Support Board

Date/Time: Sun, 05 May 2024 20:38:56 +0000

Post From: Bid Ask Depth Bars Incorrect Values

[2019-09-03 01:57:51] Link To Thread - Link To Post [Go To First Post]
101010 - Posts: 18
That is where I am having the issue. I have that setting set to 0 so in theory the SC study should be calculating all depth levels. The native SC study matches the market depth window in version 1983 on the CQG instance. The third party study matches the market depth window on the Denali instance. But the native study on the Denali instance isn't anywhere close to correct. I don't know if there is an error, but all settings are set to allow for maximum depth levels including all settings you have mentioned in the documentation. The market depth window reads a value of approximately 5k for each bid and offer, yet the native SC study reads around 750 and 160. This is a major discrepancy and it's almost as if it is being filtered even though I have all depth settings set to allow maximum levels. I only provided comparison with CQG to show that it was matching the market depth window using the native study and that the issue was only occurring when using the Denali feed in conjunction with the native study for me, as in that same Denali instance the third party study is also matching the market depth window. I will continue supporting the Denali feed and it is my data feed of choice, but I need the Bid and Ask Depth Bars study to function properly with it.