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Date/Time: Mon, 24 Feb 2025 15:17:22 +0000

Post From: Bid Depth above traded prices on replay

[2021-03-13 16:22:32] Link To Thread - Link To Post [Go To First Post]
User504980 - Posts: 24
I'm replaying 3/8/21 today (3/13/21) and the bid and ask market depth is above the traded prices (see attached). So far today, I've replayed the open on 3/3, 4, 5, 8 and 9, and the 9th is the only day that has this problem. Not sure if this is due to the rollover--my charts are set for ESM21 and Continuous Contract, Date Rule Rollover, Back Adjusted. If it is due to the rollover, then not sure why the other days didn't have a problem when replaying.
0x Thank you
bid-depth-9th.jpg / V - Attached On 2021-03-13 16:21:16 UTC - Size: 138.81 KB - 186 views