Date/Time: Tue, 07 Apr 2020 06:44:14 +0000
Post From: bids offers closes to price on market depth historical graph
Sierra Chart Engineering - Posts: 83191 | Ending Date: 2020-06-09
can i ask the reason you do this for level 1 ?From the CME website:
The MBP multiple-depth book should be used in conjunction with the implied prices book to create an accurate book for all contracts with implied functionality.
It cannot be disabled because it happens on the server.
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:
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: 2019-10-09 18:35:21