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Date/Time: Thu, 13 Jun 2024 09:48:31 +0000



Post From: Low maximum depth for certain markets

[2022-05-24 20:42:07]
voided - Posts: 45
I'm using the Denali feed with MBO, and while most markets display data for a large number of price levels, some do not. For example, ZM and ZL (CBOT), calendar spreads on CL (NYMEX), etc. only show 10 levels of depth. I assume this is not an error, and this is as many levels as the exchange supports for these products. (I have "Maximum Market Depth Levels" set to "0" for all products).

Is this assumption correct? If not, is there any reference to see how many levels the exchange supports, so I can know whether the limitation is on Sierra Chart's side?