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Date/Time: Thu, 28 Mar 2024 10:13:10 +0000



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

[2019-07-22 20:38:12]
User132748 - Posts: 159
What is the basis of this post

Depthbars T&S snapshots issue is clear now thank you.

But could you confirm if T&S data structure contains ALL depth changes so they can be read when s_TimeAndSales::Type is set to SC_TS_BIDASKVALUES then reading s_TimeAndSales::TotalBidDepth and s_TimeAndSales::TotalAskDepth? Thank you