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Date/Time: Fri, 26 Apr 2024 21:30:27 +0000



Post From: Problem with CTS T4 Quotes

[2019-08-12 00:56:10]
Sierra Chart Engineering - Posts: 104368
This has been released on two of our four servers. The other servers will be done later in the week or over next weekend.

The implied depth works properly. Here is an example which uses implied depth:

Current Quote CLF20
2019-08-11 20:00:26.000 Sun

Ask: 53.15
Bid: 53.13
Bid Ask Avg: 53.14
Bid Ask Diff: 2.0 Ticks
Bid x Ask: 11 x 2

To access this data you need to use the Sierra Chart Exchange Data Feed/Denali Exchange Data Feed:
Denali Exchange Data Feed

When you are actually using this data feed, one way to tell the best bid and ask comes from the implied depth is to look in the Market Depth window. You will notice the best bid or ask have a number of orders of 0 which signifies those values are from implied depth.
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: 2019-08-12 00:59:06