Support Board

Date/Time: Sat, 04 May 2024 05:33:33 +0000

Post From: Recent Bid/Ask Volume

[2019-04-20 15:26:38] Link To Thread - Link To Post [Go To First Post]
whats1thingnow - Posts: 407
with all due respect, post #50 is NOT how jigsaw does it we are trying to replicate how jigsaw does resets recent ask/bid volume, according to a delay set we are very close... since post #50 is not what jigsaw does, please do not add this as part of the feature - thanks In regards to post #48 we did determine there is a scenario where there could be an unexpected reset of the recent bid volume or ask volume. The basic scenario was this. Let's say the market has traded on the bid side at a particular price and stays there without any further trading for 30 seconds. And then the market trades at the next higher price and then back to the prior price within a single second. When it trades back to the prior price on the bid side, the recent bid volume would have been reset because there was no trading there for 31 seconds. This is resolved in version 1906. thank you for the clarification on the above the 30s and 31s you mentioned - is that a hardcoded setting regardless of "Recent Bid Ask Volume Timeout in Milliseconds" setting?