@antwerks, I also appreciate your insights!
My confusion was not related to the construction of the Renko charts but related tot he fact that the price line (or quoted price) on the Renko chart configuration was different than the price line (or quoted price) on the Bar chart when volatility picked up. From my understanding, the price line (or quoted price) was supposed to synchronize independent of the chart configuration.
This past week, I submit a case to the TOS Tech Team. I am still not sure if they had a chance to address it; however, today, the price line (or quoted price) synchronized properly across the Renko and Bar charts even when volatility picked up.
Now, given the negative experience I have faced with the disparity in quoted prices for the same instrument across different TOS charts, I became skeptical wondering if the system can be individually targeted to release quoted prices with greater delays than the default of 3 secs. Given that, moving forward, I will have to verify the quoted prices on the TOS platform against the quoted prices on different trading platforms so I can eliminate this concern. At this point, I just hope I will find "synchronicity".
I think I see what you’re describing and that’s a very different issue than Renko construction lag.
Renko bricks can absolutely lag because of their filtering logic, but the quoted price (last trade) should not be different across chart types if both charts are:
• Using the same aggregation
• Using the same price source (Last vs Mark vs Bid/Ask)
• On the same time setting
What likely happened during volatility was one of these:
- Renko brick completion logic
Renko does not print a new brick until price moves a full brick size. The “price line” can appear to stick to the last completed brick even though the underlying last trade is moving.
- Different price source setting
One chart might have been showing “Last,” another “Mark” or “Bid.” During volatility, those diverge more noticeably.
- Aggregation recalculation lag
When volatility spikes, TOS can momentarily lag recalculating synthetic chart types (Renko, Range, Heikin Ashi). The time-based chart updates first because it’s simpler.
- Extended hours setting mismatch
If one chart includes extended hours and the other doesn’t, the quote can appear out of sync.
What is extremely unlikely is selective price delay targeting.
TOS distributes market data feed uniformly. The platform doesn’t selectively delay individual symbols or individual users, that would violate exchange data distribution rules and be a regulatory nightmare.
If you were truly seeing different last prices across charts for more than a brief refresh lag, that would be a display rendering issue, not a feed manipulation issue.
A good sanity check during volatility is:
• Open the Level II window
• Open Time & Sales
• Compare last trade print
That is the raw feed. If those match across charts, the feed is synchronized.
Renko just visually “locks” to brick logic, which can make it appear out of sync during fast moves.
Also, during high volatility, TOS sometimes briefly throttles UI refresh to preserve stability. That’s a performance behavior, not a data delay.
Your instinct to cross-check platforms is smart risk hygiene — but I would treat this as a rendering/aggregation issue, not a data integrity issue.
The important takeaway:
Renko is synthetic price representation.
Time-based charts show actual last trade movement continuously.
They will always feel different during volatility expansion.
And this is exactly why Renko should not be relied on alone when you’re short gamma — because during regime shifts, representation matters.
I do not think this is what you wanted to hear, wish I had the right answer for you!!!
