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Date/Time: Tue, 07 Apr 2020 08:34:46 +0000



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

[2019-10-04 19:18:05]
Sierra Chart Engineering - Posts: 83207 | Ending Date: 2020-06-09
Here is more on the subject here:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Consolidating+Implied+and+Multiple+Depth+Books

We only merge in or combine or consolidate, level 1. But the exchange only provides implied depth out to level 2.
Sierra Chart Support - Engineering Level

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