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Date/Time: Thu, 28 Mar 2024 21:08:29 +0000



Replaying Market Depth Historical chart

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[2021-05-08 13:46:40]
amirN - Posts: 159
I have set the numbers of days to load for my Market Depth Historical chart to 10 days as otherwise I was getting into memory problem (I have 32GB of memory!).

If I want to replay from a date more than 10 days before, the Market Depth Historical chart does not replay although the .Depth files are available.

How can I replay charts that are further back than a few days ago?
[2021-05-10 15:30:18]
John - SC Support - Posts: 30444
As long as you have the depth data back to where you are starting your replay, then the depth data will show up where the replay starts.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-10 17:59:31]
amirN - Posts: 159
Sorry I do not understand.
What do I have to do, to be able to replay a day that is 60 days prior? As soon as I load more than 10 days of data (about 1.6GB) I run into memory problem i.e. SC is failing to load the depth data.
[2021-05-10 20:05:52]
John - SC Support - Posts: 30444
Just go back to the point in time for which you want the replay to start and start your replay.

As long as you had Market Depth data recorded at that point in time, you will see the Market Depth data displayed during your replay.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-10 20:34:36]
amirN - Posts: 159
I am afraid it does not work for me.
1- I have a market depth chart with 4 days of data
2- I have .depth file for ESM21_FUT_CME.2021-04-06.depth
3- I use a single chart replay to 2021-04-6
4- no depth data shown on the chart i.e. it does not go to a time before the loaded data.
Please see attached
Date Time Of Last Edit: 2021-05-10 20:39:18
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[2021-05-10 21:06:31]
Zosimus - Posts: 345
Hi amirN.
Are you sure that the file ESM21_FUT_CME.2021-04-06.depth has depth data for this whole day?
If your charts didn't work through the whole day then you probably don't have depth data for the whole day.
There is a way to download historical depth data as described here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data
But only 15 days back are available with this method.
Date Time Of Last Edit: 2021-05-10 21:07:43
[2021-05-11 07:25:00]
amirN - Posts: 159
Yes.

I have done another experiment.

1- changed the chart to have 10 days of data.
2- Went back to 2021-05-06 and made sure the depth was available and displayed.
3- Changed the chart to have 2 days of data.
4- Tried to replay 2021-05-06 but the start of replay is 20121-05-9 with no depth data
[2021-05-11 14:17:50]
Sierra Chart Engineering - Posts: 104368
This chart shows a replay starting 2021-5-6:
https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=50961

Refer to:
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: 2021-05-11 14:35:45
[2021-05-11 14:42:53]
amirN - Posts: 159
As I have said in the post 5 above:

4- no depth data shown on the chart i.e. it does not go to a time before the loaded data.

It might be that as data was loaded for 4 days in the above example, it did not show days before 2021-05-06 (as shown in the chart you have mentioned) after asking to reply 2021-04-6. There could be an option somewhere that would re-load the chart on the day of replay that I do not know about.


In the post 7 above I think I have tested the above hypothesis which you can simply do as well by following the steps.
[2021-05-11 17:56:02]
Sierra Chart Engineering - Posts: 104368
This is the full documentation relevant to this issue:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying

If you do not see historical market depth data at a particular time on the chart, then it is for one of the reasons explained in that section.

There simply is no other information we have.

Also, the number of market depth days to load, cannot be larger, than the number of days to load in the chart. The additional days of market depth data will not get loaded in the chart in this case.


We cannot provide any further help. You also may want to try to download market depth data, again for those days:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

Would be best in this case to delete the existing market depth data files first.
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: 2021-05-11 18:01:18
[2021-05-11 20:44:39]
amirN - Posts: 159
That does not answer my question:
What do I have to do, to be able to replay depth data on a day that is 60 days prior?

Just to make it absolutely clear:
Pic 1 number of days loaded is set to 6
Pic 2 set the replay to 21-05-06
Pic 3 The depth are shown

Pic 4 The number of days to load is set to 2
Pic 5 set the replay to 21-05-06
pic 6 the depth are not shown

So the depth data are there and valid but not shown in replay if the number of day to load is set low.

If I want to replay a date 60 days prior I have to set the number of days to download to 61 and SC throws memory error and would not load the file as the memory required is considerably more than 1.6GB. Then how can I replay those days?
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[2021-05-11 20:45:26]
amirN - Posts: 159
File attached
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[2021-05-12 14:35:35]
John - SC Support - Posts: 30444
First, the images you are showing are inconsistent. You show Depth Data on 5/6 around 08:50, but then when you show the replay you are showing 5/9 around 17:00. Additionally, you are only showing a few bars in the chart on 5/9.

So, if you have the Market Depth data on 5/6, then when you run the replay do you have the Market Depth data on 5/6?

Additionally, you do not need to load the 61 days of Market Depth. This is what we are trying to tell you. Just leave that setting at 10. And as long as you have Market Depth for the day in question (5/6) then, when you run the Replay, it will display the Market Depth for that day, as at that point, it is the current day and will be included in the 10 days of Market Depth to load.

