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Direct MessagesDate/Time: Fri, 19 Apr 2024 06:31:58 +0000
Apparent gaps in data when using Market Depth Historical Graph
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| [2019-09-05 12:15:21] |
| Gustavo - Posts: 72 |
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I have asked this question previously but have not received a clear answer. So, this time I'm attaching a couple of images to help convey the problem. The first shows the settings I'm using. The second shows a chart of the ES mini where the gap for the overnight session can be visualized. This is typical for all overnight sessions. Just to clarify, the chart is based on CST time zone in the USA. I'm also using CQG FIX for the data. Is this simply an issue of missing data from CQG or something else? Thanks in advance for your reply.
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 Market_Depth_Settings.png / V - Attached On 2019-09-05 12:14:49 UTC - Size: 53.54 KB - 260 views Market_Depth_ETH_ESmini.png / V - Attached On 2019-09-05 12:14:57 UTC - Size: 190.04 KB - 263 views |
| [2019-09-06 07:39:35] |
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When there are gaps in the Market Depth Historical Graph like that, it is because Sierra Chart was not connected to the data feed during that time, therefore the Market Depth was not recorded at that time. Some further information. There was a change to the software a few months back, where these gaps are no longer being automatically filled in by default. Prior to that point the default was to fill in those gaps with the last known depth. We see you have that you have it to fill in the gaps by having the Input for Extend Last Known Depth set to Yes, but the Input for Number of Minutes to Extend Last Known Depth is set to 60 minutes, therefore it will not fill in all the way across, it only fills in for 60 minutes. This is why you see the same coloring for the bars between approximately 19:42 and 20:42 on September 2. If you change that Input to 0, it will fill in all the way across. You will find the information for Extend Last Known Depth input here: Market Depth Historical Graph: Extend Last Known Depth 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 |
| [2019-09-07 06:53:23] |
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Also 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 |
| [2019-09-07 12:36:57] |
| User138602 - Posts: 169 |
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What about the gaps documented in the attached file??
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| MDHC Gaps.png / V - Attached On 2019-09-07 12:36:48 UTC - Size: 252.76 KB - 260 views |
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