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Direct MessagesDate/Time: Thu, 25 Apr 2024 19:26:32 +0000
Doubt about Bid & Ask Depth Bars/ wrong calculation
View Count: 2107
| [2018-05-30 17:52:32] |
| 02108 - Posts: 27 |
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I'm comparing Bid & Ask Depth Bars with the DOM's orders, and I see that there is a difference between them.The settings are (Sum Bid side. Historical Market Depth- Last,10).Is this calculation sum to the last 10 levels of the DOM? In the image the indicator Bid & Ask Depth Bars shows 56 and the sum of the last 10 bid sides of the DOM is 213,why this difference?I'm attaching the image. |
Attachment Deleted.  Sem tÃtulo.png / V - Attached On 2018-05-30 17:50:35 UTC - Size: 90.49 KB - 437 views |
| [2018-05-31 22:43:30] |
| John - SC Support - Posts: 31117 |
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There are some changes we are making in order to make these calculations more consistent and match to the data that is seen. We expect to have these changes in the next update.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-05-31 23:13:28] |
| 02108 - Posts: 27 |
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Thank you,Do you have any prediction of when it will be?
Date Time Of Last Edit: 2018-05-31 23:13:45
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| [2018-06-01 00:08:03] |
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Not longer than 1 or 2 days.
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 |
| [2018-06-01 18:42:01] |
| John - SC Support - Posts: 31117 |
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We have made the changes so that when using the Historical Market Depth - Last or Max, it will only use the data that is from the Best Bid and below or from the Best Ask and Above. Look for this in the next release - 1757. When available, you can update to the new release by following the instructions found here: Software Download: Fast Update For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-06-04 15:07:30] |
| 02108 - Posts: 27 |
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Thank you, I'll test when upgrade.Do you have a prevision when the update will be available?
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| [2018-06-04 18:25:50] |
| John - SC Support - Posts: 31117 |
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The changes are in the current Pre-Release version 1756, since there was an update in which the version number did not change. Therefore if you update to this version, you will have the changes when using the Historical Market Depth data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-06-05 14:19:07] |
| 02108 - Posts: 27 |
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I'm testing the update of Historical Market Depth data, but it looks like the information on the indicator is not getting recorded, it is fading.Could you check?
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| [2018-06-05 14:26:28] |
| John - SC Support - Posts: 31117 |
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the information on the indicator is not getting recorded, it is fading
We do not understand what you mean by this. When we look at the data and the Bid and Ask Depth study, everything looks fine. Can you please include a screenshot to show us what you mean? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-06-06 14:36:38] |
| 02108 - Posts: 27 |
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there seems to be some error, because after half an hour all previous values have changed.Did not you realize that?
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| [2018-06-06 14:40:00] |
| 02108 - Posts: 27 |
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and now the chart of 500 tick from the left is different from the chart of 13 range from the right.
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| Capturar.PNG / V - Attached On 2018-06-06 14:39:53 UTC - Size: 46.11 KB - 403 views |
| [2018-06-06 15:14:08] |
| 02108 - Posts: 27 |
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I got a screenshot of the situation of the values change,you may realize that after some time the values change,is the same chart, only a few minutes later.it looks like it's getting more negative
Date Time Of Last Edit: 2018-06-06 15:15:03
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| Capturar.PNG / V - Attached On 2018-06-06 15:14:02 UTC - Size: 23.05 KB - 352 views |
| [2018-06-06 21:22:03] |
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We will look this over.
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 |
| [2018-06-07 22:02:01] |
| User136422 - Posts: 33 |
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Very interested in this too. Can you please update us here or in the "What Is New" page when the updates will be available ? Thank you ! <- yes i know that there is no need to say thank you ;) |
| [2018-06-15 19:54:55] |
| DimonS - Posts: 19 |
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+1
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| [2018-06-15 20:18:43] |
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We are unable to reproduce the problem you are seeing with the Bid and Ask Depth Bars getting more negative. We let the study run for over an hour and the previous data (not the current bar) remained stable over all that time. We used the same settings that you had in the image supplied. Therefore, can you please attach the Chartbook that is showing this problem. You can post the Chartbook using the instructions found here: Support Board Posting Information: Providing Chartbook with Only a Single Chart 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: 2018-06-15 20:18:59
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| [2018-06-16 08:11:34] |
| nioko54130 - Posts: 108 |
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on V1752 .. no problem with this indicator after V1752... it's more "randoomed" --> when we reload the chart data, these chart data has changed, and changed again --> when we reload the chart data, no large historical data stored.. only few minutes on an intraday chart.. these problem was not here before V1752 When do you plan to fix that or let the choice to use one or the other part of the studies?? because this is now completly different on the last sierrachart releases! I can share my chartbook to show to you the problem thank's regards Nico |
| [2018-06-18 15:39:54] |
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We will look into this.
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 |
| [2018-06-18 18:07:50] |
| User428363 - Posts: 13 |
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Yes pls urgent fix needed.
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Attachment Deleted. fe1f3af93e2216545c5ed1498a3db657.png / V - Attached On 2018-06-18 18:05:12 UTC - Size: 64.85 KB - 365 views |
| [2018-07-03 14:42:17] |
| John - SC Support - Posts: 31117 |
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Sorry for how long this has taken to resolve. We have it fixed now in version 1776. Please update using the following instructions: Software Download: Fast Update For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-07-03 14:51:25] |
| nioko54130 - Posts: 108 |
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i confirm that all is now fixed regarding this issue thank's a lot really appreciated |
| [2018-07-05 12:34:32] |
| 02108 - Posts: 27 |
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Can you add the possibility of having the chart in candles when we select "Historical Market depth"?only with the closing line or with the other options we lost many information.
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| [2018-07-05 13:02:29] |
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No. That is very very involved. It would be at least 2 years before we get to it if ever. Do not wait around for 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 Date Time Of Last Edit: 2018-07-05 13:03:16
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| [2018-07-05 13:10:50] |
| 02108 - Posts: 27 |
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Ok,but only with the closing value is useless.
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