Support Board
Date/Time: Sun, 07 Sep 2025 14:38:40 +0000
Market Depth Historical Graph Not Displaying Complete Information
View Count: 137
| [2025-09-03 13:27:58] |
| localman - Posts: 48 |
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I have a chart with market depth heat map and it doesn't display full data it will only display the depth in one direction and not the other. Any help is appreciated. Please see screengrab. |
 image_2025-09-03_062734877.png / V - Attached On 2025-09-03 13:27:35 UTC - Size: 19.65 KB - 24 views |
| [2025-09-03 15:59:52] |
| John - SC Support - Posts: 41652 |
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Please get us that chart so we can take a look. Follow these instructions to get us the chart: Support Board Posting Information: Providing Chartbook with Only a Single Chart 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: 2025-09-03 16:01:51
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| [2025-09-03 20:35:25] |
| localman - Posts: 48 |
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Ok here it is. Let me know if there is a problem.
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 Chartbook3.Cht - Attached On 2025-09-03 20:34:40 UTC - Size: 4.21 KB - 10 views |
| [2025-09-03 21:40:09] |
| John - SC Support - Posts: 41652 |
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We are not seeing any issue with your chart in the chartbook you sent us. Attached is an image of what we see. We do want to point out that since you are using a "Trade And Current Quote Symbol" and the option for "Use as Trade Only Symbol" is set to "No", you are actually viewing the Market Depth for MNQ and not NQ. If you want the Market Depth for NQ, then be sure to set "Use as Trade Only Symbol" to "Yes". Refer to the following: Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) Be sure to check the actual chartbook you sent us and see if everything looks good in there. If so, then the implication is that there is something wrong with the original chart. We would recommend starting a new chart. Otherwise, we really do not know why you would have an issue. The one thing we would say to check is the drive space where Sierra Chart is loaded, although we would expect to not see any Market Depth after a certain time in this case. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-04 12:44:35] |
| localman - Posts: 48 |
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Hmm the chart only shows market depth where price has already been and doesn't show it below the low and above the high. It has to kind of discover the market depth instead of it loading all the data. It's hard to explain. But there is supposed to be many levels loaded and and left with just few levels. Like in the attached image there is zero market depth below 23472.25? I find that hard to believe. |
| image_2025-09-04_054319026.png / V - Attached On 2025-09-04 12:43:22 UTC - Size: 10.55 KB - 11 views |
| [2025-09-04 13:13:55] |
| localman - Posts: 48 |
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For example then price took out yesterday's initial balance low and now there still is no depth below. It is "discovering" it as we go.
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| image_2025-09-04_061343258.png / V - Attached On 2025-09-04 13:13:44 UTC - Size: 14.11 KB - 10 views Attachment Deleted. |
| [2025-09-04 13:19:03] |
| localman - Posts: 48 |
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Then on another example on my charts if I draw a DOM on the chart itself it only shows 1 level of depth. No matter if it's 4hr or 3 second chart.
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| image_2025-09-04_061849187.png / V - Attached On 2025-09-04 13:18:51 UTC - Size: 18.75 KB - 9 views |
| [2025-09-04 14:05:09] |
| localman - Posts: 48 |
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Regular trading hours there is no depth ahead (lower) of price.
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| image_2025-09-04_070500912.png / V - Attached On 2025-09-04 14:05:03 UTC - Size: 60.4 KB - 9 views |
| [2025-09-04 15:41:15] |
| John - SC Support - Posts: 41652 |
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The Market Depth Historical Graph has an Input for "Maximum Levels to Display". By default, this is set to 40. We did not change this on the chart you sent us, but from what you are showing, it looks like you are wanting this to be a larger value. Please increase this value (or set it to 0 to get all the levels). Refer to the following: Market Depth Historical Graph: Maximum Levels to Display (0 for All) Also, part of the reason for what you are seeing is that you have the Input for "Extend Last Known Depth" to "Yes". As such, you are seeing Market Depth extending above the prices but not below, only because of how the market is moving (there is a down trend in the images, therefore the bids are not able to extend, whereas the Asks are. If you turn off that option for a bit, you will see how it impacts the display to understand it. Refer to the following: Market Depth Historical Graph: Extend Last Known Depth For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-04 18:13:27] |
| localman - Posts: 48 |
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Thanks John, I have had this particular chart for over a year and the settings have never changed. I had a stroke which led to me taking several months away from the charts and when I came back last month the charts and this one in particular were exhibiting strange behavior, i.e. not the same as before. If you see the attachment this is with Max Levels set to 0 and the extend is still there as I prefer the way it looks. But you can see in the attachment it doesn't show the upper levels until price goes there. It shows the lower levels because price went there already. It doesn't show levels where the price hasn't gone yet. This is not, to my understanding how Market Depth is supposed to work or in my experience how it has worked. |
| image_2025-09-04_110925665.png / V - Attached On 2025-09-04 18:09:27 UTC - Size: 38.78 KB - 11 views |
| [2025-09-04 18:32:36] |
| John - SC Support - Posts: 41652 |
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We recommend starting by setting the option for "Extend Last Known Depth" to "No". This will then give you a better view of what data is actually showing up in the chart. Our guess is that you are not receiving the full amount of levels from Rithmic, perhaps only the 1 Best Bid and Best Ask. Doing the above should help to see this better. Also take a look at the "File >> Open Market Depth Window" to view the actual market depth as it is coming in. If you are having an issue with the number of levels that are coming into your system, then you need to talk to your broker/Rithmic about this, as that is where you are getting your data from. For what it is worth, we see that you were getting data from our Denali Exchange Data feed last February. We wonder if you intended to activate this again and that may be why you are seeing this discrepancy. You can activate the exchange(s) you want for the CME Group at the following link: https://www8.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-04 19:05:47] |
| localman - Posts: 48 |
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Thank you John the Denali Data Feed did the trick! I appreciate your time. God Bless! |
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