Support Board
Date/Time: Fri, 31 Jan 2025 06:15:45 +0000
Questions concerning the indicator Bid & Ask Depth Bars
View Count: 1095
| [2019-04-10 11:06:30] |
| Ingo - Posts: 2 |
|
Dear Sirs, Two questions concerning the indicator Bid-Ask Depth Bars. My Input Values: Calculation Mode “Difference (Bid-Ask), Source Data “Time & Sales”. 1. I watched a time-spread between trading-DOM order-matching and the changement of the Candles in the Bid-Ask Depth Bar. Is this quite normal? 2. I watched the indicator in slow motion. Sometimes the indicator shows a big candle (when an order is matched) but in the trading-DOM I am not able to see that big difference, like the candle shows us. Is it possible, that this situation is because of the Algos pulling and stacking too fast to see it in the orderbook? I would really appreciate an answer, thanks Ingo |
| [2019-04-11 05:03:25] |
| |
|
The documentation here does explain the update frequency of the market depth related data in the Time and Sales data which may explain some of this: Bid & Ask Depth Bars 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: 2019-04-11 05:03:38
|
To post a message in this thread, you need to log in with your Sierra Chart account: