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Direct MessagesDate/Time: Fri, 26 Apr 2024 06:06:56 +0000
Post From: Denali Data Feed to Offer Market by Order Support in December!
| [2020-12-05 10:36:21] |
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A thought about order quantities of 1, would it be possible to 'see' these order without actually receiving the data? Meaning, if there is say 500 total orders at a given price, and we are receiving data for orders >=2 and the sum of all those >=2 orders is 450, could it be inferred that the other 50 orders have a size of 1 even if the actual data for those orders is not received?
Yes this is correct. In the market depth data already provided, the total quantity and number of orders is given. So this kind of calculation can be accurately done. 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation 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: 2020-12-05 10:36:34
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