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Date/Time: Tue, 07 Dec 2021 18:50:31 +0000



Replaying DOM

[2019-08-08 14:33:07]
rxtrading - Posts: 32
Hello,
I am trying to replay the DOM, I have followed the instructions in https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayingTradeDOM. It is working... However, nothing like it would in real time. 1) there's no level 3 data. 2) The bid and ask are showing at every other price. I am attaching two photos, one of what I'm seeing the other of is real-time (what I'm expecting.) Please let me know if this is working as designed.

Thanks,
Matt
P.S. I attached jpeg's as I couldn't figure-out how to capture the DOM using screen shots.
imageSierra_DOM_Expected(Real-time).jpg / V - Attached On 2019-08-08 14:27:59 UTC - Size: 643.93 KB - 262 views
imageSierra_DOM_Replaymode.jpg / V - Attached On 2019-08-08 14:28:18 UTC - Size: 444.74 KB - 260 views
[2019-08-08 16:25:20]
John - SC Support - Posts: 12592
This is not by design. We had another report of this same thing, but we have not been able to figure out why it happens, as we have not been able to reproduce it.

Can you please let us know exactly what parameters you are using for the replay (or attach an image of the replay window).
[2019-08-08 16:52:04]
rxtrading - Posts: 32
I have attached a few things.
1) The replay settings - Please note, the "Skip Empty Periods" box isn't checked. I have tested both with this box populated and un-populated, both yield the same results.
2) Symbol Setting - This shows I have the Record Market Depth Data set to yes. Also the "Use Custom Symbol settings" is also populated.
3) Chart Settings - Not sure if you need this one or not. Please note, I also have a 1min bar chart open and T&S. The following values have been linked to both the DOM 1min chart: "Symbol", "Session Times" and "Days to Load". With regards to the T&S, it is attached to the DOM. I have tested without the 1min chart, which yields the same results.

Please note: I have only tested this with CL and ES. Please let me know if you need anything else!

Thanks,
Matt


Here's the log:


Replay 1.00X: ESU19_FUT_CME [C][M] #1 | Reloading chart. | 2019-08-08 11:37:11.367
Replay 1.00X: ESU19_FUT_CME[M] 1 Min #2 | Reloading chart. | 2019-08-08 11:37:11.477
+ Loading market depth data. | 2019-08-08 11:37:12.799
Loaded depth data records for ESU19_FUT_CME 2019-08-06 from 2019-08-06 13:45:00 to 2019-08-06 18:59:59. | 2019-08-08 11:37:18.205
Loaded depth data records for ESU19_FUT_CME 2019-08-07 from 2019-08-06 19:00:00 to 2019-08-07 18:59:59. | 2019-08-08 11:37:20.748
Loaded depth data records for ESU19_FUT_CME 2019-08-08 from 2019-08-07 19:00:00 to 2019-08-08 08:30:00. | 2019-08-08 11:37:21.289
imageSymbol_Settings.jpg / V - Attached On 2019-08-08 16:41:41 UTC - Size: 184.13 KB - 209 views
imageDOM_Chart-Settings.jpg / V - Attached On 2019-08-08 16:41:51 UTC - Size: 179.37 KB - 197 views
imageReplay_Settings.jpg / V - Attached On 2019-08-08 16:42:06 UTC - Size: 55.28 KB - 187 views
[2019-08-09 07:30:31]
Sierra Chart Engineering - Posts: 98837
We will be looking over the issue in the next few days. We may want to contact you and get a market depth file for testing.
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.
[2019-08-09 14:09:30]
ticinotrader - Posts: 280
rxtrading: regarding question in post #1 2):

The replay should work identical to what you see in live.

The problem with your DOM - based on the screenshot you posted is that somehow your bid and ask levels are combined/grouped together while you are replaying.

Check and adjust the setting at the DOM's: Chart Settings -> Advanced Settings 3 -> Market Depth Combine Increment in Ticks.
Its value should be zero to display all levels - seemingly yours is set to 3.

Hope this helps.
[2019-08-09 15:16:22]
rxtrading - Posts: 32
Sierra Support,

That is fine, reach out to me when ready.

ticinotrader,
I have already considered this (read about it in Sierra's amazing documentation!) and checked it. It is currently set to -0-. I have tested with it set to -3-. I get very similar results to "Sierra_DOM_Replaymode.jpg" screen shot. The big difference is: With -3- set, I can only see bid/ask levels 3 wide... However, even with -3- populated in that field, it skips a every other tick.

