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All DOM levels not visible, only best BID and ASK for new version
View Count: 1701
| [2020-06-19 14:35:09] |
| User62936 - Posts: 64 |
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I noticed that after version 2115, I cannot get my DOM to display the standard 10 bids and 10 offers for ES. I have tried to see which settings could have changed for these past few new versions, but I can't figure it out. Attached are screen captures to show the issue with the version number clearly visible in the top left corner. I upgraded just for one minute to see if in this new 2124 version it works for me (since it hasn't for the past few versions), but it doesn't, so I went back down to 2115. I'm sure its just a new setting, but I can't figure it out. Thanks.
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Private File Private File |
| [2020-06-19 19:10:32] |
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There is no new setting. It is not making sense why you would have an issue. The relevant settings are here: File Menu: Not Receiving the Full Number of Market Depth 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 |
| [2020-06-19 19:40:24] |
| User62936 - Posts: 64 |
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I agree that it makes no sense. But I just upgraded to 2124 again and I have the same result, only showing the best BID and ASK, but not all 10 levels. I checked all the things in the list, making sure I don't have the low bandwidth option, making sure I have max levels set to 0, but I still don't get the 10 levels. I made a new chartbook, opened just one ES chart, and activated the DOM under version 2124 and I get the chart with only 1 level. Then I went back to 2115, opened the same chartbook with only one chart, and upon connecting, I get the full 10 levels. Curiously, when it connected, it only showed 1 level for about 2 seconds until all the levels came up. But in version 2124 I can only get 1 BID and 1 ASK level, not all 10. Attached are the new the charts made only 1 minute apart from the 2 different version. The chart showing only 1 level is version 2124. |
 ES-202009-GLOBEX 1 Min #1 2020-06-19 12_37_06.953.png / V - Attached On 2020-06-19 19:38:58 UTC - Size: 40.38 KB - 335 views ES-202009-GLOBEX 1 Min #1 2020-06-19 12_36_07.953.png / V - Attached On 2020-06-19 19:39:01 UTC - Size: 37.63 KB - 329 views |
| [2020-06-19 19:47:54] |
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Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers After about 30 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2020-06-19 20:42:15] |
| User62936 - Posts: 64 |
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Software version: 2124 64-bit | 2020-06-19 13:38:29.819 OpenGL enabled | 2020-06-19 13:38:29.819 Primary Thread ID: 12808 | 2020-06-19 13:38:29.819 Usage end date: 2020-09-11 | 2020-06-19 13:38:29.819 Enabled for: Advanced Features 2. | 2020-06-19 13:38:29.819 Enabled for: Sierra Chart Historical Data Service. | 2020-06-19 13:38:29.819 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-06-19 13:38:29.819 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-06-19 13:38:29.819 Current selected Data/Trading service: Interactive Brokers | 2020-06-19 13:38:29.819 Custom symbol settings values: disabled | 2020-06-19 13:38:29.819 Chart Update Interval: 1000 | 2020-06-19 13:38:29.819 Intraday Data Storage Time Unit: 0 | 2020-06-19 13:38:29.819 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-06-19 13:38:29.819 2020-06-19 13:38:29 Local computer time | 2020-06-19 13:38:29.819 2020-06-19 20:38:29 Local computer time in UTC | 2020-06-19 13:38:29.819 2020-06-19 13:38:29 Local computer time in SC Time Zone | 2020-06-19 13:38:29.819 2020-06-19 20:35:45 Server time in UTC | 2020-06-19 13:38:29.819 Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-06-19 13:38:29.819 Program path: C:\SierraChart\ | 2020-06-19 13:38:29.819 Data Files path: C:\SierraChart\Data\ | 2020-06-19 13:38:29.819 OS Version Number: 10.0 | 2020-06-19 13:38:29.819 Locale Setting: C | 2020-06-19 13:38:29.819 Allowed protected custom studies: | 2020-06-19 13:38:29.819 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2020-06-19 13:38:34.119 IB TWS socket (1) | Creating socket. | 2020-06-19 13:38:34.120 IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2020-06-19 13:38:34.120 Interactive Brokers | Sending API sign: API | 2020-06-19 13:38:34.629 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-06-19 