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Date/Time: Thu, 02 May 2024 00:59:50 +0000



Post From: Apparent gaps in data when using Market Depth Historical Graph

[2019-09-06 07:39:35]
Sierra Chart Engineering - Posts: 104368
When there are gaps in the Market Depth Historical Graph like that, it is because Sierra Chart was not connected to the data feed during that time, therefore the Market Depth was not recorded at that time.

Some further information. There was a change to the software a few months back, where these gaps are no longer being automatically filled in by default.

Prior to that point the default was to fill in those gaps with the last known depth. We see you have that you have it to fill in the gaps by having the Input for Extend Last Known Depth set to Yes, but the Input for Number of Minutes to Extend Last Known Depth is set to 60 minutes, therefore it will not fill in all the way across, it only fills in for 60 minutes. This is why you see the same coloring for the bars between approximately 19:42 and 20:42 on September 2. If you change that Input to 0, it will fill in all the way across.

You will find the information for Extend Last Known Depth input here:
Market Depth Historical Graph: Extend Last Known Depth
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

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