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Date/Time: Sat, 28 Mar 2020 09:02:09 +0000

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

[2019-12-10 20:17:07]
Sierra Chart Engineering - Posts: 82806 | Ending Date: 2020-06-09
We are going to release after the close the merging of implied depth for NYMEX and CBOT on the delayed feed. We do not want to do any release on the live feed because the first couple of times we have noticed a problem after a period of time.

The reason this has taken time is because this is not easy and this is what we have said from the very beginning. There is a lot of complexity of market depth all the way down to the original multicast feed from exchange down to the final end user transmission and processing. There simply is not any room for any type of mistake anywhere.

With all of our experience with market depth from various sources, next to nobody even does market depth completely properly or efficiently.

And we know we have a lot of experience with this. And we are the only ones to our knowledge to even let you adjust the number of market depth levels from the server and does that properly.

One of you asked us through an account support ticket of about a month or two ago about including implied depth in relation to this thread, and our answer was simply that there is a lot of work to this and it is not something we can do quickly. So this is the reason for the delay.
Sierra Chart Support - Engineering Level

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