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Direct MessagesDate/Time: Thu, 10 Oct 2024 02:35:52 +0000
Chart Question (Market Depth)
View Count: 76
| [2024-09-05 17:25:14] |
| User969241 - Posts: 93 |
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Thanks. Market Depth Historical is the study. I believe I have it working but I found something in it that confused me. You can see on the chart (attached) that there was 256 units recorded on the 1min chart bar on the right but you can see the DOM on the left did not add up to that number during that 1min bar.
Date Time Of Last Edit: 2024-09-05 17:25:41
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256.png| [2024-09-05 17:49:46] |
| John - SC Support - Posts: 35081 |
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The Market Depth Historical Graph gives you either the last depth data at that level or the highest depth data at that level, depending on how you have it setup. But in either case, this is the Market Depth and is not reflective of actual trades, so there is no link between the Market Depth Historical Graph and the Time and Sales. If you want to see the trades that occurred at a price level, then you need to use the Numbers Bars study. Refer to the following: Numbers Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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