Support Board
Date/Time: Wed, 23 Apr 2025 07:01:32 +0000
Post From: Market Depth Historical Graph does not match DOM?
| [2022-05-05 17:37:27] |
| User839162 - Posts: 87 |
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Don't you see this as a problem? The Depth Graph in essence is not displaying the correct data. You can get several shifts of market depth before a trade is executed in treasuries. If a price a few ticks away from current price flashes a bid before a trade is executed it's like it never existed on the Depth Graph. This is also an issue with the depth bars as well. All of your depth related studies are inaccurate if they are calculated this way. Is this something that could be fixed? |