Support Board
Date/Time: Sun, 02 Feb 2025 02:02:42 +0000
Post From: Depth of Market partially missing during replay?
| [2019-07-25 01:13:01] |
| joemarc - Posts: 11 |
|
Thanks John. Attached are 3 more screenshots. I created a very basic new chart to test this. The changes I made were enabling Trading Chart DOM and adding the Market Depth Historical Graph study. I ran each replay from 9am today at 120x speed. As you can see from the screenshots, ZN shows the order book at all levels, but the ES is missing order book data at seemingly random levels. Both charts appear to have the Market Depth Historical Graph updating as the replay moves along. I see the same info (complete on ZN, missing on ES) on both the Chart DOM and Trading DOM. I've attached an ES Trading DOM screenshot as well. Let me know what you think. |
 es-dom-replay.png / V - Attached On 2019-07-25 01:03:57 UTC - Size: 68.79 KB - 297 views zn-dom-replay.png / V - Attached On 2019-07-25 01:04:02 UTC - Size: 110.84 KB - 293 views es-trading-dom-replay.png / V - Attached On 2019-07-25 01:11:09 UTC - Size: 54.97 KB - 306 views |