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Date/Time: Thu, 20 Jun 2024 19:20:29 +0000

Limit Orders not appearing on DOM Replay/Simulation Trading

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[2021-10-03 18:57:15]
Juicebox - Posts: 3
Hello Sierra Charts Support Person,

I have been wanting to get some practice with DOM trading without spending a ton of money on data feeds and brokers. Your website says that the simulated trading feature is included with the standard $26 package, and it also says "Powered by the Sierra Chart/Denali Exchange Data Feed which provides 1400 levels of market depth for CME symbols." I assumed that with the base package i would be able to get access to the DOM and the Denali Exchange Data Feed since it is SIM, using the "Trading Evaluator" or "Trading Evaluator - Delayed" data feed. Is this not the case? I am using the free trial at the moment by the way. I have set up my DOM, and followed all of your instructions here Replaying Charts: Replaying Trade DOM Windows and here https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayingOfMarketDepthData. I have made sure that all the charts in the chartbook have the same number of days to load, and same number of days in market depth. I have made sure all charts in the chartbook use the global time zone, which is set in my global settings to my correct time zone. I have made sure all the charts in my chartbook have the same "continuous contract" option as well. I went into symbol settings and enabled "Record Market Depth Data" on CL and ES. I have really tried to figure this out on my own, but i still can not get the limit orders in the buy/sell column of the DOM to list anything other than "1". Do i need to pay for the better data feed just to SIM trade? I also saw another section of your website said this in the "Customize Trade DOM and Chart DOM Columns" - "When using the symbols from the Sierra Chart Real-time and Historical Forex/CFD Data Service, there is only one level of market depth data with quantities of 1. In the case of CME futures market symbols, it is necessary that your market data has activated on it the CME exchanges that provide market depth data, in order to see more than one level of market depth data. The CME does charge extra for market depth data, so your account may not have market depth data on it." I am very confused and would love your help. Again, i do not even have a broker. I have only downloaded Your program and am currently using the free trial.

Thanks, Aaron
[2021-10-03 21:18:21]
John - SC Support - Posts: 32495
To begin with, given that you are on the trial and that your setting for Global Settings >> Data/Trade Service Settings >> Current Selected Service is set to SC Data - All Services, then you would be getting the Delayed Data for the CME Group symbols (CL and ES).

This is not a problem, as the delayed data includes the Market Depth, so you should not have any trouble replaying the market depth data.

So the first question is simply - are you getting Market Depth data with your base data? You should be, but as you noted, make sure that you have the correct columns displayed and that you are actually getting the data.

The next question is how far back are you starting your Replay? Keep in mind that the Market Depth has to have been recorded for the time in question.

As part of the above, have you also gone through and setup your system to get the historical market depth data? You will find the instructions at the following link, if you have not already done this, then we recommend getting this setup right away, as it will allow you to get the previous 15 days of market depth data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-10-04 16:10:04]
Juicebox - Posts: 3

Thank you for your quick response. I was able to get everything sorted out for now i believe, with the help of the link that you sent. Thank you! If i have any other questions i will follow up. Thanks!


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