Support Board
Date/Time: Fri, 07 Mar 2025 01:03:37 +0000
[Programming Help] - The study that displays market depth data doesn't work well
View Count: 614
| [2022-02-18 18:55:37] |
| User395175 - Posts: 90 |
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Hi, i created a custom study using ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) to display the price and size of bid/ask side market depth. i use 1 second close price and found out the study got problems. if i only load 1 day price data, it works fine, which means there's nothing wrong in my code. But when i try to load over 30 or 10 days data, the study doesn't work, it only shows 0 at every bid/ask price and size columns and it also requires super high RAM. i used a computer with 128 RAM, the study still doesn't work.
Date Time Of Last Edit: 2022-02-18 21:20:11
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| [2022-02-21 08:42:10] |
| User395175 - Posts: 90 |
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I don’t know what’s the problem, hope someone can give some suggestions to solve this, thank you
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| [2022-02-21 09:45:21] |
| User907968 - Posts: 836 |
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if i only load 1 day price data, it works fine, which means there's nothing wrong in my code
You can't assume that because it works for 1 days worth of data that it is suitable for all use cases.Have you tried to debug your code and identify where the failure occurs? Do you actually have depth data available for the entire period you are trying to load? Also, quantify 'super high' RAM, as depending on instrument and market conditions, the market depth data alone could easily consume >20GB of memory for a 1 second chart with 10 days of dpeth data. Date Time Of Last Edit: 2022-02-21 16:24:37
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| [2022-02-21 14:58:00] |
| User395175 - Posts: 90 |
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Thank you for replying, I do have the market depth data available for the period I want, cuz I have downloaded it and the Market Depth Historical Graph study works well. Sometimes the study I created can show 10 days of depth data, sometimes it just shows 0 or just can’t load under the same circumstance. So it’s weird.
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