Support Board
Date/Time: Fri, 14 Nov 2025 17:03:57 +0000
Post From: Bid and Ask Depth Bars (Cumulative Bid-Ask) inconsistent live vs downloaded depth data
| [2025-11-13 08:43:47] |
| ApexCapital1 - Posts: 2 |
|
Hi Sierra team, The bid and ask depth bars (cumulative bid-ask) is printing radically different data, at least visually, between live and downloaded data. The live data tends to be wick orientated and sideways, whereas downloaded data tends to have no wicks and trend aggressively with little to no wicks. A few points to simplify problem solving: - I am subscribed to CME Professional Data for NQ and GC - I am subscribed to package 11 of Sierra Chart - I have searched through the support boards and cannot find a similar issue, hence the new ticket - I have deleted and downloaded depth data between continuous and non-continuous contracts with the same result - I have ensured that the calculation method is consistent Please assist with: - why this is happening? - What can one do to obtain consistent data and calculation for this indicator, particularly with relevance to backtesting and live trading? Screenshots of chart (Bid and Ask depth 4th chart window) Live Data - wicky and sideways https://www.sierrachart.com/image.php?Image=1763022920818.png Downloaded Data - full body closes, gaps and aggressively trendy https://www.sierrachart.com/image.php?Image=1763023158162.png THANK YOU |