13:38:34.629 Interactive Brokers | TWS server version: 136 | 2020-06-19 13:38:34.647 Interactive Brokers | TWS time: 20200619 13:38:34 PST | 2020-06-19 13:38:34.647 Interactive Brokers | Connected. Sending Start API command. | 2020-06-19 13:38:34.898 Interactive Brokers | Waiting for account information. | 2020-06-19 13:38:34.898 IB Account information received. | 2020-06-19 13:38:34.900 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-06-19 13:38:34.900 Interactive Brokers | Connected to Live account. | 2020-06-19 13:38:34.900 Interactive Brokers | Connected to data and trading server. | 2020-06-19 13:38:34.900 Triggering next historical data download in queue. | 2020-06-19 13:38:34.901 Triggering next historical data download in queue. | 2020-06-19 13:38:34.901 Triggering next historical data download in queue. | 2020-06-19 13:38:34.901 Triggering next historical data download in queue. | 2020-06-19 13:38:34.901 Interactive Brokers | Starting real-time market data updates for: NQ-201503-GLOBEX. ID: 1 | 2020-06-19 13:38:34.902 Interactive Brokers | Subscribing to real-time True Data for symbol: NQ SecurityType: FUT Exchange: GLOBEX Currency: | 2020-06-19 13:38:34.902 Interactive Brokers | Subscribing to Symbol: NQ, SecurityType: FUT, Expiration: 201503, Exchange: GLOBEX, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-06-19 13:38:34.902 Interactive Brokers | Requesting security definition data for: NQ-201503-GLOBEX. ID: 1 | 2020-06-19 13:38:34.902 Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: NQ-201503-GLOBEX | 2020-06-19 13:38:34.902 Added historical Intraday data request for NQ-201503-GLOBEX to the queue. | 2020-06-19 13:38:34.902 Intraday data recording state for symbol NQ-201503-GLOBEX is set to download 'Pending'. | 2020-06-19 13:38:34.902 Updated verified funded futures trading account ending date to: 2020-07-19 20:38:35 | 2020-06-19 13:38:34.902 Next valid order ID: 12487 | 2020-06-19 13:38:34.902 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2020-06-19 13:38:34.902 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-06-19 13:38:34.902 Message from IB: HMDS data farm connection is OK:ushmds.nj. IB Error Code: 2106. Request ID: -1. | 2020-06-19 13:38:34.902 Message from IB: HMDS data farm connection is OK:cashhmds. IB Error Code: 2106. Request ID: -1. | 2020-06-19 13:38:34.902 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-06-19 13:38:34.902 Message from IB: Sec-def data farm connection is OK:secdefil. IB Error Code: 2158. Request ID: -1. | 2020-06-19 13:38:34.902 Delaying start of download for NQ-201503-GLOBEX | 2020-06-19 13:38:34.903 Next valid order ID: 12487 | 2020-06-19 13:38:34.913 Next valid order ID: 12487 | 2020-06-19 13:38:34.913 Symbol Error - NQ-201503-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2020-06-19 13:38:34.955 Symbol Error - NQ-201503-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2020-06-19 13:38:35.020 Symbol Error - NQ-201503-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2020-06-19 13:38:35.020 HD Request # 8 | Downloading Intraday chart data for NQ-201503-GLOBEX to the file NQ-201503-GLOBEX.scid. Service: cme | 2020-06-19 13:38:35.043 HD Request # 8 | Download start date-time: 2015-03-20 06:30:15.000 | 2020-06-19 13:38:35.044 HD Request # 8 | Using server: ds21.sierracharts.com port 10150 | 2020-06-19 13:38:35.044 Socket (2) | Creating socket. | 2020-06-19 13:38:35.044 Socket (2) | Connecting to IP: 216.1.90.129. | 2020-06-19 13:38:35.045 Interactive Brokers | Starting real-time market data updates for: ES-202009-GLOBEX. ID: 2 | 2020-06-19 13:38:35.045 Interactive Brokers | Subscribing to real-time True Data for symbol: ES SecurityType: FUT Exchange: GLOBEX Currency: | 2020-06-19 13:38:35.045 Interactive Brokers | Subscribing to Symbol: ES, SecurityType: FUT, Expiration: 202009, Exchange: GLOBEX, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-06-19 13:38:35.045 Interactive Brokers | Requesting security definition data for: ES-202009-GLOBEX. ID: 2 | 2020-06-19 13:38:35.045 Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: ES-202009-GLOBEX | 2020-06-19 13:38:35.045 Added historical Intraday data request for ES-202009-GLOBEX to the queue. | 2020-06-19 13:38:35.045 Intraday data recording state for symbol ES-202009-GLOBEX is set to download 'Pending'. | 2020-06-19 13:38:35.045 Triggering next historical data download in queue. | 2020-06-19 13:38:35.045 HD Request # 8 | Setting DTC encoding to Binary VLS | 2020-06-19 13:38:35.143 HD Request # 8 | Sending