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Date/Time: Sun, 02 Mar 2025 12:14:39 +0000



Market Depth Study

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[2019-05-22 21:29:17]
Gustavo - Posts: 74
I would like to know if the abrupt market depth break from RTH to RTH is normal (see attached file). I have tried a number of different settings for the market depth study and I have been unable to get a consistent print for the evening sessions. I ask because I've noticed that this does not seem happen in Bookmap. This is not a complaint, but rather a technical question in case I'm missing something or I have incorrect settings. By the way, the images are of ES-mini, for May 20-21 (in case you want to duplicate the behavior).

Thanks,
Date Time Of Last Edit: 2019-05-30 13:22:14
imagemarket_Depth.png / V - Attached On 2019-05-22 21:27:06 UTC - Size: 449.03 KB - 355 views
imagebookmap.png / V - Attached On 2019-05-22 21:27:23 UTC - Size: 1.17 MB - 376 views
[2019-05-23 08:45:29]
User462086 - Posts: 196
this might be related to this thread:

Extend Last Known Depth working as expected?
[2019-05-30 13:23:07]
Gustavo - Posts: 74
Just a quick follow up to see if Sierra technical personnel has any feedback on my original post.

Thanks,
[2019-05-31 02:07:55]
Sierra Chart Engineering - Posts: 104368
Certainly there is going to be a reduction in the market depth quantities after the day session is finished. That is normal.

It is hard for us to really say more than this without a detailed analysis of the data and your settings and that's not generally within the scope of our support.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-05-31 11:58:40]
Gustavo - Posts: 74
Well, must be the data then because there is no way there will be such a sharp break in the data displayed if you noticed on the screenshots attached to the original message.

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