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Date/Time: Fri, 19 Apr 2024 23:43:57 +0000

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

[2019-07-23 08:10:11]
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User132748 - Posts: 159
Yes that's totally clear.

But I was asking about T&S data structure in general. Not regarding previous implementation of depth bars.

Does T&S data structure records EVERY depth change?