Support Board
Date/Time: Sat, 11 Jan 2025 17:10:30 +0000
Post From: Bid & Ask Depth Bars study
| [2016-11-17 06:42:36] |
| Neo - Posts: 198 |
|
"Each Time and Sales record is equivalent to one trade or one Bid/Ask quote update. The Number of Stored Records applies for each symbol being tracked. Using a high Records setting could potentially take a considerable amount of memory. It is recommended to maintain about 5000 Records. If you use 100000, that is going to consume a lot of memory!" If each time and sales record is equivalent to one bid/ask quote update, then using a setting of 100,000 isn't even gong to store a days worth of data in a liquid market like the ES. Would it not make more sense for the bid & ask depth bars to now be stored with the market depth data/ built off the market depth data, instead of the time and sales data? |