Support Board
Date/Time: Fri, 01 May 2026 08:57:58 +0000
Market depth historical depth bid ask values not matching after tick sized changed
View Count: 32
| [2026-04-30 19:34:36] |
| User625582 - Posts: 10 |
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hello, I changed the tick size on NQ to 1 and have the market depth combine increment in chart setting at 1. Also have the 'combine increment in ticks' set to 1 on the market depth historical graph. However, now the bid ask values at last bar and the actual corrected combined bid ask from the chart dom do not match. I want to have the market depth values from the historical graph to match the same one the chart dom which is accurate. Can we have the market depth graph combine those values to reflect the same? I have seen many posts on this and none has the solution - the volume multiplier does not work for this case. I want to keep the tick size at 1 because i am using it with the large voulume trade indicator view and having a 0.25 tick size results in a very elongated impractical plot for NQ. Here are some screenshots of the issue. Thank you. https://www.sierrachart.com/image.php?Image=1777576348932.png |
 Screenshot 2026-04-30 141120.png / V - Attached On 2026-04-30 19:31:56 UTC - Size: 232.78 KB - 7 views |
| [2026-04-30 19:41:05] |
| John - SC Support - Posts: 45889 |
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Due to changes in how we handle items in the DOM, you can not change the Tick Size and have the items in the DOM display properly with recent releases. The way to handle this is explained at the following link: Global Trade Settings Windows: Combining Price Levels for Market Data Columns in the Chart/Trade DOM The "Market Depth Historical Graph" also has an option for "Combine Increment in Ticks". Set this to the same value as you have for the chart to have these match up. The Large Volume Trade Indicator has an option in the last few releases for "Automatic Combining of Price Levels for Markers". Refer to the information for this in this section: Large Volume Trade Indicator: Inputs For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-30 23:07:29] |
| User625582 - Posts: 10 |
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"The "Market Depth Historical Graph" also has an option for "Combine Increment in Ticks". Set this to the same value as you have for the chart to have these match up." - with reference to this suggested solution, the problem here is that changing this to match the combined tick value results in 'only' the bid ask values at the spaced out level to be shown and not the combined value. For example if the combined tick value is 4 and we have 4 values of say 1,2,3,4, the combined value should be 10 but instead it is showing '4' and 1,2,3 are not visible in the markket depth historical plots. This is shown in my screenshot and is what i am requesting a fix for. Thanks.
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