Support Board

Date/Time: Wed, 24 Apr 2024 12:22:37 +0000

Post From: Extend Last Known Depth working as expected?

[2019-03-12 21:55:09] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31059
What you are describing is how the Market Depth Historical Graph functions. When there is missing data (not deleted depth levels, but missing data from the file due to not being connected to the feed) then it fills in that data with the last known values. The effect of the Extend Last Known Depth is not related to areas where there is missing data, as stated in the documentation This Input only has an effect when market depth data at a price level has been deleted and there has not been a market depth update at that price level at subsequent chart bars. Therefore, this Input is about extending the data into bars that have Depth Data, but not at a particular price level. We will take into consideration your desire to have the missing data not displayed, but we cannot give any timeline on when that may occur. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing