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Date/Time: Mon, 06 May 2024 04:42:35 +0000



Post From: Bid Ask Depth Bars Incorrect Values

[2019-09-03 01:22:39]
Sierra Chart Engineering - Posts: 104368
We will *not* provide any support for using the CQG data feed with this study or comparison to any third-party study. CQG data is not reliable with this study:
CQG Trading Platform Service: CQG Market Depth Data

And there is no third-party study that is capable of providing accurate data like the new version of Bid and Ask Depth Bars does.

The study is accurate, 100% consistently and reliably accurate, with the Denali Exchange Data Feed. However, be aware there are two settings which control the number of market depth levels that are relevant for this study. Both of these are documented here:
Bid & Ask Depth Bars

We just updated that page, so read over the first part of it again.

When you look at the Market Depth window, and the total at the bottom of either the bid side or the ask side you can compare that to the same calculations with this study to see that it is accurate, assuming that it is calculating the same number of levels as you see displayed in the Market Depth Window. Refer to:
File Menu: Open Market Depth Window (File)
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: 2019-09-03 01:29:29