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[Bug][Replay] Replay does only display one LMT for DOM.

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[2023-11-29 08:39:05] #1 [Go To First Post]
User408639 - Posts: 59
Moin Moin. As the screenshots show.: Replay does not show all LMTs for the DOM. But it used to work.: In order to test it, I did use an old Cht, for which I did it half a year ago and did just roll-over the symbols. (Maybe it is a release-specific bug.). _Tschüß, __Michael. Date Time Of Last Edit: 2023-11-29 08:39:20


Replay does only display one LMT for DOM.png / V - Attached On 2023-11-29 08:37:21 UTC - Size: 590.03 KB - 65 views Replay does only display one LMT for DOM---stopped.png / V - Attached On 2023-11-29 08:37:25 UTC - Size: 617.75 KB - 57 views G7FX Foundation DOM Chartbook updated 2022-Jan-2022-10-28-re.cht - Attached On 2023-11-29 08:39:02 UTC - Size: 46.87 KB - 97 views

[2023-11-30 15:44:09] #2 [Go To First Post]
John - SC Support - Posts: 31159
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

[2023-12-01 12:45:33] #3 [Go To First Post]
User408639 - Posts: 59
Moin Moin. It still persists. I did.: 1. Set the "continuous contract (list)" to "Continuous Futures Contract - Date Rule Rollover, Back Adjusted" . 2. Set the days to load to 742. 3. Used Replay on.: a. all Windows at all, b. all Windows with the same link-number, Anyways.: The DOM did only display an LMT-depth of 1 as soon as the replay did start. _Cheers, __Michael. P.S.: The same is true if I am using a very old chartbook, and just roll-over the symbols. Date Time Of Last Edit: 2023-12-01 12:52:57

[2023-12-01 17:09:38] #4 [Go To First Post]
John - SC Support - Posts: 31159
You need to read through the section for replaying the Market Depth data here: Replaying Charts: Replaying of Market Depth Data If you do not have the market depth, then you would need to download it. Refer to the information at the following link: 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

[2023-12-08 16:11:23] #5 [Go To First Post]
User408639 - Posts: 59
Moin Moin. So I did read from top to bottom.: 1. "https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph#StepByStepInstructions" and made sure, that I had.: a. applied "Enable the Record Market Depth Data option by selecting Yes in the Custom list.", b. Dis- and Re-connected SierraChart. 2. "https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayingOfMarketDepthData", 3. "Market Depth Historical Graph a. including "#DownloadingOfHistoricalMarketDepthData". Nothing helped. I did even try to reinstall SC, and used it on another machine, but quoting Commander Worf.: No effect Sir. Can I, somehow diagnose, why the DOM-Charts (as well as the "Market_Depth_Historical_Graph"-Study) do not ee more than 1 level and one LMT-order, of the replaying starts. It seems, that, sometimes, the data does appear, if I am running the rplay for some time woth 480x-speed. But right now, I have not been able to make out a steadfast rule. Shall I create a reduced CHT-Example. Tschüß, Michael.

[2023-12-08 18:04:38] #6 [Go To First Post]
User150671 - Posts: 46
Try right clicking a chart of the instrument in question - before replaytime and Select "Download Depth Data from Date-Time"

[2023-12-08 19:22:50] #7 [Go To First Post]
John - SC Support - Posts: 31159
As noted by User150671, you need to ensure you have the Market Depth data for the time period being replayed. If you do not have it, then you need to download it. Refer to the following for this: 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

[2024-01-25 18:51:08] #8 [Go To First Post]
User408639 - Posts: 59
Moin Moin. Happy New Year. As John did instruct me, I prepared the download of historical data, and I do.: 1. see it within the Time&Sales-Window (encased in orange), 2. as well as the MKT.-Orders (encased in yellow) from the starting-time of the replay on. But the LMTs are missing.: Please see "Replay does only display one LMT for DOM, but it does show the Time&Sales.png" . Do You understand, what happened.: Is it even possible to download the MKTs, but not the LMTs. _Tschüß, __Michael.


