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Date/Time: Sun, 25 May 2025 07:36:42 +0000



Post From: Bid & Ask Depth Bars Study

[2023-06-14 10:21:44]
rinofarina - Posts: 8
Thanks for confirming, John. I really appreciate it.

So, I went back and looked at the chart replay for the contract rollover, which occurred over the weekend 6/9-6/11. There appears to be something wrong with how the data is being processed. I've added "Trade >> Draw DOM Graph on Chart". You should notice during replay that the DOM and depth bars study appear to work properly. But then, when replay resumes on that Sunday, when the rollover data comes in, something goes wrong. You'll see the DOM is displaying data, but it appears corrupted or improperly handled by Sierra Chart.

Since I can't look at the raw depth data, I can't say for sure whether it's the data or the code that is the culprit.

Any further thoughts?