Support Board
Date/Time: Wed, 31 Dec 2025 00:21:07 +0000
Post From: Bid and Ask Depth Bars (Cumulative Bid-Ask) inconsistent live vs downloaded depth data
| [2025-11-14 19:21:23] |
| ApexCapital1 - Posts: 7 |
|
Hi team, - I have simplified the charts to only show the Bid / Ask Depth Bars Study. - I have updated Sierra Chart to the latest version. - I have the professional CME / COMEX package which includes market depth data per the below. Denali Exchange Data Feed: What is Included - I can confirm that the Bid and Ask Depth is active based on your market depth historical graph outlined above. The depth data is present under 'data', the 'record historical data' under symbol is set to yes and custom settings are checked to yes. https://www.sierrachart.com/image.php?Image=1763146871137.png - I have deleted and redownload market depth data from time and date multiple times as requested. The issue still remains, which is that the data displayed is radically different between downloaded directly from server (not live) and live data. Downloaded data: Note it is trending with substantial gaps and no wicks https://www.sierrachart.com/image.php?Image=1763147069192.png Live Data: Note more range bound, less gaps and wick orientated. https://www.sierrachart.com/image.php?Image=1763147190321.png This is consistent across the past 3 days of using the indicator. I appreciate the ongoing communication - Please assist with next steps. |