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Direct MessagesDate/Time: Sat, 27 Apr 2024 19:51:53 +0000
Missing levels on the Market Depth Historical Graph
View Count: 1691
| [2016-06-28 17:45:46] |
| Zosimus - Posts: 345 |
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As seen on the attached image I see some missing levels on the Market Depth Historical Graph. Release 1434 level 5 Rithmic feed. |
 MDHL_Missing_Levels.png / V - Attached On 2016-06-28 17:43:25 UTC - Size: 150.42 KB - 1090 views Attachment Deleted. |
| [2016-06-28 18:15:51] |
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Were you connected to the data feed at the time of those missing levels? Do you see them appear if you select Chart >> Reload and Recalculate. 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 |
| [2016-06-28 18:22:05] |
| Zosimus - Posts: 345 |
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I was connected but perhaps there were momentary disconnections which I didn't notice. Reload And Recalculate doesn't change anything. I will try to upgrade to the latest PreRelease. |
| [2016-06-28 18:28:08] |
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It is incredibly difficult for us to know the cause of something like this. But we will keep it in mind. The only reasonable possibilities are there was a loss of market depth data, or there was out of order market depth data causing improper processing of the data. Although this second issue does not seem as though it would cause this kind of problem. 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 |
| [2016-06-28 18:33:30] |
| Zosimus - Posts: 345 |
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ok, I will keep on monitoring this and will let you know.
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| [2016-06-29 14:58:06] |
| Zosimus - Posts: 345 |
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As you can see in this very short video the graph for all 20 levels exist during the creation of the bar but once the bar is done the levels disappear: http://screencast.com/t/Bdk3SNJ9
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| [2016-06-29 18:58:26] |
| User41683 - Posts: 37 |
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Yon, what happens when you choose 'yes' on the option 'Extend Last Known Depth'?
Date Time Of Last Edit: 2016-06-29 19:13:08
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| [2016-06-29 19:16:32] |
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We are looking into this to see what we can determine.
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 |
| [2016-06-29 19:28:13] |
| Zosimus - Posts: 345 |
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When I choose 'yes' on the option 'Extend Last Known Depth' I do get those "holes" filled but it seems like they just get the same shade as one that this price had at the last bar that had the depth levels drawn properly. See attached image. |
| MDHG_Missing_levels.png / V - Attached On 2016-06-29 19:27:36 UTC - Size: 86.27 KB - 318 views |
| [2016-06-30 14:57:58] |
| Zosimus - Posts: 345 |
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Deleted the previous historical depth files and upgraded to 1437. Everything looks ok now.
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| [2016-06-30 18:14:20] |
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Yes. This is what we would expect. This is now all resolved.
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 |
| [2016-07-04 17:15:57] |
| Zosimus - Posts: 345 |
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One last problem I see is that periods in which the study wasn't applied to the chart or in which SC was off are filled with the last known depth aalthough "Extend Last Known Depth" is set to "No". see attached image. |
| [2016-07-05 00:28:52] |
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This will be solved in the next release. We are also updating the documentation to make it very clear exactly what that setting does.
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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