Support Board
Date/Time: Sat, 05 Jul 2025 12:55:28 +0000
Record depth of Market
View Count: 2491
| [2020-05-13 20:02:26] |
| User678167 - Posts: 15 |
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Hi ,when i play my charts in replay mode my depth of market charts do not show any data. I have already set 'record market depth data' to YES for the desired chart in Global Settings / Symbol Settings however i'm still not managing. Any help please.
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| [2020-05-13 20:18:12] |
| Ackin - Posts: 1865 |
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Similar thread: Upgrade to Version 2060 - Market Depth Not Recording Sierra Chart Engineering
Make sure that on the Global Settings >> Symbol Settings window that you enabled the option in the upper left for Use Custom Symbol Settings Values. It is set to 0. Do I need to adjust this to 10 or however many levels I want? No you do not need to do this. And refer to the following for the rest of the things to check on: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying |
| [2020-05-13 20:30:41] |
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Refer to this section here about this: 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 Date Time Of Last Edit: 2020-05-13 20:30:48
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| [2020-05-14 20:43:35] |
| User678167 - Posts: 15 |
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Still not managing i'm afraid. Market depth works perfectly when trading in real time , the problem arises when playing in replay mode.
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| [2020-05-14 20:48:43] |
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What is this Chart >> Chart Setting set to?: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) 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 |
| [2020-05-14 21:09:52] |
| User678167 - Posts: 15 |
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I'm not sure exactly what have to do here. Which instructions in the link you have provided am I to follow in order to solve the problem?
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| [2020-05-15 06:21:19] |
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What is Chart >> Chart Settings >> Main Settings >> Use Number of Days to Load >> Market Depth set to?
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 |
| [2020-05-17 16:05:55] |
| User678167 - Posts: 15 |
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Hi, this is set to 10
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| [2020-05-18 05:57:17] |
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Without doing a replay, when you apply the Market Depth Historical Graph study, and go back to the Date-Time you are replaying, do you see the market depth data displayed on the chart? How about the data file? Complete details are here: 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 Date Time Of Last Edit: 2020-05-18 19:48:42
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| [2020-05-18 19:20:47] |
| User678167 - Posts: 15 |
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Barely, some data is present but not as populated as when trading during the actual session. All the instructions in the link have been followed. Please keep in mind i normally only replay charts the previous day session , however these are not showing any market depth data.
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| [2020-05-18 20:03:14] |
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but not as populated as when trading during the actual session. This would mean there must be some changes of the Input settings for the Market Depth Historical Graph study between the two different times you are looking at it for a particular Date.And once again are the market depth data files present for the Dates you want to look at historical market depth data for? 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: 2020-05-18 20:04:22
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| [2020-05-19 19:23:49] |
| User678167 - Posts: 15 |
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Does the attached print screen help to answer your question?
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 Market depth data file_screenshot.png / V - Attached On 2020-05-19 19:23:13 UTC - Size: 186.7 KB - 330 views |
| [2020-05-19 19:27:16] |
| User678167 - Posts: 15 |
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to add on to my previous reply, i'm recording market depth for reply on ES futures charts. See attached.
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| Market depth data file_screenshot.png / V - Attached On 2020-05-19 19:27:13 UTC - Size: 204.11 KB - 299 views |
| [2020-05-19 20:05:27] |
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Those screenshots are helpful but for today We can see the file size of the market depth data for the ESM20 symbol is basically empty. So there has not been any data recorded at the time of that screenshot for 2020-05-19.
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 |
| [2020-05-19 20:19:36] |
| User678167 - Posts: 15 |
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But that's because i forgot to switch on my PC :) . I have attached a screen shot which i took now when playing yesterday's day session on replay. You can see that the market depth historical graph on the right is not showing any data at all , even when settings are set to show value equal or great to as low as 50.
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| Historical graph shot.png / V - Attached On 2020-05-19 20:19:28 UTC - Size: 214.23 KB - 318 views |
| [2020-05-20 18:35:19] |
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Why is that chart completely blank? That does not make sense to us. What is the size of the market depth data file for that symbol and date being replayed? What is the time range and time zone you are replaying? Is that time range in the data file? In other words was market depth data being recorded during that time range? Do not use any quantity filtering at all. Use 0 to rule that out as a problem. There really should be zero trouble at all replaying market depth data as long as it exists. This is very reliable. 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: 2020-05-20 18:35:37
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