One final pointer, when wanting to look back at a specific day, use the Use Date Range option and set it to the day you want. So when you want to see if there is depth data on 5/6, just enter 2021-05-06 for both the From and To date range. You will then get just that day displayed in the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-12 15:02:04]
amirN - Posts: 159
The image is what I get on the screen. If I have the number of day set to 2 even when I use exactly the same setting for replay (5/6 as in pic5) the replay starts at 5/9 i.e. a day before (as in pic 6).

--
Additionally, you do not need to load the 61 days of Market Depth. This is what we are trying to tell you. Just leave that setting at 10. And as long as you have Market Depth for the day in question (5/6) then, when you run the Replay, it will display the Market Depth for that day, as at that point, it is the current day and will be included in the 10 days of Market Depth to load.
---
This is not my experience as I have said it so many times (I wish I could have this).

Even when I use CTRL-ALT-G and go to any time and date before 5/9 (when 2 days of data loaded) the display starts at 5/9. The only way I can see the day I want is to increase the number of days loaded. Perhaps there is an option I am missing. I am using SC 2253 64-bit.

Also I found out that this is happening on my price chart as well i.e. I cannot go to or replay any day that is not loaded in the "number of days to load".
[2021-05-12 15:57:30]
John - SC Support - Posts: 30444
Please do the following for us:
- Open your chart and set the following in Chart Settings:
- Use Date Range
- From: 2021-05-06
- To: 2021-05-06
- Market Depth: 10
- Make sure the Market Depth Historical Graph is displayed and take an image of that screen. It should show that you have Market Depth Data.

- Change your Chart Settings to the following, leaving everything else the same:
- Use Number of Days to Load: 10

- Open your Replay Chart window and Enable: Use Start Date-Time
- Date: 2021-05-06
- Time: a time that is shown in the image taken above for 5/6 that shows Market Depth

- Select Play and let it play for a few minutes to show the data. Let us know what you see.

- Change your Chart Settings to the following, leaving everything else the same:
- Market Depth: 2

- Repeat the Replay as specified above and tell us whether you see the Market Depth or not.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-12 20:06:06]
amirN - Posts: 159
Please do the following for us:
- Open your chart and set the following in Chart Settings:
- Use Date Range
- From: 2021-05-06
- To: 2021-05-06
- Market Depth: 10
- Make sure the Market Depth Historical Graph is displayed and take an image of that screen. It should show that you have Market Depth Data.
Pic 1 and Pic 2

- Change your Chart Settings to the following, leaving everything else the same:
- Use Number of Days to Load: 10
Pic 3

- Open your Replay Chart window and Enable: Use Start Date-Time
- Date: 2021-05-06
- Time: a time that is shown in the image taken above for 5/6 that shows Market Depth
Pic 4

Select Play and let it play for a few minutes to show the data. Let us know what you see.
Pic 5

- Change your Chart Settings to the following, leaving everything else the same:
- Market Depth: 2

- Repeat the Replay as specified above and tell us whether you see the Market Depth or not.
pic 6

I have changed the chart setting to
Number of Days to Load: 2
Market Depth: 2
Pic 7 and pic 8 and pic 9
The chart is not displayed and the start time is 2 days ago. This is the same with price chart as well
Date Time Of Last Edit: 2021-05-12 20:11:28
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[2021-05-12 20:06:52]
amirN - Posts: 159
File attached
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[2021-05-12 20:08:09]
amirN - Posts: 159
File attached
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[2021-05-12 20:31:33]
John - SC Support - Posts: 30444
We see that everything is working as it should. When you set the Market Depth to only be 2 days, when you started the Replay, you had your Market Depth displayed on 5/6, since it was the front day at that point during the replay.

What you are seeing in the last situation you cover, where you have only 2 days loaded is correct. You have to have the days loaded that covers the time frame for which you will be replaying your charts. So if you want to do a replay from 5/6, you have to have at least 6 days of data loaded. But, you do NOT need to have that many days of Market Depth. Just keep the Market Depth number of days at 10 and set the number of days to load to what you need to run the replay for the days you want to cover.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-05-12 20:32:27
[2021-05-12 21:03:37]
amirN - Posts: 159
OK, I think I know where I am going wrong.

The "market Depth" in the setting windows is the number of days the market depth data is loaded.
So if I want to replay 60 days prior without running into memory problems the values should be set as:
The number of days to load to 61
Market depth to 4
In the setting window (F5)

One last question is there any way I can look at a few days of depth data 60 days prior without the replay function, using something "goto date-time"or preferably by syncing charts. Since if I set the "market Depth" to a low value like 4, there would be no display of depth data if I scroll back more than 4 days.
Date Time Of Last Edit: 2021-05-12 21:09:45
[2021-05-12 21:17:18]
John - SC Support - Posts: 30444
OK, I think I know where I am going wrong.

The "market Depth" in the setting windows is the number of days the market depth data is loaded.
So if I want to replay 60 days prior without running into memory problems the values should be set as:
The number of days to load to 61
Market depth to 4
In the setting window (F5)

Yes, exactly.

One last question is there any way I can look at a few days of depth data 60 days prior without the replay function, using something "goto date-time"or preferably by syncing charts. Since if I set the "market Depth" to a low value like 4, there would be no display of depth data if I scroll back more than 4 days.

To do this, you need to use the Use Date Range From/To option. Refer to the following:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#UseDateRangeFromTo
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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