Support Board
Date/Time: Sun, 04 Oct 2026 02:07:22 +0000
Bid and Ask depth bars data issue
View Count: 192
| [2026-08-19 16:45:07] |
| Flawless Cowboy - Posts: 22 |
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When I apply the bid and ask depth bars study to my chart using the full market depth, chart setting set to 0, as I do want the full book depth. I noticed that the output of the study was displaying odd occurrences with sudden abrupt changes in values that were not normal market conditions. From looking into it to see what the issue might be it seems that the bid side data has an issue, where it appears to accumulate in a abnormal manner and then suddenly drop to a much lower value. This issue is not not happening on the ask side, just the bid side, but this obviously effects most of the calculation modes in the study as they use bid and ask data. If you limit the number of levels the issue does seem to disappear but I wanted to raise this as an issue as I do use the full depth. Attached are screenshots of this occurrence. https://www.sierrachart.com/image.php?Image=1787157751132.png https://www.sierrachart.com/image.php?Image=1787158067477.png Date Time Of Last Edit: 2026-08-19 16:48:32
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| [2026-08-20 20:19:02] |
| Sierra_Chart Engineering - Posts: 25048 |
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The calculations are correct based on the data. The only thing that you can do in this case is to set this setting, to a nonzero value and reduce It to a value where you do not see any abnormal values from the study: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) 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 |
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