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Date/Time: Sat, 20 Apr 2024 16:12:21 +0000

Post From: Odd market depth data quirk for only one NQTV symbol

[2022-05-09 17:36:19] Link To Thread - Link To Post [Go To First Post]
frozentundra - Posts: 84
Not sure if this is something on my end or from NQTV, but here is what I noticed: In a custom study if I call: `sc.GetMarketDepthBarsFromChart` and point to a `c_ACSILDepthBars` structure, then follow up by calling `GetBarLowestPriceTickIndex` and `GetBarHighestPriceTickIndex` on the most recent 5min bar, I will be able to calculate the Number of price ticks in that bar by simply subtracting the highest index from the lowest. Most of them seem reasonable, but one stands out from the rest: Most recent 5min bar's number of price ticks: NVDA-NQTV - 425 NFLX-NQTV - 843 AAPL-NQTV - 408 BABA-NQTV - 4352 (!!!) Any ideas on why BABA-NQTV would be seeing almost 10x the amount of price ticks per bar than other NQTV symbols? It is definitely not reflective of the actual number of price ticks happening in BABA-NQTV. I've tried resetting to default the symbol's settings, as well as deleting all data and re-downloading. Open to other suggestions and thank you in advance.