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Date/Time: Sat, 27 Apr 2024 19:40:47 +0000



LMAX - Market Depth Historical Graph Settings

View Count: 812

[2020-04-13 15:11:56]
lowdmt - Posts: 6
Hi,

I'm using LMAX market depth for my historical graph however I don't seem to getting the 'real' values shown on my chart. Nearly all are showing "1250" or "1300". It doesn't seem to make a difference what settings I use.

This is for SPXm. I have enabled 'record market depth' in the symbol settings and ticked the box 'Use Custom Symbol Settings Values'.

What am I doing wrong?

http://www.sierrachart.com/image.php?Image=1586790444212.png
Date Time Of Last Edit: 2020-04-18 01:02:25
[2020-04-17 21:42:38]
lowdmt - Posts: 6
Guess not
[2020-04-18 01:02:06]
Sierra Chart Engineering - Posts: 104368
When you see things like this, it means that is an area where you were not connected to the data feed, so you are seeing the last known depth carried forward. But this does not seem to be the case with the chart you are showing.

How is this Input set: Extend Last Known Depth to No. Refer to the information 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
Date Time Of Last Edit: 2020-04-18 01:04:06
[2020-04-19 16:56:24]
lowdmt - Posts: 6
Hi, thanks for getting back to me. Extend Last Known Depth to No <- already set.

What next?
[2020-04-21 14:45:46]
Sierra Chart Engineering - Posts: 104368
The issue is related to the LMAX Demo data. There are only a few Market Depth levels and a few of them are always reporting 1250 or 1300.

This should not be an issue with their Live 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: 2020-04-21 14:46:23
[2020-04-21 16:21:29]
lowdmt - Posts: 6
Hi,

I'm using LMAX live data.

You guys connected my account to LMAX under Ticket ID: 1583862258347

I can share my account ID if it helps?
[2020-04-26 09:05:09]
Sierra Chart Engineering - Posts: 104368
We still need more time for testing and analyzing this.
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
[2020-04-27 18:23:21]
Sierra Chart Engineering - Posts: 104368
We have not had time to concentrate on this but we spent a little further time on this now. If this is all you are asking about:
Nearly all are showing "1250" or "1300".

We cannot help with it. Contact LMAX. This support request is now considered complete.
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: 2020-04-27 18:23:37

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