Date/Time: Sat, 04 Apr 2020 21:55:06 +0000
Post From: bids offers closes to price on market depth historical graph
Sierra Chart Engineering - Posts: 83133 | Ending Date: 2020-06-09
There is definitely no decrease. And you cannot make that judgment based on comparison to CQG. The quantity does not decrease. It will only increase. So what this tells us is simply that CQG is just wrong at the best level.
And notice how on the the best ask side they show 5 and Sierra Chart shows 12. And when you look at the three top levels on the CQG side as compared to Sierra Chart they are all different numbers but the exchange only provides two levels of implied depth but we have to check on that through actual observation rather than referring to documentation. So therefore our conclusion upon everything we see is CQG is not providing accurate depth quantities.
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Date Time Of Last Edit: 2019-10-10 11:28:27