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Date/Time: Sat, 23 Nov 2024 22:40:09 +0000



Post From: sc.MaintainHistoricalMarketDepthData

[2024-07-29 22:08:23]
Sierra_Chart Engineering - Posts: 17154
Yes the certainly can be expected:
does this explain why there are several entries for a single price at the same time stamp for certain records in the .depth files?

Does not sound unusual to us.

This data would need to be matched up to the chart bar that contains the timestamp. So it would be a chart bar that has a timestamp at or before the timestamps of the market depth data.
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Date Time Of Last Edit: 2024-07-29 22:08:43