Thanks,
Matt
imageDOM-Chart_Settings-ADV3.jpg / V - Attached On 2019-08-09 15:16:13 UTC - Size: 139.92 KB - 195 views
[2019-08-09 16:26:50]
ticinotrader - Posts: 280
OK, got it. Please post if you find the solution. It must be something simple, but could not figure out momentarily.
[2019-08-10 01:53:59]
rxtrading - Posts: 32
Hello,

I wanted to provide an update. I have installed version 1971 (previous installed version was 1967) an I am still seeing the issue.

Thanks,
Matt
[2019-08-10 15:45:18]
John - SC Support - Posts: 12592
We are still looking into this. We have been unable to reproduce it, therefore we do not know what it is happening.
[2019-08-16 15:38:52]
rxtrading - Posts: 32
Hello,

Any update on this case?? Anything that I can do to help repro the issue please let me know.

Thanks,
Matt
[2019-08-16 18:21:37]
Sierra Chart Engineering - Posts: 98837
We promise we will work on this issue today. Will you be available for us to get a market depth data file from you after the close?

Make sure your current telephone number is set here:
https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo
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: 2019-08-16 18:22:00
[2019-08-16 18:55:23]
Sierra Chart Engineering - Posts: 98837
This problem will be resolved in the next release coming out today or tomorrow.

We do not need any file from you.
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: 2019-08-16 18:55:41
[2019-08-19 18:37:59]
rxtrading - Posts: 32
Hello,

I have installed the latest version (1975) and retested. I am still seeing the issue mentioned above. Did I install the correct release or are you guys still working on it???

Thanks,
Matt
[2019-08-19 19:44:58]
Sierra Chart Engineering - Posts: 98837
You need the prerelease which is 1976. You need to update to the prerelease:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate
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.
[2019-08-19 20:22:00]
rxtrading - Posts: 32
Hello,

I have loaded prerelease (1976) version. The bid/ask looks to be correct. However, I'm still not seeing market depth. In addition, I'm not seeing any ask and bid traded volume.

Thanks,
Matt
imageTrading_DOM-19-AUG-2019.jpg / V - Attached On 2019-08-19 20:20:13 UTC - Size: 499.86 KB - 202 views
[2019-08-19 20:29:04]
Sierra Chart Engineering - Posts: 98837
Why do you say you are not seeing market depth data? The blue and red columns clearly do show market depth quantity numbers.
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.
[2019-08-19 20:41:58]
Sierra Chart Engineering - Posts: 98837
In addition, I'm not seeing any ask and bid traded volume.
We will solve 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.
[2019-08-19 21:08:26]
rxtrading - Posts: 32
Regarding the market depth data, please disregard - I misspoke.

Thanks,
Matt
[2019-08-23 21:30:47]
rxtrading - Posts: 32
Hello, I just loaded 1978 and tested the DOM. Everything looks to be working correctly. Thanks for correcting this issue!

Best Regards,
Matt
[2021-10-21 05:52:11]
Bhupinderjhajj - Posts: 20
Hello!

Is this still valid? I'm also not seeing any market Depth. I have the latest version installed. Do I need to install an older version?

Thank-you
Bhupinder
[2021-10-21 13:08:30]
John - SC Support - Posts: 12592
Is this still valid?

No, this is an old thread and the issue was fixed a long time ago.

For reasons why the Market Depth would not be showing, refer to the information at the following link:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#NotReceivingTheFullNumberOfMarketDepthLevels

We also want to point out that you only have the CME with Market Depth for Non-Professionals exchange active. This is just the CME Exchange, not the full CME group. So if you are trying to get market depth for a symbol that is not on the CME exchange (such as Oil (CL) or Gold (GC)), then those will not have the market depth.
[2021-10-21 16:43:42]
Bhupinderjhajj - Posts: 20
Hello,

Sorry I think I need to elaborate, this question is only specific to the MES and ES. I am seeing market depth live but just not for the replay function. Trading the ES should work for the CME exchange for seeing market depth. Right?

Here is a photo. It loads sometimes in the MES (market depth) for replay function but only like 3% of the time. Is there a fix?

Thank-you
Bhupinder
Date Time Of Last Edit: 2021-10-21 16:44:41
imageMarket depth.PNG / V - Attached On 2021-10-21 16:43:34 UTC - Size: 48.12 KB - 23 views
[2021-10-21 17:54:35]
John - SC Support - Posts: 12592
Refer to the following and the section after it:
https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayingTradeDOM

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