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Question on Denali Depth (user email)

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[2020-03-26 16:56:13] #1 [Go To First Post]
SC Support - Posts: 1793
With this recent change in market liquidity i have notices Denali depth become unstable, I was under the impression that we can see 800 levels of depth on the bid and on the offer. I trade with a decent amount of Seirra users and we are all experiencing the same issue. As you can see based on the data, I am only able to see 450 prices on the offer, and 481 on the bid. Please let me know


picturemessage_slbyaww1.tld.png / V - Attached On 2020-03-26 16:40:25 UTC - Size: 12.96 KB - 408 views picturemessage_wnobpjff.43o.png / V - Attached On 2020-03-26 16:40:37 UTC - Size: 18.07 KB - 377 views 2020-03-24_22h37_42.png / V - Attached On 2020-03-26 16:40:57 UTC - Size: 73.58 KB - 350 views

[2020-03-27 07:06:52] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Make sure there are no restrictions on the number of market depth levels. This is explained here: File Menu: Not Receiving the Full Number of Market Depth Levels Currently for the June ES futures there are 570 on the bid side and 521 on the ask side levels. 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: 2020-03-27 07:06:59

[2020-03-30 01:19:28] #3 [Go To First Post]
zippyzip - Posts: 293
This is crude oil and no restrictions

[2020-03-30 03:59:58] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
For crude oil right now we see 392/480 levels each side. Knowing how everything is implemented on the server with processing of the market by order data, this could not be an issue at the Denali application level. CQG is showing 392/400. So you can see CQG is missing 80 levels! 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: 2020-03-30 04:05:58

[2020-03-30 04:02:57] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We made a mistake in the prior post. We had set a limit of 63. Above post has been corrected with correct information. 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: 2020-03-30 04:06:11

[2020-03-30 11:20:11] #6 [Go To First Post]
zippyzip - Posts: 293
Ok but u can see in pictures above the bid depth was seen at 142130 was only visable to 17.13 price then at 142200 they were able to see to 16.88 and price was only 2 ticks difference. So does that mean price was limited to 480 levels and didn't see the 16.88 till some pulled orders ? As u can see there is major issues with the big orders screwing up the bar visual

[2020-03-30 17:49:47] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In this case there must be settings which is limiting the depth for the symbol or globally for that installation of Sierra Chart. We see for CLK20 on the bid side an order all the way down at .01. It is just sitting there always. You should be seeing that. 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: 2020-03-30 17:50:29

[2020-03-30 18:38:08] #8 [Go To First Post]
zippyzip - Posts: 293
we do see that but issue is if larger size trade comes in above that there is a big drop off in the depth from the bars not seeing that bid/ offer when price moves away from that level , meaning if price is at 50.00 and it can see 400 levels on bid it and the last bid is at 46.00 and some one has a 300 lot at 45.99 and price moves up and down 1 tick its going to have this big 300 point change in depth bar . and this is happening alot so just asking if maybe you can add option to keep taht scale ? pic below


Attachment Deleted. Private File

[2020-04-01 08:57:53] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #8, we did find the problem and this is now resolved. 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

[2020-04-02 02:01:55] #11 [Go To First Post]
zippyzip - Posts: 293
ok , i still am getting same issue , is there a new update i need to do ? im on 2073


Private File

[2020-04-06 00:13:30] #12 [Go To First Post]
SC Support - Posts: 1793
See Example of (Denali Data Feed) Bid - Ask depth bar difference not calculating correctly. Please take a look at attachments -- all the traders in my group have this issue


Denali Bid (8,434) + Ask (2,717) - Market depth window total.jpg / V - Attached On 2020-04-06 00:12:45 UTC - Size: 32.56 KB - 325 views Denali - Depth Bar showing 10,851 but should be 5,717 (Bid (.jpg / V - Attached On 2020-04-06 00:12:58 UTC - Size: 1.95 KB - 289 views Denali - Mode = difference (bid - ask).png / V - Attached On 2020-04-06 00:13:17 UTC - Size: 44.77 KB - 316 views

[2020-04-06 00:20:15] #13 [Go To First Post]
User852559 - Posts: 40
As an added data point this issue occurs when the filter for bid/ask depth calculations is set to 800 or 0 (unfiltered). If you apply the filter of 799 levels or lower the calculation appears to work normally.

[2020-04-29 00:54:25] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. We first want to increase the number of levels to 1400 and see if that resolves the problem. We will get this done over the weekend. But this is going to require a new release. 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

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