Date/Time: Sat, 04 Apr 2020 04:40:56 +0000
Post From: bids offers closes to price on market depth historical graph
Sierra Chart Engineering - Posts: 83107 | Ending Date: 2020-06-09
Well most likely we would just limit this to CBOT on one server and once we see everything is working well, we will update the other instances Monday evening.
Here is a screenshot of the standard depth for ZB, and also the implied depth below. It is not merged. This is just how we look at it on our server. We did not previously have an easy view of this data before and we can see now the top of the implied depth does not always match the top of the standard depth.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2019-12-01 01:08:02
Standard depth with implied depth below 2019-11-30_165443.png / V - Attached On 2019-12-01 01:04:28 UTC - Size: 18.23 KB - 112 views