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Date/Time: Tue, 07 Jan 2025 20:27:43 +0000



Post From: Couple of questions on the new historical market depth feature

[2016-06-23 21:22:28]
i960 - Posts: 360
1. Will there be a doc update at some point on the file format of the .depth files?

2. Why split them by day rather than just having it by contract like the SCID files?

3. What exactly does "extend last known depth" actually do vs not using it?

4. Presently I see the historical depth overlays ontop of volume profiles, might want to fix that - otherwise won't can't see the VBP at all. Probably makes sense for MD history to be under it rather than above it.

5. Any concerns over multiple charts for the same symbol using the MDH study, or is there just a single writer handling the .depth files?

6. Unrelated, but what does "record bid/ask average" do in the internal symbol settings? Where is that even recorded?