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Date/Time: Sat, 18 May 2024 15:41:04 +0000



Post From: Replay Chart DOM leads the chart

[2018-11-15 21:34:08]
Sierra Chart Engineering - Posts: 104368
The individual best bid and ask prices are not going to always be in alignment with the market depth quantities because the best bid and ask only update at each trade. In order to ensure that those are completely in sync with the last trade price, this cannot change.

The main thing we look for is the market depth data being out of alignment with the last trade price. Anytime someone brings up an issue with that, then this will be a data feed specific issue.

However, we are seeing it in this case as well as we have done some testing. It is because there is not a millisecond level comparison with timestamps. We are going to fix that in the next release. But we realize, maintaining perfect synchronization is not so simple because the market depth data is only time stamped to the second and is that way for transmission efficiency reasons. So there will be some improvement but we cannot guarantee complete perfection.
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

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