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Date/Time: Sat, 04 Apr 2020 21:32:30 +0000



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

[2019-10-10 08:11:59]
Sierra Chart Engineering - Posts: 83133 | Ending Date: 2020-06-09
This really really is very surprising here. We really do not know what the actual genuine practical problem is here. What is the exact problem here?

Can you honestly explain that?

We have no idea.

So you are saying you do not like a slight increase in the quantities at the best bid and ask level from the implied market depth data and that is causing you some major problem? You have got to be kidding us. Why? This is absolutely unbelievable.

This is something that happens automatically with most data feeds. This is going to be the case with CTS, CQG, IQ Feed we assume and others. And no there is no option for this with the data provided by the CQG Web API.

And we know very well that the overwhelming majority of users who think there is a problem, do not even understand the facts.

Look if you do not want to use the data feed, then do not use it. We can assure you there are no changes coming other than us possibly merging in the second level of implied depth. The main reason we just did the top level is to ensure that the best bid and ask are as tight as can be on the non-front month contracts. This is the thread about that:
https://www.sierrachart.com/SupportBoard.php?ThreadID=43788

Another thread related to this whole subject:
https://www.sierrachart.com/SupportBoard.php?PostID=187953
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: 2019-10-10 09:22:04