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Date/Time: Thu, 20 Jun 2024 20:05:57 +0000

Post From: Eurex feed bid/ask volume

[2014-01-14 20:17:12]
Sierra Chart Engineering - Posts: 104368
Bid volume and ask volume calculations are always calculated from the level 1 bid/ask data feed.

However, from exchanges, the best bid and ask data always are provided through market depth. They do not have the other fields that this is provided through.

Without going into a lot of details about how all of this works on the backend, we do thoroughly understand the issue, and it is being worked on.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-01-14 20:17:34