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Date/Time: Wed, 24 Apr 2024 14:18:07 +0000



Post From: Bid and Ask Depth Bars (1950) showing spikes and incorrect values

[2019-07-16 17:48:44]
Sierra Chart Engineering - Posts: 104368
I've been running 1950 and 1942 side by side with both versions running a very basic chartbook with Bid and Ask Depth Bars only. The depth bars on the latest 1950 occasionally show large tails (spikes) on the wicks when the older 1942 do not.
In regards to this, we do see what you mean and this has to do with calculations being performed when there is an imbalance between the number of levels on the bid side and ask side. This is now fixed and we will be putting out version 1951.

In general when we say the calculations are accurate, this is true but based upon there being a balance between the bid side and ask side. We did not consider the imbalance issue.
Sierra Chart Support - Engineering Level

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