Support Board
Date/Time: Sun, 25 May 2025 15:28:55 +0000
Post From: bid/ask prices do not sync up with depth
| [2023-05-26 20:19:15] |
| AndyB - Posts: 105 |
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upon countless hours of analyzing -bid_ask_trade_sync, i have come to the conclusion that bid/ask prices and trades(the study, and the data recording mode extensions) do not sync with depth. when there is true bid ask change, the new bid/ask depth is actually recorded and printed BEFORE price does, which wildly throws off any calculations used on these lower time frames. I can attach proof of this if needed.
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