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Direct MessagesDate/Time: Sat, 04 May 2024 12:07:26 +0000
Market Depth Historical Graph - missing data on certain timeframes?
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| [2020-07-17 10:03:29] |
| User255336 - Posts: 28 |
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Hello, Market Depth Historical Graph is such a wonderful tool, and I swear by it daily. I am noticing that if I set the chart settings to 1 minute, I seem to be missing certain data and not seeing prints that I am seeing on a 5 minute chart for instance. I have attached two screen shots illustrating the differences. I am seeing historical bids and asks and price action down towards 3195 on the 5 minute, but that data is missing from the 1 minute. I have also tried different settings such as 10 and 30 second. Anything I might be missing settings wise? Date Time Of Last Edit: 2020-07-17 10:05:42
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 1-min-chart.png / V - Attached On 2020-07-17 10:03:16 UTC - Size: 126.54 KB - 203 views 5-min-chart.png / V - Attached On 2020-07-17 10:03:20 UTC - Size: 58.08 KB - 176 views |
| [2020-07-18 11:32:12] |
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The first thing that is happening is that you have missing data during those 1 minute bars. But you have at least some data during that period that makes up the 5 minute bar, therefore you are seeing the data in the 5 minute bars. Keep in mind that you need to stay connected to the data feed in order to collect the data. Refer to the information here: Market Depth Historical Graph: Introduction Second, although we cannot be certain given your images, is that if you have the option for Extend Last Known Depth enabled, then that could explain why you are seeing data at some levels in the 5 minute bars but not in the 1 minute, as the data is being extended from a previous bar forward. Refer to the information for this setting here: Market Depth Historical Graph: Extend Last Known Depth 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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