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Direct MessagesDate/Time: Sun, 05 May 2024 21:01:46 +0000
Market depth historical data continuous contract
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| [2016-10-10 20:15:51] |
| amirN - Posts: 159 |
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Market depth historical data does not seem to work as a continuous contract charts and the exact contract name should be used. For example I have two charts both set to "continuous future contract- data rule rollover, back adjusted" ESz6. The chart that is displaying market depth data has to be set to ESU6 if the data on the 7-9-2016 is to be displayed. The last price is corrcet but the DOM data are missing. Please advise. |
| [2016-10-11 07:58:22] |
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These two statements seem in direct conflict with each other: The chart that is displaying market depth data has to be set to ESU6 if the data on the 7-9-2016 is to be displayed. The last price is corrcet but the DOM data are missing. You say the depth of market data is missing but you are saying you can see it for the prior contract month if the chart is set to ESU6. So we are not understanding this. We will make sure the historical market depth files are loaded in for Continuous Futures Contract charts. 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: 2016-10-11 07:59:06
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| [2016-10-11 08:31:57] |
| amirN - Posts: 159 |
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If the chart is set to esz6 (the current contract) but replay the chart for 7-9-2016 (the previous contract), the DOM information are missing. You do have to set the chart that is displaying market depth historical data to esu6 in the above example to see the data. but then the data between the above chart and the other open charts differ as it is not back adjusted. So you would be forced to set all charts to esu6 to be able to do replay. Regards |
| [2016-10-16 17:17:34] |
| amirN - Posts: 159 |
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Is there any timeline for implementing continuous contract DOM data? Thanks |
| [2016-10-16 20:31:53] |
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No. We cannot say when this will be done. It is a significant task. All we can say is that it will not be this year and sometime 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 |
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