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Date/Time: Wed, 01 May 2024 21:53:00 +0000

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

[2019-10-08 15:28:12] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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. 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 Date Time Of Last Edit: 2019-10-08 15:30:06