Support Board
Date/Time: Wed, 17 Sep 2025 10:03:31 +0000
Post From: Sierra Data Feed - Depth Levels Available on Crude Oil Futures
| [2018-07-18 13:13:49] |
| Acro - Posts: 449 |
|
20 levels would certainly be better but I have been doing a direct comparison of the Level II data in the book using the Sierra real time data and the CQG data and from what I have noticed the Sierra feed very often has a lower number of resting orders at prices close to the inside bid offer. Since the Sierra feed is unfiltered I am at a loss to explain the difference. Could you shed any light on this please |