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Date/Time: Fri, 26 Apr 2024 13:50:10 +0000



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

[2019-10-04 19:14:35]
Sierra Chart Engineering - Posts: 104368
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. 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

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Date Time Of Last Edit: 2019-10-04 19:15:07