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Direct MessagesDate/Time: Sun, 28 Apr 2024 04:00:21 +0000
[Locked] - Denali Data Feed to Offer Market by Order Support in December!
View Count: 10818
| [2020-12-23 14:58:57] |
| j4ytr4der_ - Posts: 918 |
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Strike that, I missed that it's on GC only right now. Will wait. =)
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| [2020-12-23 20:07:00] |
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It is available for all symbols now. It is not the number of orders column. It is "market orders".
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 |
| [2020-12-23 20:15:44] |
| binaryduke - Posts: 360 |
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What are the developments for user selectable size threshold and display of all the orders in the queue (including the single lots)? (and ACSIL access to the queue!!! :) ) |
| [2020-12-23 20:40:13] |
| Meklon - Posts: 217 |
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What are the developments for user selectable size threshold and display of all the orders in the queue (including the single lots)?
To add what is said by Binaryduke in post #52 - Currently the SC MBO info displays orders equal to or larger than 10 contracts by default. While this can be OK for thinner markets, in something like ZB or ZN it will generate an abnormal amount of data on display, making it very difficult to analyze it visually. Is it possible to add functionality to color code MBO information based on user defined manual threshold? Date Time Of Last Edit: 2020-12-23 20:41:24
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| [2020-12-23 21:00:21] |
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What are the developments for user selectable size threshold This is now available and we will give you a link to documentation when ready.(and ACSIL access to the queue!!! :) ) This should be out in about a week.and display of all the orders in the queue (including the single lots)? This is still weeks away.
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 |
| [2020-12-26 03:25:37] |
| j4ytr4der_ - Posts: 918 |
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It is available for all symbols now. It is not the number of orders column. It is "market orders".
If this is the case then something seems to be wrong somewhere for me. Using ES I added both market orders columns and got no data every time. Just empty columns. Only the "Number of Orders" columns showed anything. What does the user need to do to enable this other than add the two columns to their chart DOM? I'm using the SC Trading Evaluator service. Thanks. |
| [2020-12-26 08:37:23] |
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We apologize, we thought we previously gave some basic documentation how to use this feature, until the more comprehensive documentation is available. It has to be enabled through Global Settings >> Sierra Chart Server Settings >> Subscribe Market By Order Data When Market Depth Subscribe. Reconnect to the data feed after changing this setting. And then you add the "Market Orders" columns: Global Trade Settings Windows: Customize Chart/Trade DOM Columns (Chart Specific) 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: 2020-12-26 08:37:50
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| [2020-12-28 21:28:41] |
| User311344 - Posts: 136 |
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1. Is MBO data available during replay or only as live data? 2. Is MBO data a part of historical depth download? Thanks |
| [2020-12-28 22:06:44] |
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1. No market by order data is not supported during a replay. 2. It is unrelated to historical Market Depth 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: 2020-12-28 22:07:00
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| [2020-12-29 14:43:04] |
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Here is the Market by Order documentation: Market By Order 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 |
| [2020-12-29 15:37:11] |
| binaryduke - Posts: 360 |
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Thank you for the documentation! I'm not certain the minimum filtering functionality is working.
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 Screenshot 2020-12-29 at 15.35.13.png / V - Attached On 2020-12-29 15:36:49 UTC - Size: 33.29 KB - 399 views Screenshot 2020-12-29 at 15.34.47.png / V - Attached On 2020-12-29 15:36:56 UTC - Size: 49.07 KB - 335 views |
| [2020-12-29 17:08:09] |
| John - SC Support - Posts: 31159 |
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Make sure that the option for Use Custom Symbol Settings Values is Enabled on the Global Symbol Settings window. Refer to the following: Global Symbol Settings: Use Custom Symbol Settings Values (Global Settings >> Symbol Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-12-30 00:02:19] |
| j4ytr4der_ - Posts: 918 |
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The filter doesn't seem to be working for me on ES. I set it to 20, but I still saw all the <20s in the list earlier. Symbol settings are enabled. Not sure what else to look at. Have disconnected/reconnected and restarted SC, and reinstalled the latest prerelease 2214. I'm using the Trading Evaluator service.
