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Date/Time: Wed, 08 May 2024 05:03:02 +0000



Post From: Market Depth Historical Graph and WIDE!!! price ranges

[2019-11-09 13:12:36]
nosast - Posts: 290
I don't know how Bookmap is doing this exactly but it seems that they use some logic to cluster the levels (based on the overall liquidity percentage?) so that they highlight areas instead of single price levels. It would be great if Sierra engineers take a deep look into Bookmaps implementation and build something similar. Would love to get rid of Bookmap and only use Sierra as a all-in-one solution. I just can't get used to trading from Bookmap ;-)