Login Page - Create Account

Support Board


Date/Time: Sat, 28 Mar 2020 08:42:26 +0000



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

[2019-10-08 15:28:12]
Sierra Chart Engineering - Posts: 82806 | Ending Date: 2020-06-09
Why do you say that? How can it not be ideal? In what way. What Sierra Chart does is what is explained here:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Consolidating+Implied+and+Multiple+Depth+Books

But it is only done for the first level. We can do it also for the second level but it is just an additional performance impact.
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: 2019-10-08 15:30:06