Support Board
Date/Time: Tue, 15 Apr 2025 14:34:42 +0000
Depth Artifacts
View Count: 125
[2025-04-06 23:42:34] |
doctor10 - Posts: 80 |
In times of market stress, like right now, I have noticed that the new bid/ask depth bar study returns insane values for the 1400th level. if the chart is set to calc 1399 the insane calculated total orders disappear. These magnitudes do not show up with the old version of the depth bars study. The link below has an example from reopen today showing total ask quantities for the new depth bars study that are twice the bid+ask totals for the old study. Again these large magnitudes are confined to the very last available level, above 1399 being 1400. I'm just looking for some thoughts on what I'm looking at here. https://www.sierrachart.com/image.php?Image=1743982601880.png Date Time Of Last Edit: 2025-04-07 16:51:41
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[2025-04-08 07:27:52] |
Sierra_Chart Engineering - Posts: 19228 |
We do not observe any problem at the moment. Next time you see this open the market depth window: File Menu: Open Market Depth Window (File) Look at all of the levels and see if there is anything unusually large with the quantities. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2025-04-08 14:36:53] |
doctor10 - Posts: 80 |
Just checked currently New depth combined sum >40k depth window is reporting <21K combined total. Last night combined new depth total exceeded 200k for awhile. The numbers build in a ramp and then reset like a saw tooth wave back to nearly the correct values. I'm curious if this has to do with how the data is called. I looked at the acsil documentation and it's actually not exactly clear on how you call levels. thanks, Date Time Of Last Edit: 2025-04-08 14:41:35
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