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Date/Time: Fri, 29 Mar 2024 10:03:36 +0000



loading market depth data

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[2018-11-12 08:26:34]
User12089 - Posts: 349
it seems that the SC Historical Market Depth Study loads market depth files ONLY from the beginning of each month or to be more precise, from the last day of each month (the contract is always the same including its expiration date). Hence any older Market Depth Data remains unused

Is that correct? And if yes is there any way to control it trough config setting
[2018-11-12 18:14:12]
Sierra Chart Engineering - Posts: 104368
This is controlled with this setting:
http://www.sierrachart.com/index.php?page=doc/ChartSettings.html#UseNumberOfDaysToLoadMarketDepth

But market depth data files for prior contract months in a Continuous Futures Contract chart we do not think are loaded. But we would have to check on 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: 2018-11-12 18:15:07
[2018-11-12 18:24:21]
User12089 - Posts: 349
yes but .... the concrete example I have observed and is happening right now is that for all contracts expiring in Dec (Gold, ES, ESTX50 etc) the Market Depth data for Oct is not getting loaded in charts - it all starts from 31st Oct and carries over into Nov from there - an di do have Market Depth files for every day in Sep and Oct ....
[2018-11-12 19:23:43]
Sierra Chart Engineering - Posts: 104368
What is this setting set to?:

http://www.sierrachart.com/index.php?page=doc/ChartSettings.html#UseNumberOfDaysToLoadMarketDepth
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
[2018-11-13 13:40:44]
User12089 - Posts: 349
I use "number of days to load" = 60

I do not use "use date range" - it is unchecked

finally - I am getting the price bars for the entire 60 day period, however the Market Depth Data is absent for the same period, prior to 31st Oct ie its starts from 31st Oct even though I do have Market Depth files for the entire of Oct and even Sep
[2018-11-13 18:46:38]
Sierra Chart Engineering - Posts: 104368
To the right of the Days to Load setting there is a setting named "Market Depth". What is that set to?

And is this a continuous futures contract 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
[2018-11-13 20:34:32]
User12089 - Posts: 349
aaaaah got you - it was set to ... 10 ....

thank you
[2018-11-14 11:44:17]
User12089 - Posts: 349
and btw WELL DONE!!! as usual the SC dev team has thought about everything and I do mean everything :-)

It definitely makes a lot of sense decoupling the time ranges for the chart price and volume data from the ranges for Market Depth data ...

the main benefit being performance and memory efficiency

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