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Date/Time: Sat, 02 Mar 2024 00:58:28 +0000



Post From: Chart Dom replay and bid ask depth bars

[2023-08-14 21:01:35]
Sierra_Chart Engineering - Posts: 13045
Yes this does make sense to us. Trades have a microsecond portion that market depth data does not. So where you see a nonzero microsecond portion of a timestamp we would not expect to see market depth data on those bars. Not sure why you see it on the .001 microsecond timestamps.

The microsecond portion, is from .000001 to .000999
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2023-08-14 21:02:17