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Date/Time: Sat, 20 Apr 2024 13:08:15 +0000



[Locked] - bid ask depth bars ?

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[2018-01-03 13:13:17]
zippyzip - Posts: 293
shouldn't these match quantity of the dom exact ? there always off by +-50 , some times there spot on also
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[2018-01-03 18:01:31]
Sierra Chart Engineering - Posts: 104368
Here is the documentation for the study:
Bid & Ask Depth Bars
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Date Time Of Last Edit: 2018-01-11 01:55:12
[2018-01-11 01:55:52]
Sierra Chart Engineering - Posts: 104368
Since these are snapshots only when there is a change at the best Bid and Ask levels, when the Mode Input is using a setting which directly correlates to the current market depth data, then for the very last value of the Bid and Ask Depth Bars study, there is going to be some inconsistency at times to the total Bid depth and total Ask depth that you currently see and other market depth displays in Sierra_Chart, since when there are quantity changes at levels other than at the best Bid or Ask, there will be inconsistencies momentarily.

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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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-01-11 10:33:47

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