Support Board
Date/Time: Tue, 03 Mar 2026 12:56:42 +0000
minimum time filter for Market Depth Historical Graph
View Count: 9
| [2026-03-03 09:03:40] |
| User981449 - Posts: 45 |
|
Hello, I would like to ask whether there's a minimum time that an order must remain in the order book before it is recorded and displayed by the Market Depth Historical Graph study. My goal is to avoid having very fast updates or fleeting orders (for example, spoofing-like activity or orders that appear only for a few milliseconds) included in the historical depth data. Ideally, I would like to display only liquidity that stays on the book for at least X milliseconds. Is there any existing setting that allows this? Thank you for your help. |
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