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1957 Bid & Ask Depth Bars

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[2019-07-28 13:13:17] #1 [Go To First Post]
doctor10 - Posts: 76
Depth Bars are still not calculating in 1957. All of my depth data is being read and displayed by historical depth graph without error. Also new version of the Bid & Ask Depth Bar study doesn't seem to be able to display specific depths. Would I just duplicate historical depth graph and change depth setting to desired and use that as an input to Bid & Ask Depth Bar Study for the specific level I want it to display? As far as I can tell 1941 was the last functional version of sierra chart. Thank you, Date Time Of Last Edit: 2019-07-28 21:20:09

[2019-07-28 21:19:42] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Depth Bars are still not calculating in 1957. We definitely observe no problem with the study. Post an image of the chart following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage Here is the updated documentation for the study: Bid & Ask Depth Bars It explains how to control the number of market depth levels. 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

[2019-07-28 21:52:55] #3 [Go To First Post]
doctor10 - Posts: 76
In the previous format multiple Bid Ask Depth bar studies could be used to display multiple depths simultaneously. Here is what I get now http://www.sierrachart.com/image.php?Image=1564350631652.png Here is what I get version 1941 http://www.sierrachart.com/image.php?Image=1564350723839.png I tried multiple non zero sub 100 values for market depth in chart settings 3. (UPDATE) It is calculating and drawing once new data is ticking. It can even recalculate depth bars from newly recorded data. Just seems like the new Depth bar study can't calculate pre-1957 depth data records? http://www.sierrachart.com/image.php?Image=156435135176.png Thank you, also Open GL seems to be a good thing so far. When drawing historical depth graph and depth bars I can already notice it's performing way better from user stand point. -D Date Time Of Last Edit: 2019-07-28 22:15:22

[2019-07-29 01:52:38] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is calculating and drawing once new data is ticking. Yes this is true and is going to be the case. In your case you will need to have recorded market depth data with version 1957 or higher which happens automatically when using Bid and Ask Depth Bars study. Market depth data from older versions which do not support the market depth improvements will not be used by the study. 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

[2019-07-29 08:40:56] #5 [Go To First Post]
doctor10 - Posts: 76
Just to be clear..... So now the study has less functionality and 10's of GB of depth data is unusable by this study in back testing? The study sure does look prettier tho! What had to be changed so dramatically that should render all of my depth data useless? Can you supply a converter or was the method depth data was being recorded so wrong that the old data is just useless? I am very confused. You guys should mention this in the What is new section. ***ALL MARKET DEPTH DATA RECORDED PRE VERSION 1957 IS USELESS* This seems like a pretty big screw up... Could there be support for keeping both versions of the study? Date Time Of Last Edit: 2019-07-29 09:09:18**

[2019-07-29 09:22:19] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The study does not have less functionality. It is fully functional and has Open, High, Low, Close data per bar, and is easy to use. It is fully documented here now: Bid & Ask Depth Bars We never thought of mentioning the change that prior historical market depth data could not be used because first, it did not really cross our mind at the time. However, there is a new field of data which is critical in order for it to work accurately. Our understanding is that this study is used just for current analysis only. Additionally our understanding is that most users are not using historical market depth data with this study but instead using Time and Sales data which is very limited and can only display typically a few hours. And the number of bars displayed goes down when reloading the chart and that data is cleared after restart of Sierra Chart. And with historical market depth data the problem is that there is not Open, High, Low, Close data displayed for each bar, in older versions of Sierra Chart. Could there be support for keeping both versions of the study? There simply is no chance we would ever do that, and your posting here only strengthens our position on this (The more users post about something in Sierra Chart, the more likely it is that it is going to get change to reduce our support burden. In some rare cases functionality is pulled if it cannot be made better.). The old study was too difficult to support. We have put that study behind us. This matter is final. You can use an older version of Sierra Chart if that is what you need. We need to move on, and we are not supporting that old study any longer. It had a limited and inferior implementation. So as you can see, what was the case with the old study, is now history. We need to move forward and look forward. 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: 2019-07-29 09:28:09

[2019-07-29 09:29:43] #7 [Go To First Post]
doctor10 - Posts: 76
So now your professional charting platform has no way of plotting historical market depth data? I was using bar close values only anyway.

[2019-07-29 09:31:26] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
And furthermore, your post #5, is really being argumentative with us, and not even accurate. That section you put in all capital letters is not even true. To say the data is useless is untrue. Historical market depth data, is primarily for the use of displaying market depth data in the chart like through the Market Depth Window, the DOM Graph, and with the Market Depth Historical Graph study. It is still usable. You can see that. Just simply add the Market Depth Historical Graph study to the chart and you will see the data. We are locking this thread. 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: 2019-07-29 09:32:54

[2019-07-29 09:32:56] #9 [Go To First Post]
doctor10 - Posts: 76
SO there is no option for plotting historical depth data other than writing something yourself now? Date Time Of Last Edit: 2019-07-29 09:34:03

[2019-07-29 10:04:50] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Post #9 is not making any sense to us. Why do you ask that question? And as you can see in this chart image here of the Market Depth Historical Graph study (the numbers are overlapping though): http://www.sierrachart.com/image.php?Image=1564394550986.png in the newer versions of Sierra Chart, this version is 1959, older historical market depth data is still usable in all areas of the program which utilize it, just not with Bid and Ask Depth Bars. This chart shows data from back in 2018. 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: 2019-07-29 10:06:24

[2019-07-29 10:29:32] #11 [Go To First Post]
doctor10 - Posts: 76
I had just been using the old depth bars study closed bar plot points as inputs to other equations. Not possible to do this with historical depth data recorded pre1957 in version 1957 depth bar study. So to the current depth bar study(1957) pre1957 recorded depth data is useless(I agree is indeed technically still very useful). I have sorted out new inputs. Sorry about the time suck. Not trying to piss anyone off. This aspect of your software is important to me. Thank you. Date Time Of Last Edit: 2019-07-29 19:22:17

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