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Date/Time: Mon, 29 Apr 2024 14:50:18 +0000



Post From: Updating depth realtime while building 1 trade bars

[2022-11-26 15:28:39]
Sierra_Chart Engineering - Posts: 14137
To solve this, the market depth updates must have the same time stamp, as the most recent timestamp in that 1 trade bar.

Another way around this is to use bars based upon a fixed amount of time like 1 minute. Then the timestamps can be anywhere within that 1 minute bar period.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2022-11-26 15:28:47