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Understanding updates to this study during a chart replay and with real-time streaming data: The bars of the Bid & Ask Depth Bars study continuously update, when there is new market depth data, when the chart is updating with real-time streaming data. However, there is an exception to this. When a chart bar completes based upon its timeframe and there is no trade for the next chart bar in the next timeframe, then the Bid & Ask Depth Bars study study will no longer update until there is a new chart bar. When a chart is replaying, only market depth updates with timestamps up until the point in time of the timestamp of the last trade, will be included in the Bid & Ask Depth Bars study bars.