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Date/Time: Wed, 31 Dec 2025 00:20:10 +0000



Post From: Bid and Ask Depth Bars (Cumulative Bid-Ask) inconsistent live vs downloaded depth data

[2025-11-17 14:39:10]
ApexCapital1 - Posts: 7
Hi Team,

- When I complete the edit >> recalculate step on the chart the difference between live and backtested data remains.
- Noted regarding the values changing based off of the start date and time. The challenge is the 'shape' and 'character' of the data.

The only other direction I can point to that could explain the differences is Global Settings >> Sierra Server Settings >> Market Depth >> Max Depth levels.

I have this set to twenty on purpose. Does the indicator take this setting into account when calculating downloaded data / non live data?