Replay does only display one LMT for DOM, but it does show t.png / V - Attached On 2024-01-25 18:49:56 UTC - Size: 343.06 KB - 29 views

[2024-01-25 19:04:39] #9 [Go To First Post]
John - SC Support - Posts: 31159
The Limit orders in the market are what make up the Market Depth. Make sure you open a Chart for the same symbol and scroll back to where you want to get the Market Depth from and then download the data from that point. The instructions for this are at Step #8 at the following link: 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

[2024-01-30 13:36:23] #10 [Go To First Post]
User408639 - Posts: 59
Moin Moin. As I did, what You porposed, I had a major improvement.: 1. At first replaying the ESh24-CME starting at 2024-01-09T12:54:45.459EST ther was only one LMT for each Offer and Bid.: Please see "DOM.no ESh24-CME─LMTs at the start at 2024-01-09T12˸54˸45.459EST.png" . _____Encircled in green are the Time&Sales─time-stamps. _____In yellow You can find the LMTs. 2. Having replayed about 50 minutes the real LMTs came in.: Encircled in yellow in "DOM.found ESh24-CME─LMTs at 2024-01-09T13˸44˸54.958EST.png" . So the Download did work, and I do have a workaround. If You have any idea on estimating, when the LMTs do set in, I would like to hear it. Unfortunately, the replay stops to show data at other points in time, after a few minutes, i.e., the LMT-numbers do freeze despite of MKTs coming in. !!!So the function is only intermittent.!!! _Cheers, __Michael. P.S.: The time 2024-01-09T13˸44˸54.958EST is also the time, where the Market Depth historical Graph study is being re-synchronised. But it does show some phases, where data is available (encircled in blue), and some blank areas (encircled in red).: Actually three of each of these phases in "DOM.Market Depth historical Graph.partially out of sync ESh24-CME─LMTs before 2024-01-09T13˸44˸54.958EST (i.e., the re-synchronisation time).png" . Date Time Of Last Edit: 2024-01-31 11:13:04


DOM.no ESh24-CME─LMTs at the start at 2024-01-09T12˸54˸4.png / V - Attached On 2024-01-30 13:35:46 UTC - Size: 299.41 KB - 29 views DOM.found ESh24-CME─LMTs at 2024-01-09T13˸44˸54.958EST.png / V - Attached On 2024-01-30 13:35:52 UTC - Size: 230.95 KB - 26 views DOM.Market Depth historical Graph.partially out of sync ESh2.png / V - Attached On 2024-01-31 08:09:09 UTC - Size: 431.8 KB - 29 views

[2024-03-10 18:59:51] #11 [Go To First Post]
User408639 - Posts: 59
Moin @John. Tinkering round wiht it, I saw, that, at least within my last tests, "Chart Settings\Market Depth\Maximum Market Depth Levels" is resetting itself to "0". If I am changing it to 50 and continue to replay the data, the LMTs are dropping in. So.: Problem solved. (Maybe You can mention it on "https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#DownloadingOfHistoricalMarketDepthData"). _Tschüß, __Michael. Date Time Of Last Edit: 2024-03-10 19:00:36

[2024-03-11 17:19:23] #12 [Go To First Post]
John - SC Support - Posts: 31159
Having "Chart >> Chart Settings >> Market Depth >> Maximum Market Depth Levels" set to "0" means to display all of the levels. Therefore having this as 0 or 50 should not have any difference on whether you are able to see the data or not. It will only affect the number of levels that you do see. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-03-29 16:31:22] #13 [Go To First Post]
User408639 - Posts: 59
Moin Moin. You are right.: It does not work in a new NQ-chartbook. Can we, please, open a paid bug-support-case for this one. _Hayppy Easter-Days, __Michael. P.S.: Iff You can compare two chartbooks' settings on the binary level, then the both of them, might be helping.


2024.Y,Q,M,W,RTH-Färbung. bis 2024-02-02 eingezeichnet&Tici.cht - Attached On 2024-03-29 16:30:58 UTC - Size: 212.08 KB - 31 views 2024.Y,Q,M,W,RTH-Färbung. bis 2024-02-02 eingezeichnet&Tici.cht - Attached On 2024-03-29 16:31:15 UTC - Size: 204.16 KB - 48 views

[2024-03-29 17:10:59] #14 [Go To First Post]
User408639 - Posts: 59
P.S.: I have to correct myself. Since the last ime, it stopped working. Is there a means to debug this using the logs.

