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Date/Time: Thu, 25 Apr 2024 10:46:54 +0000

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

[2021-07-14 18:03:41] Link To Thread - Link To Post [Go To First Post]
mhtt - Posts: 4
Thank you for your reply. I made a video of this. This is a replay of F.US.EPU21[m] from yesterday (13/07), the clock is in EDT time zone. The same issue happen in live session. The three columns on the right are (left to right) Recent Bid volume, Recent Ask Volume, Cumulative last size. I underlined the number which doesn't reset when I expect it to. To make it easier for you the non resets happen at: 00:04, 00:14, 00:33, 00:44, and the last three at 01:17 of the video. The timeout is set to 50ms, DOM settings attached. Other than the last two non resets at 01:17 the timeout should not be at play (i'm pretty sure even those are longer than 50ms, but whatever). If the timeout is set to 0, the resets happen as I understand they should. Regards, Aleks


dom settings.png / V - Attached On 2021-07-14 17:49:55 UTC - Size: 54.87 KB - 255 views sierra bug.mp4 - Attached On 2021-07-14 17:51:16 UTC - Size: 16.82 MB - 277 views