Support Board
Date/Time: Fri, 24 Oct 2025 15:54:13 +0000
Post From: Market Depth Historical Graph does not work with combined tick sizes
| [2025-10-22 18:27:03] |
| DL-1992 - Posts: 20 |
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I have compressed my footprint chart by increasing the tick size to a multiple of the standard size. This seems to cause issues with the market depth historical graph highlighting. For example, I have set any volume above 10 to be highlighted. This works reliably for the normal tick size, but after increasing the tick size, it only works sometimes. In the attached screenshot, see how the combined price 4085 is highlighted due to the limit order with 11 volume, but the price 4086 is not highlighted despite there being a limit order with volume 13. I initially thought it somehow takes the average of all limit orders within the price increment, but that's not it. From my observation, it only highlights based on the last changed price, which is undesirable behaviour. E.g. if within the same price increment, a limit order changes from 9 to 10, it highlights the 10, but if another one changes to 9 afterwards (while the 10 remains unchanged), the highlight disappears. It should always highlight based on the highest volume within a price increment.
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 2025-10-22_20-11.png / V - Attached On 2025-10-22 18:25:53 UTC - Size: 10.28 KB - 14 views |