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Date/Time: Fri, 29 Mar 2024 11:52:57 +0000



Bid/Ask Depths Study stop updating Live every 10 seconds until i refresh the chart

View Count: 365

[2023-01-08 11:38:59]
r3create - Posts: 12
Hi the Bid/Ask Depths study will show the Bid Ask depth calculation based on my settings, for example, Ratio, and after several seconds, it will stop updating the subgraph as time continues to pass. It isn't until i go into Study, and hit Apply (no change was done) that it refreshes the chart and the study updates the last 20seconds that has not been updated live, and it continues to update live and works normally. It will update live and perform as expected for about ~10seconds and the study will stop updating live again until i refresh the chart again.

I attached a screenshot. The green box is the study working normally, the red box is when it seems to stop working until i refresh the chart.
imagebidask depth study not updating live.PNG / V - Attached On 2023-01-08 11:37:34 UTC - Size: 180.46 KB - 74 views
[2023-01-08 18:04:19]
Sierra_Chart Engineering - Posts: 13625
Provide us that chart by following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-16 06:49:26]
r3create - Posts: 12
Please see the requested Chart.
attachmentBidAskDepth.Cht - Attached On 2023-01-16 06:48:39 UTC - Size: 27.51 KB - 89 views
[2023-01-16 17:48:36]
John - SC Support - Posts: 30444
We are not having any issue with the Chartbook you gave us. The one thing we do see, however is that the Lock Fill Space option is enabled, but it is right at the edge of the chart, so the only thing we can think is that the chart is actually scrolled back by a bar which would result in not seeing the most recent data as it is added to the chart. Refer to information here:
Working With Charts: Right Side Fill Space
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: 2023-01-16 17:49:00
[2023-01-16 20:24:04]
r3create - Posts: 12
I dont think that’s the issue. I can see price being updated in realtime and i know that the price is accurate. However, the study itself at the bottom will not update accurately until i go to Studies -> Click Apply. For some reason, refreshing the chart like that will backfill the missed study data.

My guess is that i may have a limit enabled for how much bid ask data i can download? Something like that?

2nd question: I noticed that the BidAsk depth study will only record and save data as long as i have sierrachart up and running. If i try to look at the bidask depth from a time that i didn't have sierrachart up and running, the data will not be there. Is this data not downloaded when my charts are loaded? How can i see the historical bid ask depth data/download it?
Date Time Of Last Edit: 2023-01-16 20:51:14
[2023-01-16 21:17:56]
John - SC Support - Posts: 30444
Actually - you should not get any data for the Bid Ask Depth Bars, as you are not setup to get the Market Depth data, and the Bid/Ask Depth Bars are based on this data.

If you want to change your exchange selection, you can do so at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

Keep in mind that the exchanges are not pro-rated, nor do they give refunds. So any new exchanges you activate will cost the full amount for the remainder of this month. And any exchange that you deactivate will still be available through the end of the month, it will just not renew automatically next month.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-16 21:27:11]
r3create - Posts: 12
ok, please note that i thought this was the issue at first, so i paid for exchange data to see if the problem would be resolved. It was not, so i deactivated my exchange data the same-day.

I have top of book depth data and that is what i am expecting to be plotted on my chart, but as you can see from the red box in my screenshot, it is erratic and will not become a continuous line until i refresh the chart. This is exactly what happened even if i buy full book data. Please believe me, i already paid $34 for full-book cme data, it did NOT fix the issue, so i de-activated it.
[2023-01-16 22:25:34]
John - SC Support - Posts: 30444
Full Book data should resolve this.

The way to test this - without having to pay anything additional - is to close your chartbooks and then set your Global Settings >> Data/Trade Service Settings >> Main Settings >> Current Selected Service to SC Data - All Services.

then change to the Common Settings page on that window and change the option for Allow Support for Sierra Chart Data Feeds to No. Select OK to close that window.

Then select File >> Disconnect, followed by File >> Connect to Data Feed.

Then open a new chart for the symbol ESH23-CME (entered exactly as that) and you should be getting the Delayed Streaming data for that symbol. Wait at least 10 minutes to make sure that any new data that was added that might have been up to the current time is passed the delay time. Turn on your Chart DOM by selecting Trade >> Show Market Data Columns. You should then be seeing properly updating Bid/Ask data in your DOM.

Add the Bid/Ask Depth Bars to that chart and see how they look. They should be correct. If they are, then you know that this is related to the Market Depth data and the need for it.

You can then change back to your Trading Service and decide what you want to do about the data. Just do not forget to change the Allow Support For Sierra Chart Data Feeds back to Yes and disconnect and reconnect to the data feed.
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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