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Direct MessagesDate/Time: Sun, 28 Apr 2024 16:27:34 +0000
Market Depth Not Replaying - SC Order Routing Service
View Count: 780
| [2020-04-17 12:02:57] |
| User104854 - Posts: 441 |
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I just got the data feed and the SC Order Routing Service setup yesterday. Everything is working fine except when I replay a chart the depth is not showing up. I have set the symbols to record the market depth and I see in my data folder that it is indeed doing this. Is there some sort of additional setting that I need to be aware of? When I had the data feed set to to SC - All Services the depth on the replay worked just fine. The symbol that I am primarily trading is listed as ZBM20_FUT_CBOT. When I go into the symbol settings under the symbol list it shows the symbol as ZB?##_FUT_CBOT. In the window for this symbol it lists historical chart symbol and SC Data Symbol as ZB?## without the _FUT_CBOT. Could this have anything to do with it? Also the number of depth levels is set to 0. Is that just the default or do I need to change it? Please advise. Date Time Of Last Edit: 2020-04-17 12:09:12
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| [2020-04-17 14:17:11] |
| User104854 - Posts: 441 |
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I had just upgraded to version 2086 yesterday and like I said the depth is not showing up on replay. I just now went back to version 1978 and it works fine on replay. It sounds like this is an internal issue that I cannot fix. Can you fix this so that I can use the current version?
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| [2020-04-17 17:33:02] |
| User104854 - Posts: 441 |
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I've gone through some previous versions and from what I can tell the market depth on replay works on version 2041 and everything previous. It does not work on version 2042 and everything after. I hope this helps as I would prefer to use the most recent version. Is this something you can fix? |
| [2020-04-21 14:05:39] |
| User104854 - Posts: 441 |
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Sent this 4 days ago and have not received a response. I did a little extra to pinpoint which specific, version it stopped working as I'm sure it will save you time. Is this being looked at? Can I get a response?
Date Time Of Last Edit: 2020-04-21 14:06:55
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| [2020-04-21 23:45:22] |
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The symbols are different with the Sierra Chart Order Routing Service as well as the internal price formatting. So any existing historical market depth data cannot be replayed with the new symbols. Only newly recorded data. If you have any problem with that, refer to: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying The symbol that I am primarily trading is listed as ZBM20_FUT_CBOT. When I go into the symbol settings under the symbol list it shows the symbol as ZB?##_FUT_CBOT. In the window for this symbol it lists historical chart symbol and SC Data Symbol as ZB?## without the _FUT_CBOT. Could this have anything to do with it? Also the number of depth levels is set to 0. Is that just the default or do I need to change it? We do not need to know the version where supposedly there is a problem. There just should not be any problem wwith any recent version. We do not have any other reports of this. Please just go through the section we linked above and just make sure you can at least see the Market Depth Historical Graph for the time you are replaying. If not, we would expect there is just not any market depth data recorded for that time. 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 23:47:08
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| [2020-04-22 11:07:35] |
| User104854 - Posts: 441 |
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I understand that there should not be a problem in a perfect world and that it's very convenient to just say that there probably isn't any depth recorded. However, I wouldn't waste your time if that was the case. This isn't my first week using Sierra Chart. There is depth recorded. How do I know this? When I replay a chart during the same time frame where there is recorded market depth, with versions 2041 and earlier the depth comes in just fine. With versions 2042 and later it does not. Simple. I know you want more and more users to be on this data feed. Therefore, you should embrace when an issue like this is brought to your attention as it will help to make it even more of a well oiled machine for everyone. I'm very happy with it so far besides this hurdle. Have you tried it? Will you please try it and see if it works on your end? Thank you. |
| [2020-04-24 06:35:44] |
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We apologize for the delay. We are quite busy and some support requests take longer than usual to get to. There definitely is not a problem with the replaying of market depth in current versions. Nothing has changed in this regard and we do not observe any issue, yes we have done testing, and we have no other reports of this. What we want to know is for the date-time you are replaying, do you see a display from the Market Depth Historical Graph on the chart? More information about this is here: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying And if not, what is the exact file name of the market depth data file that you expect has the data for that time being replayed? 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 |
| [2020-04-24 18:49:06] |
| User104854 - Posts: 441 |
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Thanks for the reply. Just so you know I don't expect that the depth has recorded. I know that it has recorded. 100%. Like I said previously when I use version 2041 and earlier it works just fine. An example of a file name is ZBM20_FUT_CBOT.2020-04-21.depth. I've recorded the depth for the past week since I've switched data feeds and on version 2041 I have no problems with regards to the depth on replay. Zero. Any version after that and it doesn't work. The depth is recording so please do not consider that to be the issue. With regards to the Market Depth Historical Graph, this is interesting. It works on version 2041 and earlier but it does not on any versions after that. As a matter of fact, forget about replay, when I'm watching a live market it does not display at all after version 2041. This is just a thought but version 2041 was right around the time you made an adjustment on the price display format options on treasuries to 32nds. Could the depth be logging in a price in decimals and since the adjustment is to 32nds maybe the prices are a tad off and it's not displaying? Normally I would just stick with version 2041 but I watch the 5 Year Note and in order to see the depth properly I have to be at version 2048 and higher. Thank you. |
| [2020-04-24 23:41:03] |
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We have to do a remote assistance session with you to look at this. Since otherwise we just do not know what the issue is. We can do that over the weekend.
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 |
| [2020-04-24 23:45:30] |
| User104854 - Posts: 441 |
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Great! Let me know what the next step is or your availability. Thank you.
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| [2020-04-26 10:43:48] |
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We can get to this on Sunday. Probably like in the late afternoon/evening.
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 |
| [2020-04-26 12:11:16] |
| User104854 - Posts: 441 |
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Sounds good. I'm in the Pacific time zone if that helps to coordinate a time at some point. I'll be available. Thanks.
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| [2020-04-26 23:07:42] |
| User104854 - Posts: 441 |
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Do you have any idea of what time you want to do this? Will I receive a phone call?
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| [2020-04-27 00:41:19] |
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In about 30 minutes.
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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