When loading backfilled data after a crash, the data is aggregated into extremes.
Please do not allow this false aggregation, as it gives a poor view of levels, leading to bad trade decision making on my part.
There are countless examples when you scroll back.
For reference here is one from GCQ2 on 06/Jun/2022 @ 09:35am (+8 UTC):
Clearly backfilled data is completely different from what actually happened.
Note: Live data is correct & matches with the footprint (showing the issue lies with the backfill)
I've noted this issue in a similar fashion here:
- where FULL flow data is not displayed
https://bookmap.com/forum/viewtopic.php?f=21&t=3517
Please do not allow this false aggregation.
- (or at the very least provide an option for users wishing to backfill with compressed, aggregated data)
- No aggregation should be the default
Backfilled Data Not Accurate | Affects All Levels
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Backfilled Data Not Accurate | Affects All Levels
Last edited by magicdonkeyempor on Mon Aug 29, 2022 2:59 am, edited 1 time in total.
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Re: Backfilled Data Not Accurate
Another example from NQ which shows the difference between backfilled & live data:
- this time from the cloud (vs previously local cache)
Note that the aggregation at incorrect levels,
Which makes backfilled data useless & at worst misleading.
Orderflow becomes completely unreadable for manual traders
- and erroneous for automated traders (poor quality data)
No aggregation on backfilled data needs to be the default option
- if other users wish to save on RAM with lower grade aggregated data, then that should be a separate option
- this time from the cloud (vs previously local cache)
Note that the aggregation at incorrect levels,
Which makes backfilled data useless & at worst misleading.
Orderflow becomes completely unreadable for manual traders
- and erroneous for automated traders (poor quality data)
No aggregation on backfilled data needs to be the default option
- if other users wish to save on RAM with lower grade aggregated data, then that should be a separate option