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Date/Time: Tue, 16 Apr 2024 14:25:41 +0000



Help request: Market Depth Does not Display During Replay

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[2019-08-19 15:31:39]
ticinotrader - Posts: 377
Dear Support,

I am collecting market depth data that I have been able to replay on the DOM without any problem until now.

On one of my computers the market depth replay works perfectly (full depth is displayed on the DOM) but on another computer and different instance:

when I start a replay of a DOM, there are no market depth and bid/ask quantities shown on the DOM during the replay. Also there is no indication that the depth file is loaded before the replay starts. There is 1 at bid and 1 at ask displayed only.

I tried to replay multiple different days at random times to check, but can not figure out what can be the problem.
I doublechecked and the market depth data folder has the depth files - they are the same files on both of my computers.

I tried to roll back to a previous version (1967) what I am using on the computer where the DOM replay works perfectly, but it did not fix the problem.

I am using v1975.

Probably I'm missing out something - Can you please advise regarding this?

Thank you in advance.
[2019-08-19 18:17:21]
Sierra Chart Engineering - Posts: 104368
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
[2019-08-21 05:50:17]
ticinotrader - Posts: 377
Actually the problem was caused by my mistake: I tried to replay a date on the DOM that was beyond the number of days to display settings. That was why no depth info was loaded.
Thank you & regards, tt
[2019-08-21 19:29:34]
Sierra Chart Engineering - Posts: 104368
Thank you for this information. We did not consider that. We will update the documentation to explain this as another possibility.
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: 2019-08-21 19:29:41
[2019-08-22 08:29:16]
ticinotrader - Posts: 377
Not related to the replay function but can be important to mention as well in the documentation, that the same setting (Number of Days to Display) has an effect on 'visible' trades:

99% of traders do not face with this because they have their trades closed the same day, but when holding a position for longer term and the trade open time is an earlier date than what the Number of Days to Display covers, it simply disappear from the DOM/Chart.

As an example if there is an open position opened 3 days ago, but the DOM's (or chart's) Number of Days settings is set to 2 days, the trade 'suddenly' disappears from the DOM after two days, but reappears if the chart setting is adjusted to a higher value (3 days or more).

This is 100% logical and correct in my opinion, but maybe good to mention as well.
[2019-08-22 08:40:57]
Sierra Chart Engineering - Posts: 104368
There is a way to correct this and that is with this setting:
Chart Settings: Order Fills Start Date-Time (Chart >> Chart Settings >> Trading menu)

But this really is only an issue when you are using the Fill Calculated Position 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: 2019-08-22 22:11:00
[2019-08-22 08:47:22]
ticinotrader - Posts: 377
Thank you, I was not aware of that.

Yes, I need to use Fill Calculated Positions data, because I am executing at IB on multiple accounts using IB's advisor pre-trade allocation settings.

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