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Date/Time: Sun, 05 May 2024 02:30:47 +0000

Post From: Huge spikes on Denali offer data

[2019-10-04 15:42:27] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ok we understand what is going on. You are referring to Bid and Ask Depth Bars and you are summing the Ask side. 500 levels are in the calculation. We notice at the very end of the 500 levels, that there is one level of a quantity 800 moving in and out. That is what is causing that behavior. Reduce the number of levels to like 450 and reconnect to the data feed: Real-Time Exchange Data Feeds Available From Sierra Chart: Controlling Number of Market Depth Levels You have to understand, we have no control over abnormally high quantities at certain price levels. The market can do whatever it wants. What you are seeing is 100% accurate. You should have been looking at the File >> Open Market Depth Window and you can see exactly what is going on. Or you can set the number of levels to calculate: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) 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: 2019-10-04 15:49:51