Support Board
Date/Time: Mon, 27 Jan 2025 19:25:34 +0000
Bid & Ask Depth Bars (Lag) & Market Depth Historical Graph
View Count: 1011
| [2019-02-22 16:26:10] |
| User839162 - Posts: 87 |
|
When comparing the "Bid & Ask Depth Bars" to the "Time and Sales Total Ask Size Depth" and "Time and Sales Total Bid Size Depth" I'm noticing quite a difference. The Time and Sales Total Depth studies are updating at a much faster rate than the Depth Bars (based on T&S data). I also see the same issue with the Market Depth Historical Graph. When using "Depth Quantity Type to Display After Last Bar - Last Depth" it seems as though it only updates after price ticks up or down vs updating with every bid/ask limit order change. Can these please be improved to update at a much faster rate? Maybe give us the option to feed the depth bars with the "Time and Sales Total Bid Size Depth" and "Time and Sales Total Ask Size Depth" studies? Thanks! |
| [2019-02-24 04:54:19] |
| |
|
This is almost certainly going to be a time stamping issue. We see you are using CQG and that is very affected by your computer clock setting. Refer to this section and the section after: Market Depth Historical Graph: Market Depth Data Time Stamping During Real Time Updates and Replays 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-02-24 04:54:55
|
| [2019-02-24 10:20:42] |
| @sstfrederik - Posts: 405 |
|
You can try my Bid&Ask study. It just had an update. Frederik simplesystemtrading.com gumroad.com/sstfrederik |
| [2019-02-24 12:59:33] |
| User839162 - Posts: 87 |
|
@Sierra - I'm confident this is not a time stamping issue. The reason I say that is because I've tried the Bid/Ask Depth bar study from the developer above and it is fast! Much faster than the stock Sierra Bid/Ask Depth bars. I would prefer Sierra to have a stock solution instead of relying on an outside developer. Please look into fixing this. Thanks! |
To post a message in this thread, you need to log in with your Sierra Chart account: