Support Board
Date/Time: Mon, 25 Nov 2024 22:34:21 +0000
Post From: Chart Update Interval and Missing Display of Cumulative Last Sizes
| [2024-01-29 22:08:45] |
| deltaFlow - Posts: 12 |
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Please consider this either as a request for a new feature or a request for help on how to compensate for lost cumulative size data. In my DOM (to which I've added the Cumulative Last Size column) I often lose the display of Cumulative Sizes that occur between chart display updates. I normally use a chart update interval of 50 msec but even with this short update interval losses occur for a very active market. Attached are 2 images taken approximately one second apart for a Trade DOM and its Time & Sales. I purposely set the chart update interval to 1000 msec just to illustrate the problem. The top row in the first T&S (timestamp 12:39:59.774) correctly corresponds to the DOM's Cumulative Last Size (4 sell contracts). The top row in the second T&S correctly corresponds to the DOM’s Cumulative Last Size one second later (8 sell contracts). The 2nd T&S now has the entry for 12:39:59.774 in its 5th row with a revised volume. The 2nd T&S shows that in between the 2 display updates are additional transactions which were not represented in the DOM (24 additional sell contracts at 12:39:59.774, then 3 buys, 21 sells, 2 buys). Unless I am missing something I see no way to compensate on the DOM display for the lost Cumulative Sizes other than lowering the chart update interval to some very low number (which could overload the CPU & not advised by SC documentation) or just using the T&S which is a real problem in a fast market (too fast for the eyes). Having a DOM column like “update interval delta” seems more useful since it takes into account all the cumulative trade activity (both buys and sell) that has occurred between consecutive chart display updates. (I assume the data for an accurate calculation of this kind of delta is in the .scid files). In the example above it would be -48 (net 48 sells = -24 + 3 -21 +2 -8). |
Attachment Deleted.  First Display Update.jpg / V - Attached On 2024-01-29 22:07:43 UTC - Size: 156.64 KB - 47 views Next Display Update.jpg / V - Attached On 2024-01-29 22:07:54 UTC - Size: 139.21 KB - 49 views |