Login Page - Create Account

Support Board


Date/Time: Tue, 07 Apr 2020 07:56:45 +0000



Post From: bids offers closes to price on market depth historical graph

[2019-10-04 19:14:35]
Sierra Chart Engineering - Posts: 83206 | Ending Date: 2020-06-09
But if you are referring to level 2 and 3 starting off at 1, that the depth quantities differ or perhaps in some cases the prices, potentially that could be the case but only at level 2 because we don't merge in implied depth beyond level 1. But the exchange only offers implied depth for two levels. So there cannot be any differences at level 3 and beyond.

The market depth quantities you see at level 2 and beyond are exactly what are provided by the exchange. They are unaltered.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-04 19:15:07