Support Board

The Recent Bid Volume column can be left, center or right aligned. It calculates and displays the total Bid Volume at a price level where the market traded at and stayed at that price. The Bid Volume accumulates when the price level is traded at without changing. Therefore, if the market trades at the same Bid price multiple times, the Bid Volume is accumulated at that price level.

The Bid Volume for a price level is reset when the market trades at a different price level, then trades back at a price level where there is previously accumulated Bid Volume and the new trade is at the best Bid. At that time the previously accumulated Bid Volume is reset back to zero and will display the Bid Volume from the most recent Bid trade. This resetting is completely independent of the Recent Ask Volume.

In this example we can see 90 contracts have traded at 1317.75 and 0 contracts have traded at 1318.00. When this 1317.75/1318 became this inside bid/offer, we reset the number of trades here and started to accumulate them So, if we leave a price and come back to it, the qty of contracts in these columns is reset.

There is an exception to this. If we leave a price for a short period of time and come back to it, then we do not clear the traded quantities. By default that ‘short period of time’ is set to 2500 milliseconds (2.5 seconds).

The idea is that we show the number of contracts to push through the level but it often leaves a level for just a short amount of time and comes back to it. In that case, we don’t consider it to have really left.

Implemented Global Settings >> Chart DOM Settings >> Recent Bid Ask Volume Timeout in Milliseconds. Documentation will be updated as soon as possible.