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Date/Time: Thu, 27 Jun 2019 05:36:10 +0000



200 Levels (Now 300!) of Market Depth with Sierra Chart Exchange Data Feed

Support Request:
[2019-04-03 05:14:42]
Sierra Chart Engineering - Posts: 73232
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:
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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: 310
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: 73232
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: 73232
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: 73232
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: 11
Is there an over 6-months market depth historical data able to be subscribed?
[2019-04-11 16:36:54]
Sierra Chart Engineering - Posts: 73232
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: 38
30 days sounds fantastic.
When can we expect it. Anytime in next 3 months?
[2019-04-15 06:14:51]
Acro - Posts: 310
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: 73232
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: 73232
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
[2019-04-30 12:16:34]
User590016 - Posts: 44
Great! It would be great if your datafeed would be supported on Bookmap because I don't want to use Rithmic anymore.
[2019-05-04 13:13:18]
User138602 - Posts: 95
just use Package 5, it enables the Historical Market Depth Study...its a heatmap.
[2019-05-04 17:23:33]
Sierra Chart Engineering - Posts: 73232
They already know about that. But they do prefer bookmap. So we will see if we can reach out to them at some point in regards to this.

Although perhaps with the next series of improvements coming out during this month, maybe they will find the Market Depth Historical Graph acceptable to their needs.
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: 2019-05-04 17:24:13
[2019-05-04 17:52:43]
g0ldar - Posts: 1
Is there a timeline for when you expect to offer the full book depth?
[2019-05-04 19:01:24]
Sierra Chart Engineering - Posts: 73232
Do you mean more than 200 levels? The full book is very large because every single order is going to be included and is not very efficient to deliver. But this is why we did make the number of levels adjustable.

We will be increasing it but the next increment up would be most likely at 300 levels.
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: 2019-05-04 19:01:34
[2019-05-04 19:43:49]
User138602 - Posts: 95
Greetings,

"Great! It would be great if your datafeed would be supported on Bookmap because I don't want to use Rithmic anymore. "
@User590016: Whats wrong with Rithmic?

@SC Support: You do seem to have missed to answer this question.

bookmap has some features Sc doesnt offer right now. the biggest difference is the smoothly zooming in and out of time. while sc supports adjusting barspace via mousewheel scrolling, bookmap's zoom will actually show more and more details and not just increasing space. you can work around the static nature of any bartype chart by varying the bar period interval but its nowhere near a smooth zoom.

On the coloring you are working. The Large Volume Trade Indicator naturally lacks the zoom/merge capability as well. Additionally bookmap offers other features. Its for sure the better heatmap...useless to deny that (not saying anybody does.)

Writing that, SC also offers one BIG advantage: SC plots all indicators on top of its heatmap. So you dont need 2 screens and you dont have to compair pricelevels of 2 different programs.

I probably will end up using booth heatmaps...which leads us back to the question in the first line of this post.

Regards
[2019-05-05 05:04:43]
User541156 - Posts: 38
I would rather have all the indicators and full charting ability of SC than bookmap zoomin.

But I do think, we desperately need openGL for better visual performance to match that of bookmap. It is a major hindrance at the moment.
[2019-05-05 16:10:25]
Sierra Chart Engineering - Posts: 73232
Not sure how much of a benefit OpenGL would provide in the case of the Market Depth Historical Graph study in the case when it is displaying text because OpenGL does not support text. There is a lot of complexity to do text when using OpenGL and there are going to be limitations with this.
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.
[2019-05-07 01:53:15]
Acro - Posts: 310
Can you tell me how many levels of depth there are for Hang Seng futures please and let me know if this is likely to remain in place for the foreseeable future ?

Thanks
[2019-05-07 03:20:51]
Sierra Chart Engineering - Posts: 73232
We checked and we see 10 levels. Do you know if the exchange offers more? This data does originate from CQG and if they had more levels we would expect to see them.
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.
[2019-05-10 09:37:22]
caligola - Posts: 18
User138602 - Posts: #80

"Great! It would be great if your datafeed would be supported on Bookmap because I don't want to use Rithmic anymore. "
@User590016: Whats wrong with Rithmic?

I agree with User590016 because if Rithmic is not your order route, it's too expensive compared to SC Data Feed
[2019-05-11 14:42:42]
Sierra Chart Engineering - Posts: 73232
We will speak to Bookmap because they should be supporting Sierra Chart for market data and trading using the DTC protocol. This is the very easiest protocol they will ever have worked with.

It is the best.

Furthermore, because we have our own order routing now and our own data feed and other upcoming things related to data feeds that we cannot publicly disclose at this time, we are now going to be in a position like CQG, Rithmic, CTS, and even TT and are a full vendor for order routing and data with support for a wide array of clearing firms. So far the firms that users are using for order routing include Dorman, Marex (Just one user right now), AMP, ADMIS, GH Financials, Advantage. Because we have chosen TT as the foundation for order routing, And utilizing existing TT accounts, this is a very comfortable choice for users and the firms to use. Of course both the user and firm have to be comfortable with TT and their risk management..


What users can expect in regards to market data new packages which bundle the market data, lower cost, total reliability, No symbol limits, or at least significantly increased, very easy to use just by activating a package and activating an exchange.
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: 2019-05-11 14:48:08
[2019-05-23 16:53:47]
User521555 - Posts: 8
Hi,

Any news about "We will speak to Bookmap because they should be supporting Sierra Chart for market data and trading using the DTC protocol." ???

thank you
[2019-05-23 22:24:01]
Sierra Chart Engineering - Posts: 73232
No we did not and part of this relates to a permission related issue. So we don't think this is going to be possible after further review.
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: 2019-05-23 22:24:31
[2019-05-24 06:46:33]
EdCarp - Posts: 20
I'm still only seeing 20 levels. Is this a function of TransAct limiting the feed, or would this be a Sierra issue?
[2019-05-24 10:59:18]
Sierra Chart Engineering - Posts: 73232
You are not using the Sierra Chart Exchange Data Feed. You are using Transact.
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.

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