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Date/Time: Fri, 31 Jan 2025 05:58:41 +0000



Post From: Questions concerning the indicator Bid & Ask Depth Bars

[2019-04-10 11:06:30]
Ingo - Posts: 2
Dear Sirs,

Two questions concerning the indicator Bid-Ask Depth Bars.

My Input Values: Calculation Mode “Difference (Bid-Ask), Source Data “Time & Sales”.
1.  I watched a time-spread between trading-DOM order-matching and the changement of the Candles in the Bid-Ask Depth Bar. Is this quite normal?
2.  I watched the indicator in slow motion. Sometimes the indicator shows a big candle (when an order is matched) but in the trading-DOM I am not able to see that big difference, like the candle shows us. Is it possible, that this situation is because of the Algos pulling and stacking too fast to see it in the orderbook?

I would really appreciate an answer,
thanks Ingo