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Direct MessagesDate/Time: Thu, 18 Apr 2024 12:02:57 +0000
DOM levels not visible since version 2207
View Count: 727
| [2021-01-11 15:23:34] |
| User62936 - Posts: 64 |
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Just upgraded from version 2207 and noticed that I'm only getting 1 Bid/Ask on my depth levels with IB data (For ES and NQ). This was on the new version 2215 but also 2211. I have to go all the way back to 2207 for it to display the 10 bid and ask levels. When on version 2215, I notice the full levels flash for half a second every now and then, but then it goes back to just 1 bid/ask. I remember this has happened before and I made a ticket about it and you guys fixed it. But the issue is back in these newer versions. Thanks.
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| [2021-01-25 05:48:56] |
| User62936 - Posts: 64 |
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Do you have any update on this? I tried to download version 2222 now and the issue is not resolved. This happened before last June, and I made a ticket about it, and you guys said it was a compatibility issue with a recent change that was made. Can you fix it again? All DOM levels not visible, only best BID and ASK for new version | Post: 224287 |
| [2021-01-25 08:08:23] |
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We had overlooked this. We will check it again. But it might be somewhat difficult for us to determine the cause.
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 |
| [2021-01-25 08:21:13] |
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Ok we identified two clear reasons why there is a problem with this. And we are not sure why either of them has existed because they are both reasons that should not even be the case at all. So this is puzzling to us. One of them is now resolved and that is sufficient to get this working. You will need to update the symbol settings. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings 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 |
| [2021-01-25 09:22:44] |
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Actually after looking into this more, we do realize a software update is needed. This release is now out. Update to prerelease 2223 following the instructions here: Software Download: Fast Update 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 |
| [2021-01-25 18:41:09] |
| User398861 - Posts: 9 |
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I also have the same issue as the OP. I updated to v2223 64bit (35868) and performed the steps above, update symbols, reload & recalculate chart, close and open market depth window for chart and issue has not resolved. When I first connect to data feed the market depth is displayed but after the next update (1/4 second later or so) it goes back to a single level depth. If I disconnect and then reconnect data service it shows full depth for a moment again and then back to the single level.. while connected the full depth appeared approx once every minute fairly consistently for a while but then stopped this pattern for a period of time before starting up again. This is for ES-202103-GLOBEX in my case. I have also tried loading a fresh new contract of ES-202109 and have similar results with v2223. |
| [2021-01-26 07:15:52] |
| User62936 - Posts: 64 |
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I updated to 2223, and reset the symbol settings, but it does not fix the issue. I see all 10 DOM levels for a second when it first connects, and then back to just the best bid/ask.
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| [2021-01-26 08:57:00] |
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Ok we have now identified one further problem related to this. As we organized the code better regarding market depth data processing the Interactive Brokers market depth data processing gradually became out of date leading to the issue in several areas. The problem though is we cannot even test this because we do not have access to Interactive Brokers 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: 2021-01-26 08:57:21
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| [2021-01-26 10:48:18] |
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Update Sierra Chart to the latest prerelease to have this issue resolved.
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 |
| [2021-01-27 00:26:52] |
| User398861 - Posts: 9 |
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I updated to 2224 64bit (35911) and can confirm that the market depth window is stable coming from IB on my system. I had to set the maximum depth to 10 in the chart settings advanced tab as the depth window originally showed 20 levels each way and I did not know if those values past level 10 were correct or not. My time&sales max depth for data service setting is at 10. Once I set the chart settings max depth to 10 everything matched up. When I set the chart settings max depth back to 0 the depth window stayed at the 10 levels. I have only ever seen 10 levels on TWS and in previous versions of SC so believe the maximum I should expect to see from IB data is 10. Thank you for taking the time to provide this fix for those of us on IB. |
| [2021-02-04 02:09:59] |
| User398861 - Posts: 9 |
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A followup on this item. I have noticed that during realtime the depth window after v2224 appears similar as with v2207, however when using the replay function to play back the day to test strategies the depth window is not playing back the depth data properly. If it would help, I could run v2207 and v2226 (or latest prerelease) on two different computers at the same time to be able to see the differences in the saved depth files. Date Time Of Last Edit: 2021-02-04 02:19:25
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| [2021-02-04 14:43:47] |
| John - SC Support - Posts: 30927 |
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Refer to the information here: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-02-07 03:55:59] |
| User398861 - Posts: 9 |
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I performed the steps mentioned and ran both v2207 & v2226 as a test on the same machine from different directories. When I replay v2226 some of the depth data levels within 10 steps of bid/ask disappear occasionally. I have set to record 10 levels in the symbol settings and also within the chart settings. As a test I copied the file ES-2021-GLOBEX.2021-02-05 recorded in the v2207 market depth data directory over in to the v2226 directory market depth directory after renaming the v2226 file, re-ran v2226 replay again for the same time period and the depth playback was ok. When I restore the original v2226 depth file the playback had the drop outs during that same time period that played ok with v2207 data file. |
| [2021-02-07 15:05:53] |
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We had a look at this, and we do not know why this would be a problem. There is something about the market depth from Interactive Brokers which is triggering the problem. We cannot make an assurance that this is going to work properly with that depth data with how everything is designed now. Although we do not know why there would be a problem to begin with. It does not really make much sense and this is not something we would look into. We do not even have access to IB market depth anyway. 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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