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Date/Time: Sat, 05 Jul 2025 04:55:52 +0000



Post From: price discrepancy

[2020-11-17 08:41:48]
User913831 - Posts: 37
Hi,

I am currently on rithmics feed, and I noticed problems with respect to historical graph (pricing does not appear after a lengh of time) and more importantly depth of market.

The issue is the following

If i look in real time the DOM i noticed that some blank level of recent ask/bid Volume are left blank when I know that price has been exchanged for that particular level.

Further more if I look simultaneously the DOM and the footprint I note that a large amount of price printed in the footprint does not appear on the DOM.

Am I correct in assuming that all price exchanged (including Market price) should appears in both DOM and Footprint?

Are my setting wrong? what could cause such price discrepancy?

Thanks

Best