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Date/Time: Sat, 18 May 2024 08:23:50 +0000



Post From: Recent Bid/Ask Volume

[2019-04-08 00:07:06]
whats1thingnow - Posts: 407
thanks for the response!

i actually compared 1895 to jigsaw (with both at 2500 ms delay) and found when the price is sitting on the SAME best bid/ask for over 2.5s, sc is still resetting the recent bid/ask

again, the reset timer of 2.5 seconds should only start when another price becomes the best bid/ask, NOT WHEN price stays at the same best bid/ask

here is the example (please see gif with both doms - https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27432 (sc1895 on left, jigsaw on right)):


at 5 seconds of the gif, the current best bid/ask is 2703.75 bid and 2704.00 ask

sc1895 recent bid/ask columns:
2704.00 2x7
2703.75 53x20

jigsaw recent bid/ask columns (sc1895's bug cleared 60 on 2704.00 - same bug as what i'm trying to describe in this post):
2704.00 2x67
2703.75 53x20


at 5.5 seconds of the gif, 48 lifts and clears 2704.00, the current best bid/ask flashed to 2704.00 bid and 2704.25 ask, 2 lots hit the bid at 2704.00 and nothing trades at 2704.25 ask

sc1895 recent bid/ask columns:
2704.00 4x55
2703.75 53x20

jigsaw recent bid/ask columns:
2704.00 4x115
2703.75 53x20

at 6 seconds of the gif, current best bid/ask flashed back to 2703.75 bid and 2704.00 ask, where 2 lots lift into 2704.00

sc1895 recent bid/ask columns:
2704.00 4x57
2703.75 53x20

jigsaw recent bid/ask columns:
2704.00 4x117
2703.75 53x20

at 9 seconds of the gif, current best bid/ask is still at 2703.75 bid and 2704.00 ask, where 1 lot lifts against 2704.00

sc1895 recent bid/ask columns (sc1895 bug resets):
2704.00 4x1
2703.75 0x20

jigsaw recent bid/ask columns (DOES NOT RESET):
2704.00 4x118
2703.75 53x20


as seen in the gif, even though 2.5s elapsed, the recent bid/ask columns DO NOT RESET because the current best bid/ask left and FLASHED BACK to 2703.75 bid and 2704.00 ask.

what we should see like in jigsaw when a the 1 lot lifts against 2704.00 is:
2704.00 4x58
2703.75 53x20

thanks for your help!!!
Date Time Of Last Edit: 2019-04-08 00:07:51
imagesc1895_both_short.gif / V - Attached On 2019-04-07 23:31:23 UTC - Size: 2.92 MB - 685 views