Support Board
Date/Time: Thu, 08 May 2025 19:43:43 +0000
Market Replay - Ask depth shown at best Bid | Bid depth shown at best ask.
View Count: 206
| [2024-11-03 06:40:47] |
| Tamas_Biro - Posts: 6 |
|
Dear Sierra Team! I noticed that sometimes the bid depth is shown at the best ask or the ask depth is shown at the best bid. This can be seen via the dom and the chart (market depth historical graph (set to max 2 lvls), bid ask prices) as well. It is not just one static number, it rises. Pulling Stacking shows the same, so it is not a flashing time sync issue. Market data is downloaded as it can be seen, the replay type was "calculate same as real time" - processing step set to 0.01. Same happens using "standard replay" too. In the example bobl(eurex) was used, however the same behaviour can be spotted via for example ZN(CBOT). I kindly ask you to review the issue and advise. BR: TB |
 BID_ASK_Sierra_replay.jpg / V - Attached On 2024-11-03 06:38:11 UTC - Size: 492.3 KB - 77 views |
| [2024-11-04 06:09:56] |
| Tamas_Biro - Posts: 6 |
|
Dear Sierra Team! Sorry, i realised this is not an issue. These are based on the last price = the last price where a trade occured. Both the coloring and the bid&ask prices study. Can i ask for a coloring which would color the best bid or ask price in sync with the depth? Maybe the same would be better for the study too. It would be beneficial when i scanning multiple dom's. Thank you for your time! |
| [2024-11-04 20:33:41] |
| Sierra_Chart Engineering - Posts: 19509 |
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The screenshot at post #1 is disregarded. It is too complicated and we do not understand it. But you are saying there is not a problem. That is good. We are not going to be adding any new coloring options now. 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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