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Date/Time: Fri, 29 Mar 2024 11:43:26 +0000



Updating depth realtime while building 1 trade bars

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[2022-11-26 04:46:51]
User419467 - Posts: 13
Hi We are writing data into a scid file and everything is workimg fine, depth is updating live as long as we create bars with ohlc that is not all the same price. But when we try to create 1 trade / tick bars i.e 'flat' bars, (where hlc should all be the same price) our depth does not update continuously durimg the last bar. Can u help us? We have read every document on yout site regarding this. Thanks,
[2022-11-26 15:28:39]
Sierra_Chart Engineering - Posts: 13625
To solve this, the market depth updates must have the same time stamp, as the most recent timestamp in that 1 trade bar.

Another way around this is to use bars based upon a fixed amount of time like 1 minute. Then the timestamps can be anywhere within that 1 minute bar period.
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Date Time Of Last Edit: 2022-11-26 15:28:47

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