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Date/Time: Fri, 26 Apr 2024 10:28:28 +0000

Post From: Market Depth Historical - Bug with new logic when scrolling

[2020-09-21 18:59:40] Link To Thread - Link To Post [Go To First Post]
nosast - Posts: 290
Another thought: Instead of using the max depth wouldn't it make sense to use some sort of average for the depth? Maybe the average of the top 10 levels just to smooth out such levels with a very outstanding bid/offer like we currently see in the ES at 3212.