Date/Time: Sun, 29 Mar 2020 22:10:38 +0000
Post From: bids offers closes to price on market depth historical graph
|user257887 - Posts: 15 | Ending Date: 2021-01-25|
I've been following this thread because I noticed the same problem: Local bids and offers, close to price, are not appearing correctly on the heatmap, when I use Denali. I rely on these local bids and offers, 2-3 ticks out from price, in my trading.
So, when you say, "We will look at merging in level 2 later. So this matter is now closed." How much "later" are we talking?
I've been waiting patiently for a conclusion to the thread, trying to hold my breath, as to not piss anyone off -- but this is very important, which is why I ask. There are some great things about the Denali data feed, but this last piece needs to be sorted before I can fully switch over.
PLEASE be aware that for anyone like me, you have customers in a sticky spot that are NOT fully functional: I was forced to upgrade from 1941 as it would, allegedly, no longer work with CQG after some arbitrary date. And if I try CQG on the current builds the bid and offer depth is jacked up (due to long wicks) described here: https://www.sierrachart.com/SupportBoard.php?ThreadID=43915 Therefore, I signed up for Denali -- only to run into the issue in this thread.
So, my intent isn't to beat this into the ground but any reasonable person would OBVIOUSLY be frustrated here -- I don't have a fully working solution. The CQG feed won't work correctly in the new builds that I was forced to upgrade to -- and the Denali feed is deficient 2-3 ticks away from price in my heatmap. These are both things that I NEED working correctly. Which, to circle back, is why I ask when you think this might get fixed.
If it is of any value in your triaging process, this is very important to me.
Date Time Of Last Edit: 2019-10-17 00:31:22