Sierra Chart chartbook data requirements: match each feature to tick, depth and intraday data

What data does a Sierra Chart chartbook need?

A Sierra Chart chartbook needs whatever data its charts and studies were built on. Most chartbooks combine three kinds: historical intraday data for bars and profiles, tick by tick data for footprint and delta studies, and market depth data for DOM and heatmap views. If one of these is missing from your data feed or settings, the matching part of the chartbook stays blank or shows misleading values, while everything else looks normal.

This guide maps common chartbook features to their data prerequisites, so you can check what a workspace expects before you rely on it. It is not a repair guide. If a chartbook is already open and broken, see how to fix blank charts, missing studies and symbol mismatch.

The three data layers behind a chartbook

A chartbook (.Cht file) stores chart windows, bar settings, studies and drawings. It does not store the market data itself. The Sierra Chart chartbooks documentation describes what the file holds. The data comes from your data feed and from how Sierra Chart records it locally.

Historical intraday data

This is the stored price and volume history used to build time-based bars, VWAP, pivots and profiles. How far back you can see depends on your data service and on how many days the chart is set to load. A chartbook built for a 20-day composite profile will look thin if your local history only covers three sessions.

Tick data

Tick data records every trade, including whether it executed at the bid or the ask. Sierra Chart only keeps this detail if the Intraday Data Storage Time Unit is set to 1 tick under Global Settings >> Data/Trade Service Settings. With a larger storage unit, trades are grouped and the bid and ask split per price level is lost. The tick by tick data configuration page explains the setting and what to do with data recorded before you changed it.

Market depth data

Market depth is the resting limit order book, the bid and ask sizes at each price around the market. It is a separate stream from trades. Your data feed must provide it and it must be enabled, or DOM columns and heatmaps will have nothing to display. Historical depth is a further step: seeing past liquidity requires that depth was recorded or that your service supplies it.

Feature to data map

Use this table as a prerequisite checklist. Find each feature present in the chartbook, then confirm you have the matching data.

How to audit a chartbook before you trade with it

Work through the chartbook one chart at a time. Clean prerequisites save more time than any layout tweak.

Step 1: list each chart and its studies

Open the chartbook and, for each chart window, note the symbol, the bar type and period, and every study in the studies list. Check the chart's Chart Settings for the bar period type and the number of days to load. The Chart Settings documentation describes these options. A typical order flow chartbook might contain an ES 1-minute chart with VWAP and volume profile, an ES footprint chart, and a DOM. That is three different data layers in one file.

Step 2: confirm the symbol matches your feed

A chartbook built on one data service may use a symbol format your service does not recognize. Futures contract months also roll, so an ES or NQ chart saved on an expired contract will not update. Replace the symbol with the current contract in your feed's format before judging anything else.

Step 3: check tick data storage

If any chart uses Numbers Bars, delta, imbalances or tick-based bars, confirm Intraday Data Storage Time Unit is set to 1 tick. Then confirm the history you loaded was actually stored at that resolution. Data downloaded before the change may still be grouped, so follow the documentation on re-downloading history rather than assuming old files are correct. The Numbers Bars documentation is the reference for the footprint study itself, and our guide to footprint chart settings for a readable bid-ask footprint covers the display side.

Step 4: check market depth is enabled

For DOM, depth columns and heatmaps, verify that your data feed includes market depth for the exchange you trade and that depth is turned on in your connection. Exchange market data subscriptions matter here: for CME products such as ES, NQ and CL, check with your data provider which depth level your subscription includes. If the DOM shows the last price but no sizes, depth is the first thing to check.

Step 5: check row size against tick size

Profiles and footprints group volume into price rows. A row size that ignores the instrument's tick size produces misleading clusters. Reference tick sizes:

• ES: 0.25
• NQ: 0.25
• YM: 1
• RTY: 0.10
• CL: 0.01

A footprint set to one tick per row on ES shows every 0.25 level. The same setting on CL shows every 0.01 level, which can be very dense, so many traders group several ticks per row. This is a readability choice, not a data problem, but it is often confused with one.

Step 6: check session times

TPO profiles, VWAP and session-based cumulative delta reset at session boundaries. If the chartbook was built for a regular trading hours session and your chart uses the full electronic session, the levels will differ. That can look like bad data when it is a settings mismatch.

Forex example: EURUSD vs 6E futures

Spot EURUSD is traded across many venues with no single central order book. Any volume or depth your feed shows reflects that provider only. A footprint or DOM chartbook on spot EURUSD will open, but the bid and ask volume and depth are not comparable to an exchange-traded instrument. If you want centralized order flow on the euro, the CME Euro FX futures contract (6E) is the exchange-traded equivalent. Check its tick size and depth availability with your provider before loading an order flow chartbook on it.

Quick prerequisite checklist

• Historical intraday data covers at least the days the chartbook's profiles and composites need.
• Intraday Data Storage Time Unit is 1 tick for any footprint, delta or tick-based chart.
• History was stored or re-downloaded at 1 tick resolution.
• Market depth is included in your subscription and enabled for DOM and heatmap charts.
• Symbols use your feed's format and the current contract month.
• Row sizes and session times fit the instrument.

If you would rather start from workspaces where each chart is already set to the correct bar type and studies, ready-to-use Sierra Chart chartbooks let you focus on confirming the data layers instead of rebuilding layouts. The data prerequisites above still apply to any chartbook you open.

Conclusion

A chartbook is a layout, not a data source. Before you trust what it shows, map every chart to its data layer: historical intraday data for bars and profiles, tick data for footprint and delta, and market depth data for DOM and heatmaps. Checking these prerequisites first explains most "broken" chartbooks before you touch a single study setting. For the full study list and inputs, the Sierra Chart studies reference is the place to verify each study's behavior. Browse the Sierra Chart chartbooks at SierraOnShop when you want premade DOM, footprint, heatmap and market profile workspaces to audit with this checklist.

FAQ

Does a chartbook file include historical data?

No. A .Cht chartbook stores charts, studies and settings. Price, tick and depth data come from your data feed and the files Sierra Chart records locally.

Can a market profile chartbook work without tick data?

A TPO profile is time-based and can work from intraday bars. Volume profile parts of the same chartbook benefit from 1 tick storage because volume is placed more precisely at each price.

Why does my DOM show prices but no sizes?

Usually market depth data is not included in your subscription or not enabled in your data feed connection. Confirm depth availability for that exchange with your provider.

Do I need historical depth for a live heatmap?

A live heatmap only needs real-time depth from the moment you open it. Seeing liquidity from earlier in the session or past days requires depth that was recorded or supplied historically.

Will changing to 1 tick storage fix old footprint charts?

Not automatically. Data stored before the change may still be grouped, so check the tick by tick data documentation about re-downloading history for those symbols.