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Date/Time: Sat, 04 Apr 2020 05:49:06 +0000



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

[2019-10-10 12:16:13]
Sierra Chart Engineering - Posts: 83109 | Ending Date: 2020-06-09
How do you know they are all identical? That is hard to believe you have access to all of them. Anyway we will check on this so no need to say anything more.

Just allow about a week for us to validate whether there is proper merging of the implied depth data at the first level. it is easily validated on non-front month contracts because you can look at the market depth for non-front month contracts and when you see that the number of orders at either the best or ask level is 0, it means you are looking at implied depth for that level.
Sierra Chart Support - Engineering Level

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