Between best bid and offer volume dots
Posted: Thu Nov 21, 2019 11:09 am
Hi,
I don't know if this behavior is by design but I find it highly misleading.
Sometimes there are volume dots between best bid and ask.
The reality is that trade never happened between bid and ask.
See attached image, you see a trade between best bid and ask. When you zoom, you realize it was an average of 2 separate trades, one on bid, one on ask.
You can see my setting with no clustering enabled.
Note that this only seems to happen with historical, downloaded data, not data as it is live. Still, I find this an unwanted behavior.
Is it supposed to be like this by design?
I don't know if this behavior is by design but I find it highly misleading.
Sometimes there are volume dots between best bid and ask.
The reality is that trade never happened between bid and ask.
See attached image, you see a trade between best bid and ask. When you zoom, you realize it was an average of 2 separate trades, one on bid, one on ask.
You can see my setting with no clustering enabled.
Note that this only seems to happen with historical, downloaded data, not data as it is live. Still, I find this an unwanted behavior.
Is it supposed to be like this by design?