Support Board
Date/Time: Wed, 27 Nov 2024 10:40:40 +0000
Post From: Historical market depth data appears to be changing
| [2023-08-25 21:13:49] |
| User370531 - Posts: 55 |
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I have a custom study that uses market depth data. It's just simply summing the last X bid levels for each bar. I ran this study on 1 month of 1 minute bars and saved down the bar + study results. I did the same the next day, and ran a script to compare the two and identified ~20 bars where there was a difference. Why might this be the case? I know the support team doesn't know how the custom study works, but the study is unchanged between the two days, and came up with the same result for thousands of bars. I don't understand why there could be a difference. Is historical market not just recorded real-time?
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