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Date/Time: Sat, 18 May 2024 08:16:19 +0000

Post From: Trades Executed at Bid/Ask

[2013-08-08 19:57:38] Link To Thread - Link To Post [Go To First Post]
eagle - Posts: 92
Sierra Chart Engineering wrote: When the market goes back to a prior price level, the Bid Volume and Ask Volume are reset. That makes sense. But that is not how it is currently programmed. For clarification, my interpretation of the above quote is, "When the market trades at a new price level, if there are existing Bid Volume and/or Ask Volume values at the new price level, both the Bid Volume and the Ask Volume values at the new price level are reset." Currently, when the market trades at a new price level, if any value is reset, only one of the two values at the new price level are reset. And sometimes, neither of the two values are reset when price trades at a new price level. Apparently, the market trading at a new price level is not the only criteria that the program is using to determine whether or not to reset any value(s). The current resetting mechanism appears to be haphazard. It may even be that different criteria are being used to reset a bid volume value than what's being used to reset an ask volume value. Without further clarification from SC Engineering, I have no idea how to attach any meaning to this new data.