Login Page - Create Account

Support Board


Date/Time: Wed, 24 Jul 2019 05:39:23 +0000



[Sticky] - 300 Levels of Market Depth Available for CME Symbols with Sierra Chart Exchange Data Feed.

Support Request:
[2019-06-15 04:11:43]
Sierra Chart Engineering - Posts: 74136
1. There are now 300 levels of market depth available for CME symbols when using the Sierra Chart Exchange Data Feed.

It is important that you update to the current version for proper support for this:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

To control the number of market depth levels that are subscribed to, select Global Settings >> Data/Trade Service Settings >> SC Server Settings. The setting is: Max Depth Levels. After changing this setting, reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

It is recommended to set this only to what you require. The higher the setting the more bandwidth usage. If you want to get all market depth levels, set this to 0.

2. 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.
[2019-06-16 08:52:33]
binaryduke - Posts: 170
These additional levels are great and appreciated.

It would be wonderful to provide access to the full book at each level using the MBO order IDs so that as well as position in queue, analysis of the individual orders at each price level can be undertaken - even just exposure in ACSIL would be ok. Example here: https://www.cmegroup.com/education/market-by-order-mbo.html (bottom image on the page). This capability already exists within Rithmic's API.
[2019-07-02 18:15:50]
g0ldar - Posts: 2
If you could at least get to 500 levels of depth for both bid and ask side this would be ideal. Is this something that is planned or do you anticipate stopping at 300 levels?
[2019-07-02 20:21:21]
Sierra Chart Engineering - Posts: 74136
We will see about going more. Not until we have our server infrastructure set up exactly as we want though. This still might be another 2 to 3 weeks away.
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: 2019-07-02 20:21:40

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account