Support Board
Date/Time: Mon, 26 Oct 2026 18:25:40 +0000
Post From: Apparent Depth Data Issue with Certain Servers
| [2026-10-17 10:03:57] |
| GPM2000 - Posts: 22 |
|
Hi John, The Number of Levels for Bid/Ask Calculations is set to 1399 for both charts, per the thread. I've attached the Chart Settings to show this. The NQ chart is 250 tick and the ES chart is 500 tick, but I matched up the time on the x-axis. Your chart illustrates the issue better. It is extremely uncommon to have the depth move in opposite directions on two very correlated instruments, as marked up in your screenshot. The day seemed to start normally, then something happened to the NQ depth. - I've highlighted in your screenshot where things started appearing incorrect and the NQ depth becoming decorrelated. - In the highlighted periods, both NQ and ES would be moving up; ES depth would be increasingly bid as expected (depth moving down on the Ask - Bid chart), whereas NQ would be increasingly offered (depth moving up on the Ask - Bid). And vice versa. Thanks for reviewing! |
 ChartCalcs.png / V - Attached On 2026-10-17 10:00:29 UTC - Size: 9.27 KB - 33 views SCDepthMarkup.png / V - Attached On 2026-10-17 10:00:35 UTC - Size: 124.69 KB - 38 views |