Support Board
Date/Time: Wed, 27 Nov 2024 10:24:06 +0000
Historical market depth data appears to be changing
View Count: 334
| [2023-08-25 21:13:49] |
| User370531 - Posts: 55 |
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I have a custom study that uses market depth data. It's just simply summing the last X bid levels for each bar. I ran this study on 1 month of 1 minute bars and saved down the bar + study results. I did the same the next day, and ran a script to compare the two and identified ~20 bars where there was a difference. Why might this be the case? I know the support team doesn't know how the custom study works, but the study is unchanged between the two days, and came up with the same result for thousands of bars. I don't understand why there could be a difference. Is historical market not just recorded real-time?
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| [2023-08-30 21:09:16] |
| Sierra_Chart Engineering - Posts: 17191 |
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Historical market depth data, is both from historical data, and real-time recorded data. Are you re-downloading this data? There should not be any changes. More information is here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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