Date/Time: Tue, 07 Apr 2020 07:56:45 +0000
Post From: bids offers closes to price on market depth historical graph
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.
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Date Time Of Last Edit: 2019-10-04 19:15:07