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Date/Time: Tue, 11 Feb 2025 01:55:12 +0000



Post From: Bug in recent bid/ask volume

[2020-08-19 20:13:16]
user2837 - Posts: 76
The attached es.png shows the total volume (in volume profile or volume by price study) at 3377 (in ES) to be 161 and the recent bid volume to be 249. Similarly, the total volume at 3377.25 is also 161 and the sum of the recent bid and ask volumes is 199+23 = 222. How could that be? The sum of the recent bid/ask volume can be at most equal to the total volume.

set.png shows my settings. Recent bid/ask volumes are reset when bid/ask changes with a timeout of 1 second. FYI, the volume profile was running since 9:30 am.

I have observed this bug many times and the recent/bid ask volumes that appear in the middle of the DOM have looked suspiciously too large to me at times.
imagees.png / V - Attached On 2020-08-19 19:43:57 UTC - Size: 66.64 KB - 268 views
imageset.png / V - Attached On 2020-08-19 19:44:03 UTC - Size: 110.09 KB - 243 views