Support Board
Date/Time: Thu, 13 Feb 2025 03:04:54 +0000
Post From: Market Depth Historical Graph
| [2020-11-11 12:28:01] |
| User907968 - Posts: 826 |
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Every 10 minutes the system flushes the cached Market Depth Data to the file, which is why there will be a full set of Market Depth every 10 minutes. There are two ways to work around this. The first, and easiest, is simply to use the option for Extend Last Known Depth. This will fill in those spaces where no depth updates have occurred. The second way would be to decrease the Chart Update Interval to something that would cover the time frame of the bars, or at least come close to minimize what you are seeing. I didn't see any real difference in MDHG display between a chart updated at 10ms intervals and another updated at 125ms intervals. Assuming that 'Extend Last Known Depth' means that the MDHG will always reflect the last transmitted depth update for a given level, and does not result in phantom depth levels, then it seems logical to extend the last known depth to cover the cache interval. Still don't really understand why such a difference between 1 second chart and trade based charts, but honestly it doesn't matter. I want to make sure that the charts I am looking at reflect market depth accurately, and so if the solution is to extended the depth, then so be it. Thanks for looking into this. Date Time Of Last Edit: 2020-11-11 12:30:43
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