Support Board
Date/Time: Tue, 11 Feb 2025 20:51:27 +0000
Post From: DOM Recent Bid / Ask Volume Reset Discrepancy
| [2020-09-18 10:31:00] |
| mpro - Posts: 44 |
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There is still a bug or the reset is not happening as described. When I disable "Reset Recent Bid/Ask Volume on Bid/Ask Change" it doesn't reset old volume when market orders are traded on a price again after a time that is higher than the configured reset time. With every Sierra Chart Version or Chart. For my understanding from your description it should count when its trading at a price and reset when it's trading again at this price under the Condition: It has traded at another price and not at the counted price for a minimum of 2500ms (setting). "Example 2: The Recent Bid Ask Volume Timeout in Milliseconds is set to 2500ms, and the Recent Bid Volume column is displayed in the Chart DOM. There is a Bid trade at a price level of 1000 and accumulates a volume of 2. The last trade price then moves to 999 and is a Bid trade and accumulates trades with a total volume of 3. The last trade price then returns to 1000 after more than 2500 milliseconds and another Bid trade occurs with a volume of 1. In this case the Recent Bid Volume at the price of 1000 is reset and accumulates starting at a value 1." Disabling "Reset Recent Bid/Ask Volume on Bid/Ask Change" means it should reset with changing market orders and not with Bid / Ask price changes. There is a logical error. The reset for the function "Reset Recent Bid/Ask Volume on Bid/Ask Change" enabled is working as described. Date Time Of Last Edit: 2020-09-18 10:55:29
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 DOM Recent Bid : Ask Volume Reset Discrepancy.png / V - Attached On 2020-09-18 10:22:53 UTC - Size: 76.2 KB - 509 views |