 69.8 KB - 719 views
[2017-04-11 16:04:09]
User624476 - Posts: 31
Sierra Chart Engineering: I think a missing feature is an option to set a max shading quantity. For example, if a very large bid/ask is printed it can reduce the shading of the other orders to an effectively invisible level. The remedy would be to provide an input that would set max shading intensity to x contracts.

E.G.
Crude oil maxes out usually at around ~250 lots on the bid/ask.
An order of 1000 lots appears, rendering all of the other levels very hard to see for the duration that this particular order remains visible on the chart.
[2017-04-11 16:08:17]
User62936 - Posts: 64
Sierra Chart Engineering: I think a missing feature is an option to set a max shading quantity. For example, if a very large bid/ask is printed it can reduce the shading of the other orders to an effectively invisible level. The remedy would be to provide an input that would set max shading intensity to x contracts.

E.G.
Crude oil maxes out usually at around ~250 lots on the bid/ask.
An order of 1000 lots appears, rendering all of the other levels very hard to see for the duration that this particular order remains visible on the chart.

Completely agree and I have been hoping this comes along as well. Often times, these huge orders are just spoofing so the order flashes very quickly and is gone, but now, as you say, all the other levels look less important because of this little blip.
[2017-04-11 17:47:04]
Sierra Chart Engineering - Posts: 104368
We will add this.
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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