Support Board
Date/Time: Tue, 09 Jun 2026 08:40:40 +0000
Bid Ask Depth Bars Weird and Over Extended Candle Bars
View Count: 272
| [2026-04-24 16:30:58] |
| User340098 - Posts: 4 |
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Hi, I am using the study "Bid Ask Depth Bars" and I am noticing an ongoing issue with the candle bars as they many times over extend and the value and becomes very big. I look at the values (Bid-Ask) and some times it jumps from 4000 to 16000 within 1 minuet and that makes no sense. I am using 1 minute chart, Denali Data Feed. This issue can happen with any instrument (NQ, ES, RTY). Attached you will find screenshots for my settings. I appreciate if you can help me in fixing this issue. Thank you, |
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| [2026-05-07 08:15:23] |
| Sierra_Chart Engineering - Posts: 23965 |
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A problem like this is due to most likely an abnormally high market depth quantity, near the limit of the 1400 levels. So this abnormally high quantity level can appear and disappear since it is near the boundary. The solution to this, is to set this Chart Setting to a small value like 500: Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu) Update: actually this is the relevant setting: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) 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: 2026-05-23 15:21:47
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| [2026-05-21 14:16:53] |
| Benjils415 - Posts: 5 |
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@User340098 did you ever figure this out? I'm experiencing a similar issue except it has a huge bar down to zero in real-time, but loads old data fine.
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| [2026-05-21 16:50:48] |
| John - SC Support - Posts: 46561 |
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The first issue that is described with the large values will occur when there is more than 1400 levels of market depth on one side. Sierra Chart can only handle 1400 levels, so this creates an issue and the result is what you seeing with the large values. Setting the following to 1399 will resolve the issue: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) With regards to the values going to zero, what is the Calculation Mode you are using for the "Bid and Ask Depth Bars" study? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-05-23 12:44:38] |
| User340098 - Posts: 4 |
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Hi, I did try 1000 levels but I was still getting the same issue. Eventually, I stopped using this study. Thank you, |
| [2026-05-23 15:20:51] |
| Sierra_Chart Engineering - Posts: 23965 |
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You just have to continue to go lower, until the problem is resolved. A problem like this can happen randomly based upon the market depth quantities: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) Try using 500 or go even lower. 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: 2026-05-23 15:21:27
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| [2026-05-23 15:27:38] |
| User340098 - Posts: 4 |
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Hi and thanks for the response. The thing is if I go too low on the levels then the study will lose its value for me. What I am trying to do is to have a number with history (via the market depth bars) that shows me how the accumulated liquidity is changing through out the day. I noticed that many times liquidity is added and taken out very far from the price and this many times have a major impact on the price.
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