Support Board
Date/Time: Fri, 29 Nov 2024 18:31:45 +0000
Post From: Your Market Depth Studies have a MAJOR flaw!
| [2022-05-08 18:44:22] |
| User839162 - Posts: 87 |
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I’m not exactly sure what’s all involved but can we please get real-time continuously updating depth studies? As of right now the Market Depth Historical Graph and Bid Ask Depth Bars do not display/update in a continuous fashion (like the DOM). They update when either a new bar is created or when an order is executed. Let me explain why this is a MAJOR issue. Let's say I'm trading a slow instrument (ZN). Price trades up and stalls. No orders are being executed and a new candle has not printed, BUT a few prices away someone puts 500 on the bid. IF that bid of 500 disappears before an order is executed or a new candle is created, it will never be shown on the Depth Graph. Therefor the Depth Graph is showing incorrect data. This data will also be missing from the bid ask depth bars. I thought I could somewhat get around this problem by using 1 second bars BUT THOSE DON’T PRINT EVERY SECOND?? Your 1 second bars will not print if no orders are executing. Why? Without the fluidity of depth in ZN it causes bursts of action and sudden changes in depth that can’t be seen before it up ticks or down ticks. All of your depth studies are inaccurate if they are not calculated in real-time and it especially hinders us who use these studies in slow instruments. PLEASE fix this. |