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Date/Time: Mon, 25 Nov 2024 10:54:17 +0000



Post From: Market Depth Historical Graph periodically resetting?

[2024-03-11 20:22:34]
User839162 - Posts: 87
Can you tell me why the Market Depth Historical graph will periodically reset itself? I'm attaching a screenshot for reference. You can see every so often the depth graph will reset itself and will not fill in prices until the resting bid or offer at that price level changes quantities.

The screenshot shows roughly 8 minutes of price movement and the depth graph reset 9 times. The depth graph is set to 0 for lowest quantity for coloring. With this setting I should never see any area on my visible depth where there are 0 resting orders.

I thought maybe I could use "Extend Last Known Depth" as a workaround, but I still get these strange areas on my chart where depth isn't filled in (see Work Around image).

How can this be resolved?

Thanks!
imageHeatmap.png / V - Attached On 2024-03-11 20:17:41 UTC - Size: 202.29 KB - 63 views
imageWork_Around.png / V - Attached On 2024-03-11 20:17:49 UTC - Size: 184.98 KB - 62 views