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Date/Time: Mon, 29 Apr 2024 20:10:31 +0000



Replay VOlume shows only 1 does not change

View Count: 1042

[2019-07-29 07:33:45]
User659208 - Posts: 22
When doing market replay it only shows 1 on Volume and does not change , can you please check , using ENQU19 on market replay looks like volume no changing just moves up and down showing number 1 on bid and offer thx.

http://www.sierrachart.com/image.php?Image=15643556895.png
[2019-07-29 17:29:20]
Sierra Chart Engineering - Posts: 104368
This is because there is no historical market depth data recorded at that point in time. For instructions refer to:
Replaying Charts: Replaying of Market Depth Data
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 17:30:23
[2019-07-30 07:11:27]
User659208 - Posts: 22
Hey there,

My historical market depth data was already recorded when I contacted the support. Do I need to change historical chart symbol name or start/end time? The only thing I changed on the Symbol setting was checking the historical market depth data box. I have been trying to figure out for the past week, asked a lot of people in my group but nobody knows how to fix that. Please help me out... I am very hopeless now.
[2019-07-30 18:11:01]
Sierra Chart Engineering - Posts: 104368
Open a chart for that symbol and put the Market Depth Historical Graph study that chart and scroll back to the same time which you were replaying in your Trading DOM. Then follow the instructions here:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying


If you still have a problem, provide a screenshot of the chart with the Market Depth Historical Graph. This will help us to see if there was recorded market depth at that time or not. Refer to:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
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
[2019-07-31 06:34:37]
User659208 - Posts: 22
http://www.sierrachart.com/image.php?Image=1564554655615.png


Hey it does not fix my issue. Also, I would like to ask if the solution provided is offered for DOM? Only the volume on my DOM is inaccurate FYI, please look at my image. Any quick solution for this matter? This has been 3 weeks and I really need it fixed ASAP.

Just to let you know, I have the .depth file extension in \Data\MarketDepthData folder for the current symbol.
[2019-07-31 08:18:33]
Sierra Chart Engineering - Posts: 104368
This chart image is not helpful to us. Only add the Market Depth Historical Graph study to that chart and scroll back in time to where you are doing the replay. But do not replay that chart. And post an image of it.

And you need to set this Input with that study to Yes:
Market Depth Historical Graph: Show Quantity Numbers
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: 2019-07-31 08:20:15
[2019-08-01 06:41:04]
User659208 - Posts: 22
This is the image. It looks like the market depth historical graph is constant and showing zones from 7980 to 7984 only. Sorry for the constant late reply. I have to work 12 hours so I only have my night to research on this. I am also frustrated by this and hopefully this can be fixed soon, so I can start replaying chart and practice every night.

http://www.sierrachart.com/image.php?Image=1564641332651.png
[2019-08-01 19:19:05]
John - SC Support - Posts: 31187
This is what we expected. What this tells us is that you were not connected to the Data Feed during that time, therefore there is no Market Depth data to display in the DOM. The fact that the Market Depth Historical Graph is constant and only showing a few levels is what tells us this.

The reason why it is showing a constant set of values is because it takes the last known values and extends them forward, but this indicates that there was no depth data recorded during that time. You can find more information on this topic here:
Market Depth Historical Graph: Drawing of Depth Quantities at Price Levels on Chart Bars where there have been No Depth Updates
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-08-02 05:03:40]
Sierra Chart Engineering - Posts: 104368
Make sure you keep Sierra Chart running continuously so the data is being recorded. Refer to:
Replaying Charts: Replaying of Market Depth Data

We also recommend using this new data feed for market depth data instead of relying on CQG:
Denali Exchange Data Feed
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
[2019-08-02 07:51:13]
User659208 - Posts: 22
Hey,

I sort of not understand it. Would you mind clarifying further? Does that mean I will need to turn on my laptop and leave the Sierra chart running if I want to record the market? Let's say I want to replay chart (6am-11am), do I have to turn on my computer and leave Sierra chart running during that period?

This does not make too much sense though. I thought I already paid for CQG historical data. Would it not download by itself? This is very confusing.
[2019-08-06 07:09:10]
User659208 - Posts: 22
Hello, is there any follow up on this? I need to know how to record the data. Do I need to leave my laptop and Sierra chart open for the time I want to replay the chart? I would like to record 8:30am-9:30am EST every day. Will I need to leave my laptop open while I go to work?
[2019-08-06 18:21:41]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. This got overlooked.

? Does that mean I will need to turn on my laptop and leave the Sierra chart running if I want to record the market?
Yes this is definitely the case in regards to market depth data.

Here is the relevant documentation:
Replaying Charts: Replaying of Market Depth Data
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
[2019-08-08 05:48:29]
User659208 - Posts: 22
Hey, I understand that the issue is related to market depth data. I have also read the relevant documentation and followed all the instructions. I just need you to confirm, do we have to open Sierra chart during the hours we would like to record the market data? For example, I want to replay chart from 9:30am - 11:30am but I will be at work, I will need to open my Sierra chart and leave the laptop open before leaving for work to record the market data. Can you please confirm if this is correct? I hope you not to send any link but provide some clarification with sentences, because the links were not helping...
[2019-08-08 06:07:25]
Sierra Chart Engineering - Posts: 104368
do we have to open Sierra chart during the hours we would like to record the market data?
Yes. Most definitely.


We will make sure the documentation is clear on this.
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: 2019-08-08 07:07:08

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