Support Board
Date/Time: Tue, 21 Apr 2026 21:33:51 +0000
minimum time filter for Market Depth Historical Graph
View Count: 183
| [2026-03-03 09:03:40] |
| User981449 - Posts: 52 |
|
Hello, I would like to ask whether there's a minimum time that an order must remain in the order book before it is recorded and displayed by the Market Depth Historical Graph study. My goal is to avoid having very fast updates or fleeting orders (for example, spoofing-like activity or orders that appear only for a few milliseconds) included in the historical depth data. Ideally, I would like to display only liquidity that stays on the book for at least X milliseconds. Is there any existing setting that allows this? Thank you for your help. |
| [2026-03-03 14:59:04] |
| John - SC Support - Posts: 45720 |
|
There is nothing that exists like this. The Market Depth Historical Graph displays either the Maximum value seen at a price level for the bar, or the Last value seen at a price level for a bar. For the Last value, it is the actual last market depth value that was stored at the time the bar is closed.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: