Support Board
Date/Time: Tue, 09 Sep 2025 17:03:15 +0000
Post From: Market Depth Historical Graph does not match DOM?
| [2022-04-29 16:53:06] |
| User839162 - Posts: 87 |
|
Let me explain why this is a MAJOR issue. Let's say I'm trading a slow instrument (ZB). Price trades up and stalls. No orders are being executed, BUT a few prices away the bid flashes 500. IF that bid of 500 disappears before an order is executed it will never be shown on the Depth Graph. Therefor the Depth Graph is showing the incorrect data. In an instrument like ES this isn't as big of a deal because 100's of orders are being transacted every second. In Treasuries it's a problem. |