Date/Time: Mon, 22 Apr 2019 07:05:15 +0000
Extend Last Known Depth working as expected?
|User462086 - Posts: 21|
Hi, I've read the documentation on the Market Depth Historical Graph study and can't figure out a way to stop data that was collected before my pc was turned off (eg, 12 hours ago) from extending into the current real-time graph which shows about 2-3 hours of data.
The data that is carried forward both messes up the coloring of the new data, and is quite distracting. 'Extend Last Known Depth' is set to 'No'. Showing/hiding numbers after the last bar doesn't seem to have any affect on this either.
What I'd like is for the data to plot in only the periods that it was collected, except the extension into the fill space for the depth quantity numbers. This would mean that from the time my pc was turned off to the time that it was turned on there would be no plot of market depth on the chart unless 'Extend Last Known Depth' was set to 'Yes', in which case the last know market depth would be extended.
Using version 1875 64-bit.
|John - SC Support - Posts: 819|
What you are describing is how the Market Depth Historical Graph functions. When there is missing data (not deleted depth levels, but missing data from the file due to not being connected to the feed) then it fills in that data with the last known values.
The effect of the Extend Last Known Depth is not related to areas where there is missing data, as stated in the documentation
This Input only has an effect when market depth data at a price level has been deleted and there has not been a market depth update at that price level at subsequent chart bars.Therefore, this Input is about extending the data into bars that have Depth Data, but not at a particular price level.
We will take into consideration your desire to have the missing data not displayed, but we cannot give any timeline on when that may occur.
|User993113 - Posts: 48|
there is another thing to be corrected: the Last Known Depht is extended only if I have that bar visible in my chart.
I need to extend the Last Known Depht even though I don't have visible the bar which registered that market depth update at that price level.
We will take into consideration your desire to have the missing data from the file due to not being connected to the feed not displayed+1
Date Time Of Last Edit: 2019-03-13 09:32:59
|User462086 - Posts: 21|
Thank you for the clarification.
I do remember reading that portion of the documentation. Unfortunately it didn't sink in at the time. Now I understand.
Anyhow, thank you for considering the addition of an option to enable/disable the projection of the last recorded market depth into the future (eg, "Extend Last Recorded Depth" or "Assign Last Recorded Depth to Empty Periods"). The readability of the study would benefit from having the color bands set relative to current data rather than stale data.
Perhaps users trading in less liquid sessions would find this helpful too.
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