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Direct MessagesDate/Time: Fri, 26 Apr 2024 13:06:33 +0000
On Hang Seng futures Chart DOM - Replay does not show Market Depth Pulling/Stacking
View Count: 436
| [2023-01-03 04:02:13] |
| winglok206 - Posts: 5 |
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Hello. When I do replay on the chart, the chart DOM could show Bid / Ask Volume and many field except the market depth pulling / stacking. The latter values remain as 1 unchanged. I have no problem on the pulling/stacking in non-replay scenario. The current symbol of my chart : HSIF23-HKFE |
| [2023-01-04 21:30:40] |
| John - SC Support - Posts: 31131 |
|
Can you please give us an image of what you are seeing. Refer to the following instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-01-04 23:53:23] |
| winglok206 - Posts: 5 |
|
I have attached a mp4 for your reference. On the blank panel to the right, which refers to market depth stacking and pulling, it is all blanked during replay. But they are not blank in the live session. |
Private File |
| [2023-01-05 17:44:26] |
| John - SC Support - Posts: 31131 |
|
If, by the "panel on the right", you are referring to the Trading DOM window, then it is not showing anything during the replay as the price range is out of view. During the replay the prices are around 20400, but the Trading DOM has the highest value at 20216.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-01-05 21:50:14] |
| winglok206 - Posts: 5 |
|
No I was referring to the Chart DOM, not the Trade DOM. In the chart DOM, there is no quantity displayed for the black column of buy and sell in the replay. In the live trading, the same columns show the resting order and the market depth pulling/stacking.
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| [2023-01-05 23:32:46] |
| John - SC Support - Posts: 31131 |
|
Refer to the following: 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 |
| [2023-01-09 17:48:16] |
| winglok206 - Posts: 5 |
|
Hang Seng future is on Sierra Chart Exchange Data Feed. Could it still support replay on Market Dept pulling/stacking for the trade DOM ? i'm not getting it clearly from the link provided. |
| [2023-01-09 21:32:02] |
| John - SC Support - Posts: 31131 |
|
Yes, it will support the Pulling/Stacking during a replay as long as you have captured the Bid and Ask data up front. This is what the link we pointed you to is giving you the instructions to do. You will only be able to replay the Market Depth that you have already captured for the HKFE data. So once you have it setup, it will only be from that point forward. We do not have historical market depth data for the HKFE.
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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