Support Board

Date/Time: Fri, 26 Apr 2024 00:29:25 +0000

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

[2021-07-13 20:03:19] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31131
Every time we look at this, and we just did again, we are not seeing anything incorrect going on, at least not for what we coded, which is what was asked for. Now perhaps there is a misunderstanding of what it is supposed to do, but that is a different issue. From our perspective, the Bid and the Ask are separate. The timeout is applied to each side separately based on the last time the Bid or Ask was at a particular price level. Therefore, with a Timeout value of 1 millisecond, each time the Bid and Ask changes, it should reset the Recent Bid or Recent Ask at the level that it moved to, which is exactly what it does. We are looking at each side independently of the other. Therefore, if you can give us a symbol and the particular settings you are using and describe what is occurring that should not be occurring, then we will look into this further. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing