Support Board

The market has just ticked back up to [bid:41.5, ask:41.75]
There were sellers hitting 41.5 already, but there were noone lifting the offer yet. So shouldn't the recent ask volume resets to 0 (or blank) in this case.

In this example we can see 90 contracts have traded at 1317.75 and 0 contracts have traded
at 1318.00. When this 1317.75/1318 became this inside bid/offer, we reset the number of
trades here and started to accumulate them. So, if we leave a price and come back to it, the
qty of contracts in these columns is reset.

There is an exception to this. If we leave a price for a short period of time and come back to it,
then we do not clear the traded quantities. By default that ‘short period of time’ is set to 2500
milliseconds (2.5 seconds).

The idea is that we show the number of contracts to push through the level but it often leaves
a level for just a short amount of time and comes back to it. In that case, we don’t consider it
to have really left

The recent volume at a bid price is only zeroed if a set time (eg 2500ms) has elapsed since that price was the inside bid price

Can you have a look at the closely related request in this thread as well ?

dom recent bid/ask volume like jigsaw

The request is in bold in the first post: dom recent bid/ask volume like jigsaw | Post: 139987