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Date/Time: Fri, 26 Apr 2024 22:05:01 +0000



Post From: bid ask depth bars ?

[2018-01-11 01:55:52]
Sierra Chart Engineering - Posts: 104368
Since these are snapshots only when there is a change at the best Bid and Ask levels, when the Mode Input is using a setting which directly correlates to the current market depth data, then for the very last value of the Bid and Ask Depth Bars study, there is going to be some inconsistency at times to the total Bid depth and total Ask depth that you currently see and other market depth displays in Sierra_Chart, since when there are quantity changes at levels other than at the best Bid or Ask, there will be inconsistencies momentarily.

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Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2018-01-11 10:33:47