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| [2020-12-30 10:00:06] |
| User120942 - Posts: 71 |
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Can a "Combined Bid/Ask Number of Orders" Column also be added in a future release? Currently, only the separate Bid and Ask Number of Orders columns are available for use in the Chart DOM. Thank You |
| Customize Chart DOM Columns.png / V - Attached On 2020-12-30 09:58:31 UTC - Size: 26.48 KB - 338 views Attachment Deleted. |
| [2020-12-30 19:22:28] |
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The filter doesn't seem to be working for me on ES. I set it to 20, but I still saw all the <20s in the list earlier.
Update to the latest version(2215) of Sierra Chart and then follow the instructions below: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 ---- Regarding post #63, we will work on 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: 2020-12-30 19:23:49
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| [2020-12-31 13:39:47] |
| j4ytr4der_ - Posts: 918 |
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Log sent. Since upgrading I no longer get any MBO data at all, of any size. Filter is set to 0 currently.
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| [2020-12-31 17:22:56] |
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What symbol are you not receiving the market by orders/market orders 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 |
| [2020-12-31 17:25:29] |
| j4ytr4der_ - Posts: 918 |
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ES, though I do use the trade-only symbol for MES in case that matters.
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| [2020-12-31 21:31:42] |
| User542430 - Posts: 50 |
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Is it possible at some point to have not just a minimum quantity filter, but a range filter? Eg show only orders with a quantity between 10 and 20?
Date Time Of Last Edit: 2020-12-31 21:32:17
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| [2021-01-01 18:33:37] |
| BenjFlame - Posts: 305 |
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Fantastic addition to the product, again !! Daneli feed with this and direct Eurex is becoming irresistible. In the process of subscribing. Date Time Of Last Edit: 2021-01-01 18:34:20
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| [2021-01-02 13:11:47] |
| binaryduke - Posts: 360 |
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Reviewing the new v2215 functions: sc.GetBidMarketLimitOrdersForPrice sc.GetAskMarketLimitOrdersForPrice it would be very useful to be able to access the Exchange Order IDs for each order. Rather than having an array of doubles for the quantity, an array of a structure that details each order's ID and size would allow us to do very smart things that track individual orders, as hinted within post #18: e.g. a vector of each order at price (similar conceptually to the VAP data structures) that exposes the orders' sizes, IDs and queue positions.
Yes this is planned and how the data is already internally stored. Not a vector though but in sorted containers in order to maintain queue positions.Please could you review this. Date Time Of Last Edit: 2021-01-02 14:09:44
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| [2021-01-02 23:50:22] |
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Yes we will add support for the order ID.
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 |
| [2021-01-03 23:44:14] |
| User664240 - Posts: 206 |
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After several attempts to enable MBO for NG and ES in subinstance 3 with no success I felt perhaps as with previous issues the Main instance needs to be enabled as well. Enabling the main instance was issue free and yet with the Identical settings I cannot get the MBO columns to populate. http://www.sierrachart.com/image.php?Image=1609717426665.png |
| [2021-01-03 23:44:57] |
| User664240 - Posts: 206 |
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In sub instance 3
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| [2021-01-04 02:26:05] |
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ES, though I do use the trade-only symbol for MES in case that matters. Based upon what we see Global Settings >> Sierra Chart Server Settings>> SubscribeMarketByOrderDataWhenMarketDepthSubscribe is not enabled.Enable this and reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers Or maybe you are running a version which does not have the logging we are expecting. In which case update to the latest version. 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: 2021-01-04 02:26:23
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| [2021-01-04 02:56:47] |
| j4ytr4der_ - Posts: 918 |
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Oh of course! When I updated, that setting must have gotten reverted. Working once again.
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