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Date/Time: Sun, 03 Mar 2024 22:46:37 +0000



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

View Count: 234

[2023-11-29 08:39:05]
User408639 - Posts: 52
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
imageReplay does only display one LMT for DOM.png / V - Attached On 2023-11-29 08:37:21 UTC - Size: 590.03 KB - 43 views
imageReplay does only display one LMT for DOM---stopped.png / V - Attached On 2023-11-29 08:37:25 UTC - Size: 617.75 KB - 37 views
attachmentG7FX Foundation DOM Chartbook updated 2022-Jan-2022-10-28-re.cht - Attached On 2023-11-29 08:39:02 UTC - Size: 46.87 KB - 75 views
[2023-11-30 15:44:09]
John - SC Support - Posts: 29568
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]
User408639 - Posts: 52
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]
John - SC Support - Posts: 29568
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]
User408639 - Posts: 52
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]
User150671 - Posts: 45
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]
John - SC Support - Posts: 29568
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]
User408639 - Posts: 52
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.
imageReplay 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 - 12 views
[2024-01-25 19:04:39]
John - SC Support - Posts: 29568
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]
User408639 - Posts: 52
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
imageDOM.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 - 8 views
imageDOM.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 - 6 views
imageDOM.Market Depth historical Graph.partially out of sync ESh2.png / V - Attached On 2024-01-31 08:09:09 UTC - Size: 431.8 KB - 6 views

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