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Date/Time: Sun, 12 May 2024 23:43:34 +0000



Post From: Tools for reading market depth

[2019-09-30 22:04:36]
a Gem Tree - Posts: 60
I'm wondering if Sierra Chart provides any tools for telling the end user if:
limit orders sitting above or below the NBBO are being pulled at the last (milli/nano) second. I'm not sure if I would need a special data package, or a special platform - I'm hoping I can keep using SierraChart. Is there a way to see these limit orders (and the number of them) - which have been sitting in Queue for longer than X seconds - have been pulled when the Ask reaches them - OR have been pulled after the Ask reaches the next tick. Again, I'm not sure if I'd need a special data package, but maybe you guys can point me in the right direction, or let me know if you have any tools designed for reading this.
Date Time Of Last Edit: 2019-09-30 22:06:37