Support Board
Date/Time: Wed, 14 May 2025 12:14:17 +0000
REQUEST TO COLLECT MARKET DEPTH DATAS WITH THE INTRADAY FILE UPDATE LIST
View Count: 926
| [2017-06-19 13:21:37] |
| User210074 - Posts: 63 |
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Dear SC team, In the SierraChart menu Global Symbol Settings, if I choose a symbol product (for example the ES) and flag in the intraday tab the record market depth data then go to the SC's menu Global Symbol Settings Intraday File Update List and add this same symbol (ES), Sierrachart only collects the intraday datafeed but with no market depth data. Is it possible - if we flag the record market depth in the symbol product - to also collect in addition to the intraday datafeed, the market depth data ? Regards. |
| [2017-06-20 05:38:45] |
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We will look into this, but refer to the documentation here for how to indicate to subscribe to market depth data through the Intraday File Update List: Global Settings Menu: Intraday File Update List (Global Settings menu) 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: 2017-06-20 18:07:35
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| [2017-06-20 14:35:51] |
| User210074 - Posts: 63 |
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I do this! But i don't work. The DepthData is umpty. I put a screenshot |
Private File |
| [2017-06-20 18:09:14] |
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Do not use any spaces with |MDD. Remove the space after the |. Also, you need to enable Record Market Depth Data in the Global Settings >> Symbol Settings for the symbol. 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 |
| [2017-06-20 19:51:17] |
| User210074 - Posts: 63 |
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I do not work. I put 2 screenshot
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 FLAG_GC-COMEX.PNG / V - Attached On 2017-06-20 19:50:27 UTC - Size: 83.6 KB - 262 views FLAG_GC-COMEX1.PNG / V - Attached On 2017-06-20 19:50:44 UTC - Size: 106.24 KB - 261 views |
| [2017-06-20 20:26:44] |
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You are looking in the wrong folder. The folder that contains the depth data files is MarketDepthData. Refer to: http://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#MarketDepthHistoricalGraphNotDisplaying 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 |
| [2017-07-20 06:12:09] |
| User210074 - Posts: 63 |
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If I put ES.20170900.CME_Eq|MDD in the Intraday File Update List. Does the Rollover change automatically? Yes or no.
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| [2017-07-20 06:33:18] |
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No.
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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