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Direct MessagesDate/Time: Fri, 19 Apr 2024 13:53:33 +0000
Post From: bids offers closes to price on market depth historical graph
| [2019-10-17 00:28:41] |
| 9710276 - Posts: 24 |
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Howdy, 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: Bid and Ask Depth Bars (1950) showing spikes and incorrect values 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. Thanks, Date Time Of Last Edit: 2019-10-17 00:31:22
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