historical data logon request message. | 2020-06-19 13:38:35.143 Interactive Brokers | Market data type is Live for ES-202009-GLOBEX | 2020-06-19 13:38:35.153 HD Request # 8 | Requesting Intraday data. Start date-time: 2015-03-20 06:30:15. Record interval: 0. Symbol: NQH15 | 2020-06-19 13:38:35.655 HD Request # 8 | Decompressing data. | 2020-06-19 13:38:35.704 HD Request # 8 | Receiving Intraday data for NQ-201503-GLOBEX starting at 2015-03-20 05:30:39 | 2020-06-19 13:38:35.704 Socket (2) | CloseSocket call. | 2020-06-19 13:38:35.705 Socket (2) | Shutdown started. Waiting for graceful close. | 2020-06-19 13:38:35.705 Historical data download thread signaled to stop. | 2020-06-19 13:38:35.705 HD Request # 8 | Received 687 records from 2015-03-20 05:30:39.000 to 2015-03-20 06:29:57.003 (59.3 minutes) and wrote 0 records for NQ-201503-GLOBEX | 2020-06-19 13:38:35.705 HD Request # 8 | Completion time: 0s | 2020-06-19 13:38:35.705 HD Request # 8 | Intraday data download complete for NQ-201503-GLOBEX. Unique request ID: 8 | 2020-06-19 13:38:35.705 Removing historical data download ID 8. | 2020-06-19 13:38:35.705 Real-time Intraday chart data file updates started for NQ-201503-GLOBEX | 2020-06-19 13:38:35.705 Intraday chart data file opened for NQ-201503-GLOBEX | 2020-06-19 13:38:35.705 HD Request # 8 | Enabling Intraday chart updating for symbol. | 2020-06-19 13:38:35.705 Triggering next historical data download in queue. | 2020-06-19 13:38:35.706 Delaying start of download for ES-202009-GLOBEX | 2020-06-19 13:38:35.708 Socket (2) | Socket gracefully closed by remote side. | 2020-06-19 13:38:35.753 Socket (2) | Closed. | 2020-06-19 13:38:35.753 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U129* | 2020-06-19 13:38:39.899 Requesting market depth updates for: ES-202009-GLOBEX if supported. | 2020-06-19 13:38:39.900 Interactive Brokers | Received Trade Positions download end message for account U129* | 2020-06-19 13:38:39.903 Interactive Brokers | Begin Trade Positions processing. | 2020-06-19 13:38:39.903 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-06-19 13:38:39.903 HD Request # 9 | Downloading Intraday chart data for ES-202009-GLOBEX to the file ES-202009-GLOBEX.scid. Service: cme | 2020-06-19 13:38:40.042 HD Request # 9 | Download start date-time: 2020-06-19 13:38:10.000 | 2020-06-19 13:38:40.043 HD Request # 9 | Using server: ds23.sierracharts.com port 10149 | 2020-06-19 13:38:40.044 Socket (2) | Creating socket. | 2020-06-19 13:38:40.044 Socket (2) | Connecting to IP: 216.1.90.130. | 2020-06-19 13:38:40.044 HD Request # 9 | Setting DTC encoding to Binary VLS | 2020-06-19 13:38:40.150 HD Request # 9 | Sending historical data logon request message. | 2020-06-19 13:38:40.150 HD Request # 9 | Requesting Intraday data. Start date-time: 2020-06-19 13:38:10. Record interval: 0. Symbol: ESU20 | 2020-06-19 13:38:40.646 HD Request # 9 | Decompressing data. | 2020-06-19 13:38:40.695 Socket (2) | CloseSocket call. | 2020-06-19 13:38:40.695 Socket (2) | Shutdown started. Waiting for graceful close. | 2020-06-19 13:38:40.695 Historical data download thread signaled to stop. | 2020-06-19 13:38:40.695 HD Request # 9 | Received 1 record from 00:00:00.000 to 00:00:00.000 (0.0 seconds) and wrote 0 records for ES-202009-GLOBEX | 2020-06-19 13:38:40.695 HD Request # 9 | Completion time: 0s | 2020-06-19 13:38:40.695 HD Request # 9 | Intraday data download complete for ES-202009-GLOBEX. Unique request ID: 9 | 2020-06-19 13:38:40.695 Removing historical data download ID 9. | 2020-06-19 13:38:40.695 Real-time Intraday chart data file updates started for ES-202009-GLOBEX | 2020-06-19 13:38:40.695 Intraday chart data file opened for ES-202009-GLOBEX | 2020-06-19 13:38:40.695 HD Request # 9 | Enabling Intraday chart updating for symbol. | 2020-06-19 13:38:40.695 Interactive Brokers | Using primary service for historical data for ES-202009-GLOBEX | 2020-06-19 13:38:40.695 Added historical Intraday data request for ES-202009-GLOBEX to the queue. | 2020-06-19 13:38:40.695 Intraday data recording state for symbol ES-202009-GLOBEX is set to download 'Pending'. | 2020-06-19 13:38:40.695 Triggering next historical data download in queue. | 2020-06-19 13:38:40.696 Triggering next historical data download in queue. | 2020-06-19 13:38:40.696 HD Request # 10 | Downloading Intraday chart data for ES-202009-GLOBEX to the file ES-202009-GLOBEX.scid. Service: interactive_brokers.trading | 2020-06-19 13:38:40.696 HD Request # 10 | Download start date-time: 2020-06-19 13:38:10.000 | 2020-06-19 13:38:40.697 HD Request # 10 | Requesting a total of 0 days and 4830 seconds. | 2020-06-19 13:38:40.697 HD Request # 10 | IB Backfill - Seconds requested: 4830. Seconds Remaining: 0. | 2020-06-19 13:38:40.697 HD Request # 10 | Requesting 4830 Seconds of data at 30 secs with ending date-time at 2020-06-19 14:48:40 for ES-202009-GLOBEX. PriceType: TRADES | 2020-06-19 13:38:40.697 Socket (2) | Socket gracefully closed by remote side. | 2020-06-19 13:38:40.743 Socket (2) | Closed. | 2020-06-19 13:38:40.743 HD Request # 10 | Processing historical data message from TWS | 2020-06-19 13:38:40.829 HD Request # 10 | Receiving Intraday data for ES-202009-GLOBEX starting at 2020-06-19 13:30:00 | 2020-06-19 13:38:40.829 HD Request # 10 | Received 119 records and wrote 18 records from 2020-06-19 12:24:30 to 2020-06-19 13:38:30. | 2020-06-19 13:38:40.831 HD Request # 10 | Timestamp of first Intraday data file record written: 2020-06-19 13:38:30 | 2020-06-19 13:38:40.831 HD Request # 10 | Received 119 records from 2020-06-19 13:30:00.000 to 2020-06-19 13:38:30.000 (8.5 minutes) and wrote 1 record for ES-202009-GLOBEX | 2020-06-19 13:38:40.831 HD Request # 10 | Completion time: 0s | 2020-06-19 13:38:40.833 HD Request # 10 | Intraday data download complete for ES-202009-GLOBEX. Unique request ID: 10 | 2020-06-19 13:38:40.833 Removing historical data download ID 10. | 2020-06-19 13:38:40.833 Real-time Intraday chart data file updates started for ES-202009-GLOBEX | 2020-06-19 13:38:40.833 Intraday chart data file opened for ES-202009-GLOBEX | 2020-06-19 13:38:40.833 HD Request # 10 | Enabling Intraday chart updating for symbol. | 2020-06-19 13:38:40.833 Triggering next historical data download in queue. | 2020-06-19 13:38:40.833 Opened cached Intraday file: C:\SierraChart\Data\ES-202009-GLOBEX.scid. Thread ID: 11656 | 2020-06-19 13:38:45.884 |
| [2020-06-19 20:48:04] |
| User62936 - Posts: 64 |
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I am also attaching a video I just took to show how when I connect on version 2124, the 10 levels become visible for 1 second, and then they drop back to just one again.
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Private File |
| [2020-06-20 02:48:24] |
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We see market depth data is requested: Requesting market depth updates for: ES-202009-GLOBEX if supported. | 2020-06-19 13:38:39.900
We know why there is a problem. It is not Interactive Brokers specific. But just a compatibility issue of a change recently, which is conflicting with how quote data is handled with IB. We will resolve this in the next 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 Date Time Of Last Edit: 2020-06-20 02:48:57
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| [2021-07-03 23:38:51] |
| andyn4040 - Posts: 9 |
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Hi, I'm experiencing the same issue when loading up the trading DOM for the ticker BA. I was wondering if this issue has already been resolved and my settings just need to be updated.
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| [2021-07-04 09:05:16] |
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There is no market depth data available for US equities symbols. That will be coming with our new upcoming NASDAQ data feed but that is not available for a month or two.
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 |
| [2022-09-08 23:00:02] |
| RobbinPerez08 - Posts: 1 |
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Hi same question: I only have one bid and ask, I want to see all the resting orders. Please see the attached file for your reference. Thanks in advance!
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| SIERRA DOM question.png / V - Attached On 2022-09-08 22:58:40 UTC - Size: 80.54 KB - 87 views |
| [2022-09-09 14:07:49] |
| John - SC Support - Posts: 31379 |
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RobbinPerez08: You did not activate an exchange that includes the Market Depth data. This is why you are not seeing more depth. You can change your exchange selections at the following link: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges Note that the exchanges fees are non-refundable and they are also not pro-rated, so you will pay the full amount for the exchange for the remaining time in the month, regardless of when you activate the exchange. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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