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Date/Time: Fri, 31 Jan 2025 13:47:46 +0000



Post From: Market Depth Historical Graph incorrect

[2019-04-29 20:39:58]
User351605 - Posts: 82
Hello,

I have very often the issue that the Market Depth Historical Graph is misprinting a value, mostly a very large order.
I can see the large order clearly on another chart in Sierra in the DOM graph or the DOM itself.
For example, today on ES at 2948.75, in the DOM showing up 1174 contracts, on Market Depth graph 547.
I double checked the large order with ATAS and the 1174 are correct.
How is this possible? It's very annoying always to double check if the graph shows correct data.
I also have screenshots..