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Date/Time: Thu, 25 Apr 2024 11:10:55 +0000

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

[2019-07-23 04:24:16] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The answer is no. How that works is explained here: When the Input Source Data is set to Time & Sales then the Bid Market Depth and Ask Market Depth quantity totals are calculated when there is a change with Market Depth at the best Bid and Ask level only. This includes either the prices or quantities change. This creates a snapshot of total Bid Market Depth and total Ask Market Depth at that moment in time. The total calculations are not done when there are changes of depth at other levels other than the best level. But this data is no longer used with the Bid and Ask Depth Bars study. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing