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Direct MessagesDate/Time: Sun, 12 May 2024 05:46:41 +0000
Historical market depth bid and ask size
View Count: 448
| [2020-10-14 17:15:31] |
| User589122 - Posts: 7 |
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Hi, This is my first suppport ticket. In the attached chart there is a difference between the bid and ask sizes of the market depth in the dom versus the bid and ask sizes in the historical market depth chart. I have no idea where the difference comes from and I hope you can help me with this. http://www.sierrachart.com/image.php?Image=1602695535800.png Thanks in advance! |
| [2020-10-14 18:20:23] |
| John - SC Support - Posts: 31555 |
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You need to have the Input for Depth Quantity Type to Display After Last Bar set to Last Depth in order for those two sets of data to match up. Refer to the information here: Market Depth Historical Graph: Depth Quantity Type to Display After Last Bar For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-10-14 18:40:20] |
| User589122 - Posts: 7 |
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Hi John, Thanks for the quick reply. I checked my settings but the depth quantity type to display after last bar was already set to last depth. |
| [2020-10-14 19:59:57] |
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The problem is, you are comparing market depth between two different symbols because you are using this setting: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) 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: 2020-10-14 20:00:05
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| [2020-10-15 06:22:31] |
| User589122 - Posts: 7 |
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Thanks! That worked!
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