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Date/Time: Mon, 22 Apr 2019 07:07:44 +0000



[Sticky] - 200 Levels of Market Depth with Sierra Chart Exchange Data Feed

Support Request:
[2019-04-03 05:14:42]
Sierra Chart Engineering - Posts: 71060
1. On one of the servers for the Sierra Chart Exchange Data Feed, we have released 200 levels of market depth data for CBOT symbols.

If you are using version 1894 of Sierra Chart or earlier you are going to automatically see 200 levels.

If you do not see the 200 levels for CBOT symbols, then reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect


2. Update to version 1895 to control the number of market depth levels that are subscribed to. The setting is Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Max Depth Levels. After changing this setting, reconnect to the data feed:

https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

3. If you notice any market depth issues with CBOT symbols, reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

We would not expect there to be a problem though unless you are changing the number of levels without reconnecting.

4. If your Internet connection cannot handle the extended market depth data, you need to update to prerelease 1895:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

And then reduce the Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Max Depth Levels setting to 50 or less or whatever you require. After changing this setting, reconnect to the data feed:

https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect


5. One nice feature about this extended depth is now there is the ability to control the number of market depth levels received by Sierra Chart anywhere all the way down to a single level.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-04-03 06:02:11
[2019-04-03 06:05:22]
Acro - Posts: 289
I've tried disconnecting and reconnecting a dozen times and I've updated to 1895 but no joy seeing anything greater than 50 levels on ES.

How do you connect to that single server that has the 200 levels ??

Edit - by "CBOT" do you mean this will work on YM and not ES ??
Date Time Of Last Edit: 2019-04-03 06:13:55
[2019-04-03 06:15:36]
Sierra Chart Engineering - Posts: 71060
We just did the CBOT. We are just doing an incremental release. So CBOT is going to cover YM, the grains and bond markets.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-04-03 06:15:43
[2019-04-04 15:55:06]
User918738 - Posts: 12
when will you roll out CL-Nymex/CME?
[2019-04-04 17:41:44]
Sierra Chart Engineering - Posts: 71060
We expect this will be next week.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-04-06 02:01:20]
Sierra Chart Engineering - Posts: 71060
On one server we have now released 200 levels of depth across the CME, NYMEX, COMEX, CBOT. You are not going to see it now because the multicast feeds from the CME are not transmitting any data. We will run this way for two weeks to make sure there are no problems.

To control the number of levels of market depth subscribed to, refer to the first post in this thread.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-04-11 16:27:03]
User454207 - Posts: 6
Is there an over 6-months market depth historical data able to be subscribed?
[2019-04-11 16:36:54]
Sierra Chart Engineering - Posts: 71060
There currently is no historical market depth data provided. And at best, it would only be about 30 days.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-04-15 00:37:43]
User541156 - Posts: 31
30 days sounds fantastic.
When can we expect it. Anytime in next 3 months?
[2019-04-15 06:14:51]
Acro - Posts: 289
The server with the 200 levels does not seem to be online today as I cannot get 200 levels on ES or NQ no matter how many times I reconnect.

Is there an issue with that server ??

If there is an outage it would be really appreciated to have some notice of this on the support board because there is no live chat where we can find out
Date Time Of Last Edit: 2019-04-15 06:26:51
[2019-04-15 07:52:44]
Sierra Chart Engineering - Posts: 71060
Due to the data feed interruptions which occurred last week which was a problem with a Barchart network switch, Barchart this weekend had replaced that switch and that caused some of the multicast channels to not be received on one of our servers. So we disallowed users being able to use those feeds on that server. We now have the issue resolved.

So you should be getting 200 levels when connected to that server now.

Also we were going to post a notice about this if the problem persisted. We were working with Barchart to get it resolved this last hour.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-04-15 07:53:28
[2019-04-19 03:41:59]
Sierra Chart Engineering - Posts: 71060
200 levels of market depth is now fully deployed for all CME symbols on all servers.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-04-20 00:38:52

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