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Date/Time: Thu, 28 Mar 2024 19:09:45 +0000



Post From: Wrong behavior of Recent Bid/Ask volume DOM columns?

[2019-10-30 17:02:00]
BenjFlame - Posts: 302
Hello,
on my DOM I added "Recent Bid/ask volume" columns.

In "Chart Dom settings >> Recent Bid ask Volume time out in milliseconds" I set 1 ms.
The logical result would be to have the cell reset whenever the price goes out of cell for > 1ms and comes back in. From the doc:

This value sets the amount of time, in milliseconds, that a price can move away from a Recent Bid or Recent Ask value and then move back without resetting the Recent Bid or Recent Ask Volume.

Example 2: The Recent Bid Ask Volume Timeout in Milliseconds is set to 2500, and the Recent Bid Column is displayed in the Chart DOM. The initial Bid Price is 6575 and accumulates a volume of 2. The Bid Price then moves to 6576 and accumulates trades with a volume of 3 and then to 6577 and accumulates trades with a volume of 5. It then then returns to 6575 after more than 2500 milliseconds has elapsed and another trade occurs with a volume of 1. In this case the Recent Bid volume at the price of 6575 is reset and accumulates starting at a value 1.

However, this is not what happens. Frequently the price stays away far more than 1ms, comes back to level without resetting cell content.

Unless I missed something, there is a problem here.
Date Time Of Last Edit: 2019-10-30 18:41:25
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