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lvl2 market depth denali/rithmic/apex

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[2024-05-30 18:51:32] #1 [Go To First Post]
rh147 - Posts: 3
hello, Ive got the service package 12 and im setting up an apex funded acc to trade with sierra is it possible to see full market depth with the denali as currently when i log into apex via rithmic in sierra the DOM only shows limit orders 1 tick above and below price. thank you


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[2024-05-30 19:33:39] #2 [Go To First Post]
John - SC Support - Posts: 40745
If you use our Denali Exchange Data Feed for your data, then you can view the Market Depth data with up to 1400 levels. Since you are also on Package 12, you can view the Market by Order data, refer to the following: Market By Order Data Right now, you are getting your data from Rithmic. You just have to make sure that you activate an exchange option that includes the "Market Depth" data. Also, keep in mind that in order to get the real-time data for the CME Group, you need to have a live, funded, futures trading account. And you need to be able to connect your Sierra Chart software to that account at least once a month for verification. Refer to the following: Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges If you do not have an account that meets the above requirements, then we recommend the solution outlined at the following link: Easy Solution to CME Funded Trading Account Requirement Once you have the above worked out, then you can setup the real-time data for the CME Group by following these instructions: Denali Exchange Data Feed: Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-06-19 23:33:00] #3 [Go To First Post]
Brookwood - Posts: 28
Hi- I'm piggybacking on the OP's post because of the significant overlap with my issue. TL;DR: My market depth maxes out at 5 levels no matter if I have my data source set to 'Rithmic' or 'SC Data', Sim or Live. Replay, however shows all the levels. All the limiting settings in Chart-> Chart Data are set to zero. I'm combining ticks for depth on the ES chart by 2 ticks. The Market Depth window displays exactly 50 levels. If I was receiving Top of Book from Rithmic, it's my understanding that it would only present best Bid and Ask since I'm not paying them for depth. Is there a setting I'm overlooking? Thanks in advance.

[2025-06-20 14:19:21] #4 [Go To First Post]
John - SC Support - Posts: 40745
What is one symbol for which you are having this issue? All of the items to go through are called out in the following documentation for this issue: File Menu: Not Receiving the Full Number of Market Depth Levels There is no reason for you to see a limited number of levels during live and something different when replaying a chart. These should be the same. Are you referring to the Bid/Ask columns, or some other column in the DOM? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-06-20 20:23:24] #5 [Go To First Post]
Brookwood - Posts: 28
Is there a setting I'm overlooking? The symbol settings had differing depth limits which still does not explain to me how replay had many levels, or how I got all the depth levels in the first place since there was a cap at the start of the data chain. But that issue is fixed now or at least moot. Thanks for pointing me in the right direction. But this now brings up another question: If Rithmic is the trade service and Sierra is providing the data, is it expected behavior for a replay to be only top-of-book unless I switch to 'SC data' in the 'Current Selected Service List' dropdown of the 'Data Trade Service' settings? Or does this somehow have to do with the 'allow recording' setting in Symbols ? I tried forcing download of historical market depth with Rithmic as the Trade service with the same result. Date Time Of Last Edit: 2025-06-20 20:31:24

[2025-06-20 20:26:47] #6 [Go To First Post]
John - SC Support - Posts: 40745
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

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