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Direct MessagesDate/Time: Wed, 08 May 2024 13:21:57 +0000
Bid&Ask Depth Bars not working.
View Count: 996
| [2018-07-27 10:57:13] |
| User452567 - Posts: 38 |
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Bid&Depth Bars: BID-ASK is not calculating the difference properly using 10 levels of depth. Here you can see Market Depth Window and Date/Trade Service Settings: http://my.jetscreenshot.com/30734/20180727-up5r-252kb I've paid for Rithmic-Sierrachart datafeed with AMP Futures, package 5. Chart screenshot: http://www.sierrachart.com/image.php?Image=1532688417670.png Message Log: Software version: 1784 32-bit | 2018-07-27 05:54:27 Date Time Of Last Edit: 2018-07-27 15:14:17
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| [2018-07-27 16:08:25] |
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You cannot control the number of levels of market depth when using the Time and Sales data. It is all levels and the documentation does explain this. Always refer to the documentation. There is no problem here.
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: 2018-07-27 16:08:40
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| [2018-07-27 16:18:08] |
| User452567 - Posts: 38 |
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The number of levels is not the issue. The issue is that 1780(Bid Total)-1730 (Ask Total) is not equal to 3745 (Bid-ask depth bars). Why is giving me this reult? |
| [2018-07-27 16:24:03] |
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We see you are using Rithmic which provides more than 10 levels of market depth. Your calculations are not correct. There is no way that study could be providing an incorrect result. 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: 2018-07-27 16:24:23
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| [2018-07-27 16:49:44] |
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There is a setting in Global Settings >> Data/Trade Service Settings to control the number of market depth levels displayed. We will use that setting when calculating the total market depth quantities for the time and sales data. This will be in the next release. This will solve the problem for services that provide extended market depth. 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: 2018-07-27 16:50:00
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