Support Board
Date/Time: Mon, 30 Jun 2025 11:44:52 +0000
Post From: Breakdown of Pricing
| [2021-06-23 14:57:47] |
| John - SC Support - Posts: 40645 |
|
Not quite. The Market by Order and Market Depth are both referring to the same information, which are the limit orders at each price level waiting for the price to move to their level. The Market Depth is just a single number that shows the total quantity of those limit orders waiting. The Market by Order breaks down the total Market Depth and gives you insight into the individual orders that make up that composite including the queuing order of the orders as well. The only caveat with the Market by Order is that we do not show every order including the single valued ones. Right now, you are limited to displaying down to an order size of 4. Both sets of values can be displayed in the DOM. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |