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Date/Time: Fri, 26 Apr 2024 13:18:35 +0000



Post From: CQG data for crude CL has only 400/400 levels + SWITCH TO DENALI

[2020-03-31 00:32:15]
Sierra Chart Engineering - Posts: 104368
Based on observation, it appears like the CME is limiting the depth to 480 levels for CL. We do not see how that could be happening within the Denali feed itself because the upper limit is 800 per side.

I think 800 = 400/400. Just a matter of how you count the levels: as a whole or splitted between BID/ASK.
No it is not counted this way. It is 800 each side. And really at this point we can make that anything. We could make it 5000. We can then say we have got 5000 levels of depth. It is meaningless because 5000 levels do not even exist. We just found that 800 was more than sufficient.

We should probably make the number 1000 and just say there is full depth. We should not even be mentioning a number any longer.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-03-31 00:33:05