Support Board
Date/Time: Sun, 02 Feb 2025 00:52:49 +0000
Post From: Bid Ask Depthbars not being calculated
| [2019-08-02 19:34:18] |
| User132748 - Posts: 159 |
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Please make it 40%. It would cover over 95% of market data so acceptable for now until you find the actual problem and fix it. From my understanding that filtering thing is kinda bypass of not yet identified/found bug so it's a temporary solution and filtering will be totally removed when actual problem found and fixed? We really appreciate your new implementation of depthbars. Looking forward to get an access from ACSIL to new depth data structure. BTW could you confirm that in this new implementation depthbars are being recalculated at EVERY depth change? Ive noticed they are lagging by noticeable amount of time vs DOM depth (read by sc.GetAskMarketDepthEntryAtLevel() function with sum of all available depth levels) which gives much faster depth change info. Same time new depthbars are little faster than T&S total depth records (SC_TS_BIDASKVALUES + TotalBidDepth/TotalAskDepth) which is very nice. Thanks for great work guys! Really appreciated. |