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Direct MessagesDate/Time: Tue, 23 Apr 2024 19:39:29 +0000
Dom Quantities Not Showing Up On Replay
View Count: 1875
| [2019-08-08 19:44:25] |
| User240019 - Posts: 112 |
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Hi, several days ago I updated my symbol to record market depth data and now when I replay it, it's not showing. What do I need to change to make this work? I've followed the instructions in this article. Replaying Charts |
| [2019-08-09 17:15:04] |
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Make sure you had Sierra Chart running and connected to the data feed for the times you are replaying in the chart. Verify you have market depth data at the times you are replaying. This can be verified through the Market Depth Historical Graph study. Refer to: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying 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: 2019-08-09 17:15:50
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| [2019-08-12 15:42:12] |
| User240019 - Posts: 112 |
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It appears to me that the depth is being recorded, but I don't know what it means that I see zeros for the bid/ask orders. Is that supposed to be showing MY orders? Anyways - the depth is showing and still doesn't appear on replay. Date Time Of Last Edit: 2019-08-12 15:42:49
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 Screenshot 08-12-2019 10.39.27.png / V - Attached On 2019-08-12 15:41:05 UTC - Size: 18.51 KB - 345 views Screenshot 08-12-2019 10.42.31.png / V - Attached On 2019-08-12 15:42:45 UTC - Size: 20.67 KB - 290 views |
| [2019-08-12 16:43:16] |
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The number of orders column only is supported with Sierra Chart data feeds: Real-Time Exchange Data Feeds Available From Sierra Chart You can only replay market depth data if it was recorded at the times being replayed. For more information, 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 |
| [2019-08-12 18:11:53] |
| User240019 - Posts: 112 |
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As you can see, I'm replaying this morning...the depth is not there like it was during the market. So you in effect cannot read the order flow at all on replay, all you can see is the historical. What do we need to do here? |
| Screenshot 08-12-2019 13.10.02.png / V - Attached On 2019-08-12 18:10:22 UTC - Size: 29.09 KB - 333 views |
| [2019-08-12 23:02:15] |
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Follow the instructions here to see if you are seeing historical market depth data for the date-times being replayed: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying 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: 2019-08-12 23:02:42
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| [2019-08-12 23:43:06] |
| User240019 - Posts: 112 |
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I've already done that. Did you read the post above where I'd supplied the graphic that showed I was getting the depth? If there is an error in my understanding, please explain it in the context of what's been asked and answered. |
| [2019-08-13 22:37:34] |
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The screenshots previously provided does not show us that there is historical market depth recorded at the point in time you are replaying. This is the whole idea behind adding the Market Depth Historical Graph study to the chart. After you do that, scroll to the point in time in the chart where you are doing a replay, and post an image of the chart following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage Select Global Settings >> Symbol Settings. Make sure that Use Custom Symbols Settings Values is enabled. 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 |
| [2024-03-07 20:33:34] |
| User329455 - Posts: 16 |
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I know this is an old thread but I found that if you set 'continuous contract' to 'none' during replay, the bid/ask numbers show up fine in the DOM.
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| [2024-03-07 20:51:23] |
| John - SC Support - Posts: 31050 |
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From what you are stating, it sounds like you do not have Market Depth data for the previous contract(s) for the symbol, which would be why you are not seeing the Market Depth data during the replay. If you want to get Market Depth data for a previous contract, you need to open a chart for the specific contract and then download the historical Market Depth data for that symbol. Refer to the following, particularly Step #8: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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