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Direct MessagesDate/Time: Fri, 19 Apr 2024 17:53:57 +0000
Post From: bids offers closes to price on market depth historical graph
| [2019-10-04 19:18:05] |
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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 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |