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Date/Time: Thu, 18 Apr 2024 12:09:03 +0000

Post From: Recent Bid Ask Volume Timeout causes incorrent Recent Bid / Ask Volume Reset in DOM

[2021-07-13 19:10:13] Link To Thread - Link To Post [Go To First Post]
mhtt - Posts: 4
I didn't mean that the bid jumps between 99 and 100 within 1 millisecond (that's 1/1000 of a second), all the moves that I described happen on timescales when timeout should not apply. I understand that 1 ms is not practical but I used it to highlight the issue after I realized the resets were not working as described with 2500ms timeout. Also, ask and bid resets should happen independently, which isn't the case in my example when bid comes back up to a 100 without a reset after ask has touched it (the time between two touches of 100 could be hours and it still doesn't reset). When timeout is on, bid and ask reset is somehow connected, but it shouldn't be the case. Everything in my example also applies to ask on the way down. I'll try to take a video of in the next few days, but since I'm not the first one to bring it up, I hoped with my description you would be able to pin point the issue in your code more easily. Regards, Aleks