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Date/Time: Mon, 13 May 2024 00:05:01 +0000

Post From: Market Depth Not Replaying - SC Order Routing Service

[2020-04-24 18:49:06] Link To Thread - Link To Post [Go To First Post]
User104854 - Posts: 441
Thanks for the reply. Just so you know I don't expect that the depth has recorded. I know that it has recorded. 100%. Like I said previously when I use version 2041 and earlier it works just fine. An example of a file name is ZBM20_FUT_CBOT.2020-04-21.depth. I've recorded the depth for the past week since I've switched data feeds and on version 2041 I have no problems with regards to the depth on replay. Zero. Any version after that and it doesn't work. The depth is recording so please do not consider that to be the issue. With regards to the Market Depth Historical Graph, this is interesting. It works on version 2041 and earlier but it does not on any versions after that. As a matter of fact, forget about replay, when I'm watching a live market it does not display at all after version 2041. This is just a thought but version 2041 was right around the time you made an adjustment on the price display format options on treasuries to 32nds. Could the depth be logging in a price in decimals and since the adjustment is to 32nds maybe the prices are a tad off and it's not displaying? Normally I would just stick with version 2041 but I watch the 5 Year Note and in order to see the depth properly I have to be at version 2048 and higher. Thank you.