Support Board
Date/Time: Wed, 05 Nov 2025 20:47:36 +0000
Post From: Market depth levels overlapping on DOM replay
| [2020-06-02 12:03:28] |
| User283129 - Posts: 30 |
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This is occurring during the replay of the yesterday cash session open for ES and NQ. So the date is 2020-06-01, time 09:30:00 EST. Timezone of both DOMs is New York (-5 EST/-4 EDT). In the attached zip file you have the market depth data files (recorded from Denali data feed) and also the chartbook that I am using for the replay. Thanks. |
Private File |