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Date/Time: Sat, 18 May 2024 10:08:52 +0000



Post From: Market Depth Historical Graph - missing data on certain timeframes?

[2020-07-18 11:32:12]
Sierra Chart Engineering - Posts: 104368
The first thing that is happening is that you have missing data during those 1 minute bars. But you have at least some data during that period that makes up the 5 minute bar, therefore you are seeing the data in the 5 minute bars.

Keep in mind that you need to stay connected to the data feed in order to collect the data. Refer to the information here:
Market Depth Historical Graph: Introduction

Second, although we cannot be certain given your images, is that if you have the option for Extend Last Known Depth enabled, then that could explain why you are seeing data at some levels in the 5 minute bars but not in the 1 minute, as the data is being extended from a previous bar forward.

Refer to the information for this setting here:
Market Depth Historical Graph: Extend Last Known Depth
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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