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Date/Time: Thu, 02 May 2024 18:43:02 +0000



market depth history

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[2016-06-21 21:58:47]
User20450 - Posts: 330
is this product out yet m i cant find directions on it , nor can i get it to load on 1430 ?

thanks
[2016-06-21 22:04:09]
Sierra Chart Engineering - Posts: 104368
Documentation for this will be available in a few days.

Also the only historical market depth data that is available will be what has been recorded/stored by Sierra Chart from real-time data.
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: 2016-06-21 22:04:44
[2016-06-22 06:53:45]
User64630 - Posts: 19
Hi SC Team,

I installed the PreRelease 1431 and i followed the steps "Enable Record Market Depth Data" etc.. but when i apply the study "Market Depth Historical Depth", nothing appears.

Do the studie works ? or did i forget to set something ?

http://www.sierrachart.com/image.php?Image=146657816788.png
[2016-06-22 07:43:01]
Sierra Chart Engineering - Posts: 104368
We need to first make certain that market depth data is being stored.

Provide a copy of the Message Log by following these instructions:
http://www.sierrachart.com/index.php?l=PostingInformation.php#MessageLog
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
[2016-06-22 08:45:30]
User64630 - Posts: 19
Hi
Here is it :

Software version: 1431 | 2016-06-22 10:41:39
Uses New Spreadsheets | 2016-06-22 10:41:39
Usage end date: 2016-07-18 | 2016-06-22 10:41:39
Enabled for: Advanced Features. | 2016-06-22 10:41:39
Enabled for: Advanced Features 2. | 2016-06-22 10:41:39
Enabled for: Sierra Chart Historical Data Service. | 2016-06-22 10:41:39
Allow Support for Sierra Chart Data Feeds is enabled. | 2016-06-22 10:41:39
Current selected Data/Trading service: CTS T4 FIX | 2016-06-22 10:41:39
Chart Update Interval: 500 | 2016-06-22 10:41:39
Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2016-06-22 10:41:39
2016-06-22 10:41:39 Local computer time | 2016-06-22 10:41:39
2016-06-22 08:41:39 Local computer time in UTC | 2016-06-22 10:41:39
2016-06-22 10:41:39 Local computer time in SC Time Zone | 2016-06-22 10:41:39
2016-06-22 08:38:04 Server time in UTC | 2016-06-22 10:41:39
Local computer UTC time and Server UTC time difference: 0 seconds. | 2016-06-22 10:41:39
Program path: C:\SierraChart2\ | 2016-06-22 10:41:39
Data Files path: C:\SierraChart2\Data\ | 2016-06-22 10:41:39
OS Version Number: 6.2 | 2016-06-22 10:41:39
Locale Setting: C | 2016-06-22 10:41:39

CTS T4 FIX | Using primary service for historical data for ES.20160900.CME_Eq | 2016-06-22 10:42:48
ES.20160900.CME_Eq 1 Min #1 | Reloading chart. | 2016-06-22 10:42:48
CTS T4 FIX | Using primary service for historical data for ES.20160900.CME_Eq | 2016-06-22 10:43:10
ES.20160900.CME_Eq 0.25 Range #1 | Reloading chart. | 2016-06-22 10:43:10
CTS T4 FIX | Using primary service for historical data for ES.20160900.CME_Eq | 2016-06-22 10:43:39
ES.20160900.CME_Eq 0.25 Range #1 | Reloading chart. | 2016-06-22 10:43:39
[2016-06-22 08:59:24]
User64630 - Posts: 19
and 1 screen : the data directory in which the market depth is being stored
imageMarket Depth.JPG / V - Attached On 2016-06-22 08:59:07 UTC - Size: 25.21 KB - 327 views
[2016-06-22 09:32:33]
Sierra Chart Engineering - Posts: 104368
Might have something to do with the price multiplier not being applied. We will check on that.
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
[2016-06-23 05:08:12]
ejtrader - Posts: 688
sc team - there is one issue I would like to report - related to historical depth during replay (v 1432).

When the replay is initiated - for several ticks - there are gaps as marked. This eventually gets correct after several ticks of replay forward.

Thanks
Date Time Of Last Edit: 2016-06-23 05:11:12
imagesc_historicalDepth_replay_gaps_in_depth.png / V - Attached On 2016-06-23 05:06:49 UTC - Size: 38.44 KB - 288 views
[2016-06-23 05:49:46]
Sierra Chart Engineering - Posts: 104368
That probably will be an inherent issue because at the moment you are starting it, there is not a snapshot of depth. This is hard for us to resolve. Do not expect any solution to this anytime 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: 2016-06-23 05:50:20
[2016-06-23 11:08:07]
User64630 - Posts: 19
Hi sc Team
ok it works fine but i can't find it in Acsil. You can tell me if it is available in Acsil
Thks
[2016-06-23 11:13:26]
Sierra Chart Engineering - Posts: 104368
Historical market depth data is not yet available in ACSIL. We will work on that.
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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