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Direct MessagesDate/Time: Sat, 18 May 2024 11:28:15 +0000
[Programming Help] - ACSIL Depth Bar Data
View Count: 1061
| [2018-04-12 03:04:27] |
| User710890 - Posts: 23 |
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Hi, I am working on a custom study using depth bars and have found that in the Depth Bar data (visible in Market Depth Historical Graph as well), there are sometimes less than the standard 10 levels recorded, and was wondering why this is the case, so that I can perhaps account for it. I have gone down to a 1 tick interval and can confirm this. Please note the middle area in the attached image. Thank you in advance! |
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| [2018-04-12 16:15:30] |
| User710890 - Posts: 23 |
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I guess it is possible that the market depth data update had just not come through yet on certain occasions.
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| [2018-04-12 19:16:59] |
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We do not see what you are describing in that attached chart image. We do count 10 levels 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 |
| [2018-04-12 19:37:39] |
| User710890 - Posts: 23 |
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From the bar open/close (same price), there are only 8 levels above the given price at the ask. Could this be because price ticked into it so fast that the market depth data had not yet updated? See attached.
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| [2018-04-12 19:47:36] |
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We do not know what to say about this. This is an advanced question. For guaranteed proper market depth data use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed If you see the same result, then that is just the data from the exchange. 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 |
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