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Date/Time: Sat, 27 Jul 2024 02:02:27 +0000

Post From: Chart Dom replay and bid ask depth bars

[2023-08-14 21:01:35] Link To Thread - Link To Post [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
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 Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-08-14 21:02:17