Support Board
Date/Time: Tue, 09 Sep 2025 17:06:27 +0000
Post From: Market Depth Historical Graph does not match DOM?
| [2022-04-29 19:00:58] |
| User839162 - Posts: 87 |
|
I'm using Sierra's Delayed Streaming Data. No, it is not a replay. All of my inputs in the Market Depth Historical Graph are correct. I think I've figured out the issue. I believe it has to do with Range Bars. When using Time Bars the Depth Graph is updating continuously with every depth shift. Please look into this. Open a chart (ZB or ZN). Change the Bar Period Type to 1 tick Range Per Bar - Open=Close. Then throw on a Depth Graph and Chart Trade DOM. You will see the discrepancies between the depth graph numbers and the DOM. Date Time Of Last Edit: 2022-04-29 19:16:40
|