Support Board
Date/Time: Mon, 27 Jan 2025 19:18:48 +0000
Post From: Bid & Ask Depth Bars (Lag) & Market Depth Historical Graph
| [2019-02-22 16:26:10] |
| User839162 - Posts: 87 |
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When comparing the "Bid & Ask Depth Bars" to the "Time and Sales Total Ask Size Depth" and "Time and Sales Total Bid Size Depth" I'm noticing quite a difference. The Time and Sales Total Depth studies are updating at a much faster rate than the Depth Bars (based on T&S data). I also see the same issue with the Market Depth Historical Graph. When using "Depth Quantity Type to Display After Last Bar - Last Depth" it seems as though it only updates after price ticks up or down vs updating with every bid/ask limit order change. Can these please be improved to update at a much faster rate? Maybe give us the option to feed the depth bars with the "Time and Sales Total Bid Size Depth" and "Time and Sales Total Ask Size Depth" studies? Thanks! |