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Date/Time: Thu, 28 Mar 2024 20:53:29 +0000



Post From: Your Market Depth Studies have a MAJOR flaw!

[2022-05-08 19:55:17]
Sierra Chart Engineering - Posts: 104368
Refer to the documentation here regarding this:
Market Depth Historical Graph: Market Depth Historical Graph Timing in Relation to Chart Bar Date-Times

This is not really true like you say:
They update when either a new bar is created or when an order is executed.

The specific behavior is documented here:
Market Depth Historical Graph: Market Depth Historical Graph Timing in Relation to Chart Bar Date-Times

IF that bid of 500 disappears before an order is executed or a new candle is created, it will never be shown on the Depth Graph.
This is not necessarily true. It depends upon the Input settings and whether this was a maximum depth value at the price level.

This is definitively not true at all:
This data will also be missing from the bid ask depth bars.

The data is absolutely not missing. It is processed and displayed but assigned to the appropriate chart bar when that bar is available.

The documentation explains all of this. And the solution.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing