Support Board

Date/Time: Sat, 20 Apr 2024 11:29:04 +0000

Post From: DTC Server Market Depth Message Model Semantics

[2019-01-08 18:07:30] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
a) If the Total number of Limit Orders for a price level in the Order Book becomes ZERO, then the DTC Server is supposed to send to SC which of the following?: A_1 - INSERT_UPADTE Market Depth Message with size / number of market orders = ZERO A_2 - DELETE Market Depth Message b) in what circumstances a Custom developed DTC Server would have to send a DELETE Market Depth Message to SC specifically - I don't think SC would ever wipe out a price level in its internal representation of the Limit Order Book Logically if there is no data to be displayed any longer at a particular price level, and that is a decision that you must make, then you would want to delete that price level. Sierra Chart itself is not going to delete the data at a price level in the market depth data. - you need to change your attitude mate We do not agree. We need to be very clear and to the point. Nothing is going to change here. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-01-08 18:08:34