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Date/Time: Fri, 24 Oct 2025 05:42:19 +0000

Post From: MES 1-Tick: MDHG has gaps/no data on bars, but MD Window displays 12 levels consistently

[2025-10-23 09:28:18] Link To Thread - Link To Post [Go To First Post]
User778352 - Posts: 1
Hi SC Support, On MES with a 1-Tick chart, the Market Depth Historical Graph shows blank/gap areas across bars (no depth blocks). On some ticks nothing is drawn, while File → Open Market Depth Window shows all 12 bid/ask levels in real time with existing consistent sizes and volume (see screenshot). Setup: Version 2803, Feed Denali, Symbol MESZ25-CME, chart update in Milliseconds 20 Symbol Settings: Record Market Depth Data = Yes, Depth Levels = 12 Chart Settings → Market Depth: Max Depth Levels = 12, Combine Increment = 0 MDHG Inputs: Maximum Levels = 12, Combine Increment = 1, Minimum Volume Intensity Percent = 2% Question What exact configuration ensures a per-tick snapshot so all 12 levels are shown on every 1-Tick bar? If relevant, please advise on any required flags (download/record/timestamp), suffixes (e.g., -BID_ASK_TRADE_SYNC), or storage interval settings. Attachments: MDHG example with gaps; Market Depth Window (12 levels). Thanks in advance.
0x Thank you
screenshot MDHG 2025-10-23 1102.png / V - Attached On 2025-10-23 09:23:35 UTC - Size: 77.58 KB - 10 views Attachment Deleted.