Support Board
Date/Time: Fri, 04 Jul 2025 16:04:42 +0000
Post From: Market Depth Historical Graph
| [2020-10-07 11:27:16] |
| User907968 - Posts: 840 |
|
Hi SC team, Question regarding data display on the MDHG study: Please refer to the attached images, both charts shown have exactly the same MDHG settings (including disabling 'Extend Last Known Depth'), the only difference is timeframe, 1-second vs. 1-trade. The chart symbol is NQZ20 and the timezone is Chicago (-6 CST/-5 CDT). Firstly, I understand that when 'Extend Last Known Depth' is disabled, the depth display can be gappy/intermittent, especially at very low timeframes. What I am confused about is how the 1-trade chart shows almost no data, but the 1-second chart (which includes all of the period covered by the 1-trade chart) shows a much more complete picture - specifically note the depth shown at 11445, this is nowhere to be seen on the 1-trade chart. There were some periods yesterday when no depth printed on the 1-trade chart for between 2 and 5 minutes, whilst at the same time the 1 second chart was printing depth continuously. This issue is not confined to 1-trade charts, in the particular example the trade based chart did not mirror the time based chart until it was increased to >15 trades (and a typical bar period of >2 seconds). Thanks. |
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