Date/Time: Sat, 04 Apr 2020 05:47:43 +0000
Post From: bids offers closes to price on market depth historical graph
Sierra Chart Engineering - Posts: 83109 | Ending Date: 2020-06-09
In regards to post #29, sorry, we have no trust in anyone. We only trust ourselves here and we will examine this issue as soon as we can. Talking to the CME convinces us of absolutely nothing. And we mean absolutely nothing. We have been through that kind of nonsense before only to be proven right.
We do acknowledge here and we have said this before, that the implied depth is not merged in at other than the best level. So yes there can be a difference at level 2 and perhaps level 3 if they are providing more than 2 levels of implied depth. But in that case the CME documentation is out of date.
It was not our intent to come into this thread again until we have time to resume this issue. That is why there was not a response.
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: 2019-10-16 12:53:36