Support Board
Date/Time: Thu, 08 May 2025 20:57:13 +0000
Post From: Market Replay - Ask depth shown at best Bid | Bid depth shown at best ask.
| [2024-11-03 06:40:47] |
| Tamas_Biro - Posts: 6 |
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Dear Sierra Team! I noticed that sometimes the bid depth is shown at the best ask or the ask depth is shown at the best bid. This can be seen via the dom and the chart (market depth historical graph (set to max 2 lvls), bid ask prices) as well. It is not just one static number, it rises. Pulling Stacking shows the same, so it is not a flashing time sync issue. Market data is downloaded as it can be seen, the replay type was "calculate same as real time" - processing step set to 0.01. Same happens using "standard replay" too. In the example bobl(eurex) was used, however the same behaviour can be spotted via for example ZN(CBOT). I kindly ask you to review the issue and advise. BR: TB |
 BID_ASK_Sierra_replay.jpg / V - Attached On 2024-11-03 06:38:11 UTC - Size: 492.3 KB - 77 views |