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Date/Time: Thu, 09 May 2024 04:44:37 +0000



missing market depth on replay

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[2017-05-31 15:01:17]
User884550 - Posts: 149
I have record market depth data enabled in symbol settings,
but replay still missing depth data on my DOM, see attached
image2017-05-31 at 17.59.png / V - Attached On 2017-05-31 15:01:11 UTC - Size: 27.67 KB - 415 views
[2017-05-31 18:49:42]
Sierra Chart Engineering - Posts: 104368
On the chart that you are using for replay, add the Market Depth Historical Graph study and then refer to the information here:
https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#MarketDepthHistoricalGraphNotDisplaying

to actually see if you have historical market depth 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
[2018-03-08 06:55:03]
whats1thingnow - Posts: 407
hi,

i'm having the same problem. i can verify i have the .depth files for the specific dates i'm trying to replay.

https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#MarketDepthHistoricalGraphNotDisplaying

is there a way to solve this without:
Press the Remove button on the Chart Studies window to remove the study.

my settings for the study is exactly how i want them and i don't want to remove it...
[2018-03-08 21:15:01]
Sierra Chart Engineering - Posts: 104368
You do not need to remove the study. That is only there to ensure that the settings are correct for the study.
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
[2018-03-08 21:16:56]
Sierra Chart Engineering - Posts: 104368
Also refer to:
Replaying Charts: Replaying of Market Depth 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
[2018-03-09 14:30:31]
whats1thingnow - Posts: 407
this chartbook i'm talking about, i've used for the last 30 days with everything working great. however, market depth stopped working a couple days ago on all my charts (even without replay).

in the same chartbook , i created a NEW intraday chart and added the Market Depth Historical Graph study... the market depth data showed!

but, on all my other charts IN THE SAME chartbook, the market depth historical graph study still doesn't show the depth, nor do the doms show the depth.

please help.

thank you
Date Time Of Last Edit: 2018-03-09 14:46:42
[2018-03-09 18:21:18]
Sierra Chart Engineering - Posts: 104368
We see the Sierra Chart Exchange Data Feed expired on 2018-02-28. In this case that is the reason for the problem.

You need to reactivate it here:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures

However, understand real-time futures data first:
Is Historical and Real-time Futures Data Included?
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
[2018-03-10 04:07:16]
whats1thingnow - Posts: 407
thank you for your response!

i have .depth data from feb 1st to feb 28th.

the date i'm choosing to replay is feb 16th, and i know i have this .depth data.

i need to subscribe to Sierra Chart Exchange Data Feed even though I'm trying to replay .depth data i've already saved from previous months?

that's not the case right?

cause i can use the .depth data when i created a NEW intraday chart (in the same chartbook) when i added the Market Depth Historical Graph study...

market depth data is just not loading in the existing charts...
[2018-03-10 04:39:54]
Sierra Chart Engineering - Posts: 104368

i need to subscribe to Sierra Chart Exchange Data Feed even though I'm trying to replay .depth data i've already saved from previous months?
No.

There should not be any problem. Go to the chart an open the market depth window with File >> Open Market Depth Window and replay it. As long as there is depth data for the particular Date-Time you are replaying you should see it.

We verified that just now. It worked very reliably.

Documentation:

Replaying Charts: Replaying of Market Depth Data

In newer versions you do not even need to enable the Record Market Depth Data setting in the Symbol Settings.

Make sure you are on the current version.
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: 2018-03-10 04:40:27
[2018-03-10 14:06:02]
whats1thingnow - Posts: 407
Go to the chart an open the market depth window with File >> Open Market Depth Window and replay it. As long as there is depth data for the particular Date-Time you are replaying you should see it.

please see screenshot
- the replay is set to feb 15th, and i use "start date time"
- market depth window does show market depth data (in the "month-day" column it is showing "02-15")
- however, the Market Depth Historical Graph is not showing anything, nor is the dom showing the depth

Make sure you are on the current version.

i just downloaded again and now i'm on 1716



thank you for helping with this
image2018-03-10_0557.png / V - Attached On 2018-03-10 14:05:10 UTC - Size: 107.77 KB - 414 views
[2018-03-10 19:44:43]
Sierra Chart Engineering - Posts: 104368
We cannot help you, if you are not even following our instructions. Look closely at what we said and look closely at what you are showing.
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: 2018-03-10 20:02:37
[2018-03-10 20:02:03]
Sierra Chart Engineering - Posts: 104368
When the replay is started, and there is market depth data available for a particular day you will see this in the Window >> Message Log:
Loaded depth data records for UDH18 2018-02-28 from 2018-02-27 19:00:04 to 2018-02-27 20:56:35. | 2018-03-10 15:01:17


If you are not seeing messages like this, the depth data is not even being loaded.
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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