Date/Time: Sun, 29 Mar 2020 21:47:47 +0000
Post From: bids offers closes to price on market depth historical graph
Sierra Chart Engineering - Posts: 82826 | Ending Date: 2020-06-09
The reason for the delay, is there is a various secondary market depth work that we have been doing, which was related to some of the changes to support implied to depth merging. Those core changes, required other subsequent changes which required additional testing and review. This whole process took a long time. Implied merging has been working well on the delayed feed several days in a row now.
We are releasing it, over the weekend on one of our servers for the real-time feed. We are not doing both because it is necessary for users to update to the current version of Sierra Chart to support a protocol change with market depth, which reduces bandwidth. So we do not want to force this change immediately.
Or put a decent disclaimer that your data feed is not fit to trade live w/ market depth.This is nonsense. You lose all credibility when you post this. Do not tell us that . Take this and give it to the CME. We are providing CME market depth data. We have said that the depth is 100% accurate in the beginning, which is 100% true, and continues to be to this very moment. We will not deviate from what we said. You think you caught us in some kind of inaccuracy. No you did not. Not at all.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2019-12-14 06:14:39