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Date/Time: Fri, 01 Mar 2024 23:42:05 +0000

Post From: Chart Dom replay and bid ask depth bars

[2023-07-25 14:06:31]
AndyB - Posts: 92

As you can see, there was a quick back and forth of the bid and ask prices in the main graph. No depth populated during this time, which isnt surprising if market orders were moving faster than depth from the CME could update. However, upon watching the replay on the DOM, there absolutely was updating depth during this time. This example was from this morning, about 30 minutes ago. I should also note that this is using the "Combine Trades into Original Summary Trade" setting under Chart Settings >> Chart Data, if that makes a difference.