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Date/Time: Tue, 16 Apr 2024 12:07:05 +0000



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

[2019-10-16 12:45:18]
Sierra Chart Engineering - Posts: 104368
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 But in that case the CME documentation is out of date.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. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-10-16 12:53:36