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Direct MessagesDate/Time: Fri, 19 Apr 2024 14:55:11 +0000
Post From: Bid and Ask Depth Bars (1950) showing spikes and incorrect values
| [2019-07-22 16:34:57] |
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In regards to posts 15, 16, 17, 18, 19, 20, what is this all about? There are no limitations with market depth data. Do not just post without understanding what it is you are referring to and clearly make reference to what it is you are referring to. There are no limitations with market depth data. Full depth data is processed. Do not post here further, about this. There is not any issue here at all. Why only a snapshot?? So isn't the s_TimeAndSales data structure with s_TimeAndSales::Type set to SC_TS_BIDASKVALUES supposed to contain EVERY bid/ask quotation from data feed and hence record every depth change??
What is the basis of this post since this issue has been resolved in newer versions of Sierra Chart where the calculations are based upon market depth data changes at all levels. The way this works in previous versions is also documented:Bid & Ask Depth Bars When the Input Source Data is set to Time & Sales then the Bid Market Depth and Ask Market Depth quantity totals are calculated when there is a change with Market Depth at the best Bid and Ask level only. This includes either the prices or quantities change. This creates a snapshot of total Bid Market Depth and total Ask Market Depth at that moment in time.
This is no longer a limitation in the current version of Sierra Chart. Also, the number of market depth levels processed related to that study within each individual chart is controlled with this setting: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) For the latest updates, use prerelease 1954 or 1955 which we are coming out with in about an hour. In regards to post #13: http://www.sierrachart.com/image.php?Image=1563529519842.png we think this is a CQG specific issue. We made a change which we think will resolve this. Use version 1954. 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-07-22 16:38:27
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