Support Board
Date/Time: Sat, 13 Jun 2026 11:33:09 +0000
ES is having the liquidity of MES and MES the liquidity of ES
View Count: 78
| [2026-06-09 15:28:24] |
| luisn - Posts: 8 |
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Hello, Im using symbol (action) ESM26_FUT_CME and qote symbol MESM26_FUT_CME trading on the DOM to see the depth of ES while putting my trades on MES the problem is the depth is switched up completly even if i only use ES it shows the thin depth and MES is just thicker witch shouldnt be this way ill show some screenshots below 4 screenshots one with only ES(still has MES depth) one MES(has ES depth) one with ES symbol and MES quote symbol (has MES depth) and one with MES symbol and ES quote symbol(has ES depth) so its kind of the other way around it should be i cant upload the last picture but you can trust my word. thank you. |
 ES_MES.png / V - Attached On 2026-06-09 15:26:38 UTC - Size: 201.09 KB - 14 views |
| [2026-06-09 17:34:39] |
| John - SC Support - Posts: 46668 |
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When using a "Trade And Current Quote Symbol", the market depth data will be for the entered "Trade and Current Quote Symbol" unless the option for "Use as Trade Only Symbol" is set to "Yes". Refer to the following: Chart Settings: Trade and Current Quote Symbol Uses If you are NOT using a Trade and Current Quote Symbol, or if the option for "Use as Trade Only Symbol" is set to "Yes", then the market depth data will be for the main symbol of the chart (the item that is set in "Chart >> Chart Settings >> Symbol >> Symbol"). It is next to impossible for us to determine what the exact market depth data looked like at a particular point in time, given how quickly it changes and the fact that we would have to try to stop a replay at a specific point in time, which would be very difficult. But we have never had an issue with the wrong Market Depth data showing in a chart. Keep in mind the above, and whether you had just removed the Trade And Current Quote Symbol and whether you applied the changes or not at that time. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-09 20:19:46] |
| luisn - Posts: 8 |
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thank you i know all of that but as you can see from the screenshots the depth is thinner when i have the correct settings on even when i just use ES without trade and current quote symbol its considerably less liquid then MES witch makes no sense
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| [2026-06-09 20:42:10] |
| John - SC Support - Posts: 46668 |
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Attached is an image of the ES (left side) and MES (right side) with their respective market depth data. We are using a "Combine Increment in Ticks" of 4 in order to be able to view the data easier. The data was stopped at 2026-06-09 at 15:36:54 Central US time. So the data is the exact same time for both symbols with the exact same Combine Increment in Ticks. You will see that the MES has higher values than the ES at this time. You can not assume that one is always thicker or thinner than the other. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| Sierra_Chart_MainWindow_2026-06-09 15_39_13.447.png / V - Attached On 2026-06-09 20:42:04 UTC - Size: 102.44 KB - 11 views |
| [2026-06-09 21:51:16] |
| luisn - Posts: 8 |
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Thank you for your time and effort. i compared while doing individual replays so probably not super accurate but still MES seemed to have higher values across but then i got curious and made the same test 6minutes 55seconds into market open and MES was just way thicker too so im super confused if im just missunderstanding things here and MES just seems to have more liquidity? i honestly dont understand anymore appreciate your help and would be very happy if you could explain that to me. thank you. |
| comparisson ES_MES depth 15_36_54 Central US time..png / V - Attached On 2026-06-09 21:47:18 UTC - Size: 220.51 KB - 5 views comparisson ES_MES depth market open 0655 in.png / V - Attached On 2026-06-09 21:48:33 UTC - Size: 152.55 KB - 4 views |
| [2026-06-09 22:02:20] |
| luisn - Posts: 8 |
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sorry i just understood it thank you for the help appreaciate it.
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