Support Board
Date/Time: Fri, 31 Jan 2025 14:45:05 +0000
Inquiry about market depth historical graph
View Count: 647
| [2019-05-06 18:13:11] |
| User14410 - Posts: 38 |
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Refering to the photo, may I ask why there are still so many passive yellow sell orders below the current price (max of 517 and 596 of passive sell orders at 2944 and 2943.5 respectively)? Shouldn't those orders already be transacted? Thank you. |
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Q.png| [2019-05-07 04:47:19] |
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They may be. What you are seeing is the last known depth data, which occurred some time before what is currently visible in your chart. Refer to the information here about how this last depth is carried forward: Market Depth Historical Graph: Drawing of Depth Quantities at Price Levels on Chart Bars where there have been No Depth Updates We do not know why you are not getting any new depth data. Make sure you are connected to the data feed. 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 |
| [2019-05-07 06:14:24] |
| User14410 - Posts: 38 |
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I do not use last known depth data,but max depth data. Could this explain why the phenomenon occured?
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| [2019-05-07 15:14:54] |
| John - SC Support - Posts: 37621 |
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Sorry, bad terminology on our part. It doesn't matter if you are displaying the Last or Maximum depth data. If you read through the documentation we linked to above, you will see that the Market Depth Historical Graph always carries forward the known depth data until new data is available. What you are seeing is the normal functioning of the study. 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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