Support Board
Date/Time: Wed, 31 Dec 2025 00:30:36 +0000
Post From: Bid and Ask Depth Bars (Cumulative Bid-Ask) inconsistent live vs downloaded depth data
| [2025-11-14 20:08:25] |
| Sierra_Chart Engineering - Posts: 22070 |
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It just occurred to us that this may relate to the "Cumulative" calculation. This may inherently be just how this works. It would make sense, because this is the calculation: Running sum of (Total Ask Quantities - Total Bid Quantities) The opposite calculation with bid minus ask but effectively the same concept. Therefore, this calculation is definitively going to be affected by a changing the first Date-Time loaded in the chart. And also we do not see any bars, with this calculation at all: https://www.sierrachart.com/image.php?Image=17631508214.png So why you are seeing bars we do not know. There is of course a bar but the high and low are very close to each other. Our recommendation is to not use that calculation method. We will not be spending further time on this. This is a good example of when we add features for users, that inherently are difficult concepts to implement, that we then get burdened with more support which we do not want. So please do not use, the Cumulative calculation. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-11-14 20:22:23
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