[2024-03-29 19:09:59] #15 [Go To First Post]
John - SC Support - Posts: 31159
What exactly is the problem at this point? Is this still related to not getting the Market Depth data while running a replay? Are you getting all the Market Depth while you are live? Also, the two chartbooks you attached have the exact same name, so there is no way for us to differentiate them. And what exactly is supposed to be the difference between them? We are not sure what stopped working, but keep in mind the exchanges are not open today for the Good Friday holiday. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-03-30 21:54:16] #16 [Go To First Post]
User408639 - Posts: 59
Moin @John. Jau, exactly. With the replay having been switched off, the data is there "DOM showing live.png". The settings are.: 1. "DOM showing live.png" does show the symbol-setting.: "Record Market Depth Data"=yes. 2. "Support Downloading Historical Market Depth Data"=Yes. 3. I did check the settings, then dis- and re-connected the data-feed, and re-downloadad/calculated the charts. 4. After that I did restart the replay. _Cheers, __Michael.


DOM showing live.png / V - Attached On 2024-03-30 21:33:03 UTC - Size: 570.39 KB - 19 views DOM Symbolsettings.png / V - Attached On 2024-03-30 21:34:38 UTC - Size: 46.36 KB - 19 views ˮSupport Downloading Historical Market Depth Dataˮ=Yes.png / V - Attached On 2024-03-30 21:40:52 UTC - Size: 48.9 KB - 19 views

[2024-03-30 22:06:01] #17 [Go To First Post]
Sierra_Chart Engineering - Posts: 14126
First, you are going to have problems and very very long time to download the amount of market depth data you have specified: 742 days. This is too high. We recommend specifying this at a smaller number like 5. Depending upon your Internet connection you may never get that amount of data. It may take an excessive amount of time, like hours or even a day and just simply may fail. We cannot provide a solution to you with that amount of depth data being downloaded. It will simply take a long time and can fail based upon your Internet connection. 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 Date Time Of Last Edit: 2024-03-30 22:08:51

[2024-03-30 22:27:01] #18 [Go To First Post]
User408639 - Posts: 59
P.S.: If I am starting a replay at 500x-speed for a bit more than 0,5 days, then there are some DOM-Data-patches within the Market Depth Historical Graph, but they are very sketchy. P².S.: I do run the latest version of SC64.


DOM after replaing 0,5days with 500x speed.png / V - Attached On 2024-03-30 22:26:47 UTC - Size: 1.04 MB - 17 views

[2024-03-30 22:42:05] #19 [Go To First Post]
User408639 - Posts: 59
Moin Moin. Firt of all.: thank You for having a closer look at it in the midst of the Easter-weekend. As for the 742-das I wanted to combine it wiht the ZPO-studies. However, I am trying to replay market-situations in order to train my trading-skills. So Your proposition is to limit it to 1 trading-week. If it is ok for You, I can limit it to 3 weeks and decouple the chart-linking wiht respect to the "days to Load". So I am now just linking the time-zone and the symbol. I am guessing, that the 742-days to load are fine for the TPO, because it is not using the market-depth, or do You object.: It is important to see the contextual levels, where the profiles have been accumulating value in the past, which might have happened quite more than 52 weeks ago. So I hope that decoupling the loading-times for the TPO and the market-depth is enough. _Cheers, __Michael.

[2024-03-31 18:18:37] #20 [Go To First Post]
User408639 - Posts: 59
P.S.: After having reduced the "Days to load" for DOM to 20, as You told me to, the DOM does show crooked data.: 1. The DOM/LMT-numbers are not changing (i.e. frozen), 2. the border between bid and ask is below the switch-point from the bid to the offer-side as shown within "days to load reduced to 20 for DOM→DOM crooked after showing up.png" . So the DOM-data is lagging/freezing. Can I see in the logs, why this happens. Date Time Of Last Edit: 2024-03-31 18:19:27


days to load reduced to 20 for DOM→DOM crooked after showi.png / V - Attached On 2024-03-31 18:18:28 UTC - Size: 32.07 KB - 18 views

[2024-04-01 14:17:30] #21 [Go To First Post]
John - SC Support - Posts: 31159
With regards to the Market Depth data, we only keep 6 months of historical Market Depth data, so you can not get 742 days of that data. The TPO charts use actual trades, not the Market Depth data, so you can use whatever you want for this in terms of the time. You will just be limited to the amount of historical data we have (although 742 days is not a problem). Refer to the following: Sierra Chart Historical Data Service: What is Included We do not understand your last post and the situation involved. Is this during a replay and do you have everything setup properly for the replay? 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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